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subject:"Effizienzmarkthypothese"
~person:"Piccotti, Louis R."
~subject:"Devisenmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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Effizienzmarkthypothese
Devisenmarkt
Foreign exchange market
4
Foreign exchange market microstructure
3
Market microstructure
3
Marktmikrostruktur
3
Theorie
3
Theory
3
Asymmetric information
2
Asymmetrische Information
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Börsenkurs
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Efficient market hypothesis
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Information share
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Market efficiency
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Price discovery
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Share price
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Bid-ask spread
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Bid–Ask spreads
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Cojumps
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Currency derivative
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Currency option
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Devisenoption
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Estimation
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FX options
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Geld-Brief-Spanne
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Geography of trade
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Information dissemination
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Informationsverbreitung
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Jumps
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Schätzung
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Stochastic process
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Stochastic volatility bias
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Stochastischer Prozess
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Aufsatz in Zeitschrift
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Piccotti, Louis R.
Taylor, Mark P.
30
Menkhoff, Lukas
22
MacDonald, Ronald
18
Lyons, Richard K.
17
Melvin, Michael
14
Hegerty, Scott W.
12
Rime, Dagfinn
12
Evans, Martin D. D.
11
Goodhart, Charles A. E.
11
Gradojevic, Nikola
11
Ben Omrane, Walid
10
Bollerslev, Tim
10
Gau, Yin-feng
10
Itō, Takatoshi
10
Moosa, Imad A.
10
Payne, Richard
10
Sarno, Lucio
10
Bahmani-Oskooee, Mohsen
9
Marsh, Ian
9
Neely, Christopher J.
9
Apergēs, Nikolaos
8
Bhandari, Jagdeep S.
8
Cheung, Yin-Wong
8
Gençay, Ramazan
8
Phylaktis, Kate
8
Reitz, Stefan
8
Sirimon Treepongkaruna
8
Baillie, Richard
7
Batten, Jonathan A.
7
Goldberg, Linda S.
7
Kouretas, Georgios P.
7
McCauley, Robert N.
7
Moore, Michael J.
7
Osler, Carol
7
Weller, Paul A.
7
Westerhoff, Frank H.
7
Yamani, Ehab
7
Agénor, Pierre-Richard
6
Cáceres, Luis René
6
De Grauwe, Paul
6
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Journal of empirical finance
2
Journal of banking & finance
1
Journal of financial markets
1
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ECONIS (ZBW)
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1
Information shares in a two-tier FX market
Piccotti, Louis R.
;
Shraiber, Bentsi
- In:
Journal of empirical finance
58
(
2020
),
pp. 19-35
Persistent link: https://www.econbiz.de/10012430449
Saved in:
2
Jumps, cojumps, and efficiency in the spot foreign exchange market
Piccotti, Louis R.
- In:
Journal of banking & finance
87
(
2018
),
pp. 49-67
Persistent link: https://www.econbiz.de/10011962493
Saved in:
3
Pricing errors and the geography of trade in the foreign exchange market
Piccotti, Louis R.
- In:
Journal of financial markets
28
(
2016
),
pp. 46-69
Persistent link: https://www.econbiz.de/10011722230
Saved in:
4
Information shares of two parallel currency options markets : trading costs versus transparency/tradability
Piccotti, Louis R.
;
Shraiber, Bentsi
- In:
Journal of empirical finance
32
(
2015
),
pp. 210-229
Persistent link: https://www.econbiz.de/10011556820
Saved in:
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