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~isPartOf:"Econometric reviews"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial markets"
~subject:"Volatilität"
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Search: subject:"Mikrostrukturanalyse"
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Volatilität
Market microstructure
129
Marktmikrostruktur
129
Securities trading
45
Wertpapierhandel
45
Börsenkurs
38
Share price
38
Theorie
37
Theory
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Geld-Brief-Spanne
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Volatility
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Price discovery
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Andersen, Torben
2
Bondarenko, Oleg
2
Easley, David
2
O'Hara, Maureen
2
Sensoy, Ahmet
2
Ahmad, Nisar
1
Ahmed, Sheraz
1
Azhar Mohamad
1
Brownlees, Christian
1
Cartea, Álvaro
1
Daniel, Lawrence
1
Dijk, Dick van
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Ghysels, Eric
1
Huang, Hong-Gia
1
Hussain, Syed Mujahid
1
Kapetanios, George
1
Karyampas, Dimitrios
1
Kavajecz, Kenneth A.
1
Kim, Suk-Joong
1
Konstantinidi, Eirini
1
Kyle, Albert S.
1
Li, Sai-ping
1
Louhichi, Wae͏̈l
1
López de Prado, Marcos M.
1
McKenzie, Michael D.
1
Molnár, Peter
1
Neumann, Michael
1
Nualart, Eulalia
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Obižaeva, Anna
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Omole, John
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Ozturk, Sait R.
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Rodrigues, Bruno Dore
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Ronen, Tavy
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Rossi, Eduardo
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Santucci de Magistris, Paolo
1
Serdengeçti, Süleyman
1
Sifat, Imtiaz Mohammad
1
Sinko, Arthur
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Econometric reviews
International review of financial analysis
Journal of financial markets
Journal of econometrics
41
Journal of banking & finance
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Quantitative finance
10
Journal of empirical finance
9
Finance research letters
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of financial economics
8
Research in international business and finance
7
SFB 649 discussion paper
7
Economic modelling
6
International journal of finance & economics : IJFE
6
Journal of international financial markets, institutions & money
6
Pacific-Basin finance journal
6
The European journal of finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
CEFIR and NES working papers
5
CFS working paper series
5
Cambridge working papers in economics
5
Journal of financial and quantitative analysis : JFQA
5
Journal of international money and finance
5
NES working paper series : working paper
5
CESifo working papers
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance and stochastics
4
International review of economics & finance : IREF
4
Journal of financial econometrics
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Market microstructure and liquidity
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Research paper series / Swiss Finance Institute
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SFB 649 Discussion Paper
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
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CFS Working Paper
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Cambridge-INET working papers
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
23
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1
Applications of high-frequency data in finance : a bibliometric literature review
Hussain, Syed Mujahid
;
Ahmad, Nisar
;
Ahmed, Sheraz
- In:
International review of financial analysis
89
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014467089
Saved in:
2
Volatility of order imbalance of institutional traders and expected asset returns : evidence from Taiwan
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Wu, …
- In:
Journal of financial markets
52
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013266271
Saved in:
3
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
4
Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obižaeva, Anna
;
Tuzun, Tugkan
- In:
Journal of financial markets
49
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013531193
Saved in:
5
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
6
Jumps in option prices and their determinants : real-time evidence from the E-mini S&P 500 options market
Kapetanios, George
;
Konstantinidi, Eirini
;
Neumann, Michael
- In:
Journal of financial markets
46
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012317888
Saved in:
7
Intraday volume-volatility nexus in the FX markets : evidence from an emerging market
Sensoy, Ahmet
;
Serdengeçti, Süleyman
- In:
International review of financial analysis
64
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012208202
Saved in:
8
Implied volatility indices : a review and extension in the Turkish case
Sensoy, Ahmet
;
Omole, John
- In:
International review of financial analysis
60
(
2018
),
pp. 151-161
Persistent link: https://www.econbiz.de/10012007557
Saved in:
9
Intraday price discovery in fragmented markets
Ozturk, Sait R.
;
Wel, Michel van der
;
Dijk, Dick van
- In:
Journal of financial markets
32
(
2017
),
pp. 28-48
Persistent link: https://www.econbiz.de/10011814977
Saved in:
10
The relationship between the volatility of returns and the number of jumps in financial markets
Cartea, Álvaro
;
Karyampas, Dimitrios
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 929-950
Persistent link: https://www.econbiz.de/10011590735
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