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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Wertpapierhandel"
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Search: subject_exact:"Mikrostrukturanalyse"
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Wertpapierhandel
Market microstructure
19
Marktmikrostruktur
19
Estimation theory
10
Schätztheorie
10
Noise Trading
8
Noise trading
8
Theorie
8
Theory
8
Volatility
8
Volatilität
8
Estimation
7
Schätzung
7
Time series analysis
7
Zeitreihenanalyse
7
Securities trading
4
Analysis of variance
3
Börsenkurs
3
Capital income
3
Correlation
3
Kapitaleinkommen
3
Korrelation
3
Share price
3
Varianzanalyse
3
microstructure noise
3
ARCH model
2
ARCH-Modell
2
Handelsvolumen der Börse
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
State space model
2
Trading volume
2
Zustandsraummodell
2
high frequency data
2
market microstructure
2
market microstructure noise
2
realized kernel
2
Adverse Selektion
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English
4
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Cont, Rama
1
Jong, Frank de
1
Kukanov, Arseniy
1
Pascual, Roberto
1
Schotman, Peter C.
1
Stoikov, Sasha
1
Tay, Anthony S. A.
1
Ting, Christopher
1
Tse, Yiu Kuen
1
Veredas, David
1
Warachka, Mitch
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of financial markets
34
Journal of banking & finance
23
Pacific-Basin finance journal
23
Quantitative finance
23
Market microstructure and liquidity
22
Finance research letters
15
Journal of financial economics
15
Journal of international financial markets, institutions & money
15
The financial review : the official publication of the Eastern Finance Association
12
International review of financial analysis
11
Journal of economic dynamics & control
9
The European journal of finance
9
Applied mathematical finance
8
Economic modelling
8
Research in international business and finance
8
Review of quantitative finance and accounting
8
CFS working paper series
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
International review of economics & finance : IREF
7
Journal of empirical finance
7
Journal of financial and quantitative analysis : JFQA
7
SAFE working paper
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
CFS Working Paper
6
Gabler Edition Wissenschaft
6
International journal of theoretical and applied finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The journal of trading
5
Asia-Pacific journal of financial studies
4
Discussion paper / Tinbergen Institute
4
Journal of risk and financial management : JRFM
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
NES working paper series : working paper
4
Rodney L. White Center for Financial Research
4
SFB 649 discussion paper
4
Staff reports / Federal Reserve Bank of New York
4
Staff working papers / Bank of England
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Working paper / Centre for Financial Research
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ECONIS (ZBW)
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1
The price impact of order book events
Cont, Rama
;
Kukanov, Arseniy
;
Stoikov, Sasha
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 47-88
Persistent link: https://www.econbiz.de/10010233613
Saved in:
2
Price discovery in fragmented markets
Jong, Frank de
;
Schotman, Peter C.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003997323
Saved in:
3
Does the open limit order book matter in explaining informational volatility?
Pascual, Roberto
;
Veredas, David
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
1
,
pp. 57-87
Persistent link: https://www.econbiz.de/10003997330
Saved in:
4
Using high-frequency transaction data to estimate the probability of informed trading
Tay, Anthony S. A.
;
Ting, Christopher
;
Tse, Yiu Kuen
; …
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
3
,
pp. 288-311
Persistent link: https://www.econbiz.de/10003884192
Saved in:
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