//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial intermediation"
~person:"Kehr, Carl-Heinrich"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Börsenmaklerinnen"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Bourse
1
Börse
1
Börsenkurs
1
Börsenmakler
1
Deutschland
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Estimation
1
Germany
1
Handelsvolumen der Börse
1
Market microstructure
1
Marktmikrostruktur
1
Schätzung
1
Share price
1
Stockbrokers
1
Trading volume
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Kehr, Carl-Heinrich
Battalio, Robert H.
1
Cho, Seong-Yeon
1
Chung, Kee H.
1
Cordella, Tito
1
Foucault, Thierry
1
Greene, Jason T.
1
Griffiths, Mark D.
1
Jennings, Robert H.
1
Krahnen, Jan Pieter
1
Macey, Jonathan R.
1
Manzano Tovar, Carolina
1
O'Hara, Maureen
1
Theissen, Erik
1
more ...
less ...
Published in...
All
Journal of financial intermediation
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
2
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The anatomy of a call market
Kehr, Carl-Heinrich
;
Krahnen, Jan Pieter
;
Theissen, Erik
- In:
Journal of financial intermediation
10
(
2001
)
3/4
,
pp. 249-270
Persistent link: https://www.econbiz.de/10001639519
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->