//--> //--> //--> //-->
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:"MPRA Paper"
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:"Price Discovery"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
price discovery
6
information flow
5
credit spreads
3
financial crisis
3
Credit default swap spreads
2
Ledenyov law on limiting frequency for ultra high frequency electronic trading in foreign currencies exchange markets
2
Price discovery
2
Stratanovich – Kalman – Bucy filter
2
Stratanovich-Kalman-Bucy filtering algorithm
2
Wiener filtering theory
2
absorption of information
2
algorithmic trading
2
bank capital
2
banks
2
bid - ask spreads
2
capital inflow
2
capital outflow
2
carry trade strategy
2
currencies exchange rate
2
diffusion of information
2
econometrics
2
econophysics
2
financial liquidity
2
foreign currencies exchange market micro structure
2
foreign currencies exchange rate dynamics
2
global capital market
2
global foreign exchange market
2
information theory
2
informed trading
2
interdealer trade orders flow direction
2
interest rate
2
liquidity aggregator
2
noise trading
2
nonlinearities
2
particle filter
2
price discovery process
2
processing frequency
2
retail aggregator
2
sovereign risk
2
stop-loss order
2
more ...
less ...
Online availability
All
Free
11
Type of publication
All
Book / Working Paper
11
Language
All
Undetermined
11
Author
All
Avino, Davide
5
Lazar, Emese
3
Cotter, John
2
Ledenyov, Dimitri O.
2
Ledenyov, Viktor O.
2
Varotto, Simone
2
Buyuksahin, Bahattin
1
Cadogan, Godfrey
1
Dunne, Peter G.
1
Li, Youwei
1
P., Srinivasan
1
Reiffen, David
1
Sun, Zhuowei
1
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
11
Published in...
All
MPRA Paper
Journal of financial markets
23
International review of financial analysis
22
Journal of banking & finance
19
Finance research letters
17
Journal of empirical finance
15
International review of economics & finance : IREF
14
Pacific-Basin finance journal
12
The journal of futures markets
12
Journal of Banking & Finance
11
Journal of international financial markets, institutions & money
11
Review of quantitative finance and accounting
10
Economics letters
9
Journal of financial economics
9
CFS Working Paper Series
8
The North American journal of economics and finance : a journal of financial economics studies
8
Tinbergen Institute Discussion Papers
8
Applied economics
7
Journal of International Financial Markets, Institutions and Money
7
Journal of Risk and Financial Management
7
Journal of risk and financial management : JRFM
7
Research in international business and finance
7
Energy economics
6
Global finance journal
6
Journal of agricultural and applied economics : JAEE
6
Journal of international money and finance
6
The Journal of Real Estate Finance and Economics
6
Applied economics letters
5
CEPR Discussion Papers
5
CFS Working Paper
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Emerging markets, finance and trade : EMFT
5
Journal of Agricultural and Applied Economics
5
Journal of Financial Markets
5
Journal of economic dynamics & control
5
Tinbergen Institute Discussion Paper
5
CESifo Working Paper
4
Cogent Economics & Finance
4
Cogent economics & finance
4
Discussion paper / Tinbergen Institute
4
more ...
less ...
Source
All
RePEc
11
Showing
11
-
11
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
11
Canonical Representation Of Option Prices and Greeks with Implications for Market Timing
Cadogan, Godfrey
-
Volkswirtschaftliche Fakultät, …
-
2010
. Accordingly, any polynomial which satisfies those criteria is admissible for
price
discovery
and or market timing. Therefore, at …
Persistent link: https://www.econbiz.de/10008564515
Saved in:
First
Prev
1
2
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->