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~isPartOf:"NES working paper series : working paper"
~person:"Kyle, Albert S."
~person:"Pástor, Ľuboš"
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Bid-ask spread
3
Geld-Brief-Spanne
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Handelsvolumen der Börse
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Market microstructure
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Marktmikrostruktur
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Trading volume
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liquidity
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Theorie
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Theory
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Transaction costs
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Transaktionskosten
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invariance
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market microstructure
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volatility
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Market microstructure,invariance
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Kyle, Albert S.
Pástor, Ľuboš
Obižaeva, Anna
5
Bondarenko, Oleg
3
Andersen, Torben
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Bae, Kyoung-hun
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NES working paper series : working paper
CEFIR and NES working papers
5
Working papers / Rodney L. White Center for Financial Research
3
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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FEDS Working Paper
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Finance and economics discussion series
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Journal of financial markets
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Robert H. Smith School Research Paper
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
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2
Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance
Kyle, Albert S.
;
Obižaeva, Anna
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2020
Persistent link: https://www.econbiz.de/10012494216
Saved in:
3
Intraday trading invariancein the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
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2020
Persistent link: https://www.econbiz.de/10012494219
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