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~isPartOf:"Quantitative finance"
~subject:"Asymmetrische Information"
~subject:"Estimation"
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Search: subject_exact:"Marktmikrostruktur"
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Asymmetrische Information
Estimation
Market microstructure
38
Marktmikrostruktur
38
Börsenkurs
29
Share price
29
Securities trading
23
Theorie
23
Theory
23
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Limit order book
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Neuronale Netze
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Noise Trading
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Noise trading
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Lillo, Fabrizio
2
Sornette, Didier
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Wehrli, Alexander
2
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1
Alemany, N.
1
Aragó Manzana, Vicent
1
Bacry, E.
1
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1
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1
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Ju, Geonhwan
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1
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1
Livieri, Giulia
1
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1
Monroy-Castillero, Paulino
1
Mota-Navarro, Roberto
1
Muzy, J. F.
1
Rambaldi, M.
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1
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1
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1
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Quantitative finance
Journal of banking & finance
16
Journal of econometrics
16
Journal of financial markets
13
Journal of empirical finance
11
International review of financial analysis
10
Finance research letters
9
International review of economics & finance : IREF
9
Journal of financial economics
8
Journal of international financial markets, institutions & money
8
Journal of financial and quantitative analysis : JFQA
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Pacific-Basin finance journal
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
CFS working paper series
6
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
6
Economic modelling
6
Economics letters
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International journal of finance & economics : IJFE
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Research in international business and finance
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SFB 649 discussion paper
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Applied economics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international money and finance
5
NBER working paper series
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Research paper series / Swiss Finance Institute
5
SpringerLink / Bücher
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Annals of finance
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Asia-Pacific journal of financial studies
4
Discussion paper / Tinbergen Institute
4
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of economic dynamics & control
4
Journal of economic theory
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Journal of risk and financial management : JRFM
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Review of quantitative finance and accounting
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
2
Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
Saved in:
3
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
4
Time-dependent relations between gaps and returns in a Bitcoin order book
Mota-Navarro, Roberto
;
Monroy-Castillero, Paulino
; …
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1343-1354
Persistent link: https://www.econbiz.de/10013367903
Saved in:
5
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
6
Improvements in estimating the probability of informed trading models
Cheng, Tsung-Chi
;
Lai, Hung-neng
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 771-796
Persistent link: https://www.econbiz.de/10012500188
Saved in:
7
The information content of high-frequency traders aggressive orders : recent evidence
Saliba, Pamela
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1779-1794
Persistent link: https://www.econbiz.de/10012295637
Saved in:
8
The influence of intraday seasonality on volatility transmission pattern
Alemany, N.
;
Aragó Manzana, Vicent
;
Salvador, E.
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1179-1197
Persistent link: https://www.econbiz.de/10012194754
Saved in:
9
Learning multi-market microstructure from order book data
Ju, Geonhwan
;
Kim, Kyoung-Kuk
;
Lim, Dong-Young
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10012194803
Saved in:
10
Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
Saved in:
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