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~isPartOf:"Working paper"
~subject:"Geld-Brief-Spanne"
~type_genre:"Government document"
~type_genre:"Non-commercial literature"
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Geld-Brief-Spanne
Bid-ask spread
8
Estimation
6
Schätzung
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5
Börsenkurs
4
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1989-1996
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Method of moments
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Momentenmethode
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Schätztheorie
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Signalling
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asymmetric delay
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bid-ask spread
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Nyholm, Ken
4
Tanggaard, Carsten
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Baldauf, Markus
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Dueker, Michael
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Miller, Thomas W.
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1
High-frequency trading and market performance
Baldauf, Markus
;
Mollner, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012161455
Saved in:
2
Directly measuring early exercise premiums using American and European S&P 500 index options
Dueker, Michael
(
contributor
);
Miller, Thomas W.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974075
Saved in:
3
Changes in the bid-ask components around earnings announcements : evidence from the Copenhagen Stock Exchange
Voetman, Torben
-
2000
Persistent link: https://www.econbiz.de/10001511820
Saved in:
4
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
-
2003
Persistent link: https://www.econbiz.de/10001803999
Saved in:
5
Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken
-
1999
Persistent link: https://www.econbiz.de/10001373089
Saved in:
6
Introduction to the thesis: Essays on empirical market microstructure
Nyholm, Ken
-
1999
Persistent link: https://www.econbiz.de/10001373124
Saved in:
7
Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken
-
1998
Persistent link: https://www.econbiz.de/10001373117
Saved in:
8
Bid-ask classification by switching regressions
Nyholm, Ken
;
Tanggaard, Carsten
-
1997
Persistent link: https://www.econbiz.de/10000980185
Saved in:
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