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~person:"Andersen, Torben"
~subject:"Asymmetrische Information"
~subject:"Börsenkurs"
~subject:"Electronic trading"
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Asymmetrische Information
Börsenkurs
Electronic trading
Market microstructure
10
Marktmikrostruktur
10
Volatility
9
Volatilität
9
Elektronisches Handelssystem
5
Forecasting model
4
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Noise trading
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Share price
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Handelsvolumen der Börse
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VPIN
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PIN
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market microstructure
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2008-2011
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Andersen, Torben
Hautsch, Nikolaus
22
Theissen, Erik
21
Grammig, Joachim
12
Kyle, Albert S.
12
Horst, Ulrich
11
O'Hara, Maureen
11
Stoll, Hans R.
10
Cont, Rama
9
Foucault, Thierry
9
Lillo, Fabrizio
9
Rime, Dagfinn
9
Gyntelberg, Jacob
8
Hess, Dieter
8
Hung, Pi-Hsia
8
Loretan, Mico
8
Lux, Thomas
8
Moinas, Sophie
8
Neely, Christopher J.
8
Obižaeva, Anna
8
Biais, Bruno
7
Bouchaud, Jean-Philippe
7
Cartea, Álvaro
7
Easley, David
7
Frino, Alex
7
Gerhard, Frank
7
Ibikunle, Gbenga
7
Large, Jeremy
7
Menkveld, Albert J.
7
Veredas, David
7
Abergel, Frédéric
6
Bondarenko, Oleg
6
Frijns, Bart
6
Giot, Pierre
6
Lien, Da-hsiang Donald
6
Mizrach, Bruce Marshall
6
Nolte, Ingmar
6
Podolskij, Mark
6
Tourani Rad, Alireza
6
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Journal of financial markets
2
CEFIR and NES working papers
1
Journal of econometrics
1
Journal of financial econometrics
1
NES working paper series : working paper
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ECONIS (ZBW)
6
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1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Intraday trading invariancein the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012494219
Saved in:
3
A descriptive study of high-frequency trade and quote option data
Andersen, Torben
;
Archakov, Ilya
;
Grund, Leon
;
Hautsch, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 128-177
Persistent link: https://www.econbiz.de/10012504324
Saved in:
4
Intraday trading invariance in the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2016
Persistent link: https://www.econbiz.de/10011633490
Saved in:
5
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
6
VPIN and the flash crash
Andersen, Torben
;
Bondarenko, Oleg
;
O'Hara, Maureen
- In:
Journal of financial markets
17
(
2014
),
pp. 1-46
Persistent link: https://www.econbiz.de/10010436257
Saved in:
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