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~person:"Hong, Harrison G."
~person:"Kyle, Albert S."
~person:"Pástor, Ľuboš"
~person:"Stein, Jeremy C."
~subject:"Geld-Brief-Spanne"
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Geld-Brief-Spanne
Handelsvolumen der Börse
34
Trading volume
34
Theorie
17
Theory
17
USA
16
United States
16
Volatility
14
Volatilität
14
Market microstructure
13
Marktmikrostruktur
13
Securities trading
10
Wertpapierhandel
10
Estimation
9
Schätzung
9
Capital income
8
Kapitaleinkommen
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Behavioural finance
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Börsenkurs
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1979-2011
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Aktienmarkt
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Investmentfonds
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Bid-ask spread
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Financial analysis
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Finanzanalyse
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Information dissemination
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Informationsverbreitung
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Transaction costs
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Transaktionskosten
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liquidity
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Electronic trading
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Elektronisches Handelssystem
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Hong, Harrison G.
Kyle, Albert S.
Pástor, Ľuboš
Stein, Jeremy C.
Theissen, Erik
8
Lagos, Ricardo
6
Fleming, Michael J.
5
Obižaeva, Anna
5
Rocheteau, Guillaume
5
Yamada, Masahiro
5
Chung, Kee H.
4
Easley, David
4
Freihube, Thorsten
4
O'Hara, Maureen
4
Ryu, Doojin
4
Verousis, Thanos
4
Abudy, Menachem
3
Anderson, Hamish D.
3
Biais, Bruno
3
Brooks, Raymond M.
3
Chakravarty, Sugato
3
Chordia, Tarun
3
Declerck, Fany
3
Foucault, Thierry
3
Frino, Alex
3
Kozhan, Roman
3
Köksal, Bülent
3
Lepone, Andrew
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Marshall, Ben R.
3
Moinas, Sophie
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Norden, Lars L.
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Pham, Thu Phuong
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Sarkar, Asani
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Subrahmanyam, Avanidhar
3
Tham, Wing Wah
3
Upper, Christian
3
Westerholm, P. Joakim
3
Wu, Chunchi
3
Ahn, Hee-joon
2
Alkebäck, Per
2
Ap Gwilym, Owain
2
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2
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NES working paper series : working paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of financial markets
1
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ECONIS (ZBW)
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1
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
-
2020
Persistent link: https://www.econbiz.de/10012494216
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3
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:
4
Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obižaeva, Anna
;
Tuzun, Tugkan
- In:
Journal of financial markets
49
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013531193
Saved in:
5
Market microstructure invariance : empirical hypotheses
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1345-1404
Persistent link: https://www.econbiz.de/10011611092
Saved in:
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