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~person:"Subrahmanyam, Avanidhar"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Search: subject_exact:"Marktmikrostrukturtheorie"
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Market microstructure
7
Marktmikrostruktur
7
Theorie
4
Theory
4
Aktienmarkt
2
Capital income
2
Efficient market hypothesis
2
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Subrahmanyam, Avanidhar
O'Hara, Maureen
22
Frino, Alex
14
Easley, David
13
Chung, Kee H.
10
Gradojevic, Nikola
10
Mykland, Per A.
10
Ryu, Doojin
10
Theissen, Erik
10
Hung, Pi-Hsia
9
Grammig, Joachim
8
Hautsch, Nikolaus
8
Li, Yingying
8
Menkhoff, Lukas
8
Nolte, Ingmar
8
Rime, Dagfinn
8
Sensoy, Ahmet
8
Taylor, Mark P.
8
Van Ness, Robert A.
8
Andersen, Torben
7
Ap Gwilym, Owain
7
Aït-Sahalia, Yacine
7
Kyle, Albert S.
7
Lepone, Andrew
7
Lien, Da-hsiang Donald
7
Liu, Zhi
7
Lyons, Richard K.
7
Marsh, Ian
7
Pagano, Michael S.
7
Reitz, Stefan
7
Schwartz, Robert A.
7
Yamamoto, Ryuichi
7
Zhang, Lan
7
Abergel, Frédéric
6
Bernhardt, Dan
6
Bollerslev, Tim
6
Bouchaud, Jean-Philippe
6
Frijns, Bart
6
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Journal of financial economics
3
Journal of financial and quantitative analysis : JFQA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Pacific-Basin finance journal
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
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ECONIS (ZBW)
7
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1
Order flow volatility and equity costs of capital
Chordia, Tarun
;
Hu, Jianfeng
;
Subrahmanyam, Avanidhar
; …
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1520-1551
Persistent link: https://www.econbiz.de/10012022640
Saved in:
2
The implications of liquidity and order flows for neoclassical finance
Subrahmanyam, Avanidhar
- In:
Pacific-Basin finance journal
17
(
2009
)
5
,
pp. 527-532
Persistent link: https://www.econbiz.de/10003895329
Saved in:
3
Liquidity, return and order-flow linkages between REITs and the stock market
Subrahmanyam, Avanidhar
- In:
Real estate economics : journal of the American Real …
35
(
2007
)
3
,
pp. 383-408
Persistent link: https://www.econbiz.de/10003559674
Saved in:
4
Order imbalance and individual stock returns : theory and evidence
Chordia, Tarun
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
72
(
2004
)
3
,
pp. 485-518
Persistent link: https://www.econbiz.de/10002089409
Saved in:
5
Order imbalances and market efficiency : evidence from the Taiwan stock exchange
Lee, Yi-tsung
;
Liu, Yu-jane
;
Roll, Richard
; …
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 327-341
Persistent link: https://www.econbiz.de/10002103632
Saved in:
6
Commonality in liquidity
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
56
(
2000
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10001468725
Saved in:
7
Market microstructure and asset pricing : on the compensation for illiquidity in stock returns
Brennan, Michael J.
- In:
Journal of financial economics
41
(
1996
)
3
,
pp. 441-464
Persistent link: https://www.econbiz.de/10001200400
Saved in:
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