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~subject:"Volatilität"
~isPartOf:"Journal of financial markets"
~isPartOf:"Econometric reviews"
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Search: subject:"Mikrostrukturanalyse"
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Volatilität
Market microstructure
94
Marktmikrostruktur
94
Securities trading
34
Wertpapierhandel
34
Theorie
32
Theory
32
Börsenkurs
22
Share price
22
Bid-ask spread
21
Geld-Brief-Spanne
21
USA
17
United States
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Liquidity
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Volatility
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Asymmetric information
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Handelsvolumen der Börse
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Trading volume
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Liquidität
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Market liquidity
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Elektronisches Handelssystem
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Devisenmarkt
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Financial market
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13
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Andersen, Torben
2
Bondarenko, Oleg
2
Easley, David
2
O'Hara, Maureen
2
Brownlees, Christian
1
Cartea, Álvaro
1
Dijk, Dick van
1
Ghysels, Eric
1
Huang, Hong-Gia
1
Kapetanios, George
1
Karyampas, Dimitrios
1
Kavajecz, Kenneth A.
1
Konstantinidi, Eirini
1
Kyle, Albert S.
1
López de Prado, Marcos M.
1
Neumann, Michael
1
Nualart, Eulalia
1
Obižaeva, Anna
1
Odders-White, Elizabeth R.
1
Ozturk, Sait R.
1
Prado, Marcos M. López de
1
Ronen, Tavy
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Sinko, Arthur
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Skiadopoulos, George
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Sun, Yucheng
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Tsai, Wei-Che
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Tuzun, Tugkan
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Valkanov, Rossen I.
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Wang, Jying-Nan
1
Weaver, Daniel G.
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Wel, Michel van der
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Weng, Pei-Shih
1
Wu, Ming-Hung
1
Yeh, Jin-huei
1
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Journal of financial markets
Econometric reviews
Journal of econometrics
41
Journal of banking & finance
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
International review of financial analysis
10
Quantitative finance
10
Journal of empirical finance
9
Finance research letters
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of financial economics
8
Research in international business and finance
7
SFB 649 discussion paper
7
Economic modelling
6
International journal of finance & economics : IJFE
6
Journal of international financial markets, institutions & money
6
Pacific-Basin finance journal
6
The European journal of finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
CEFIR and NES working papers
5
CFS working paper series
5
Cambridge working papers in economics
5
Journal of financial and quantitative analysis : JFQA
5
Journal of international money and finance
5
NES working paper series : working paper
5
CESifo working papers
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Finance and stochastics
4
International review of economics & finance : IREF
4
Journal of financial econometrics
4
Market microstructure and liquidity
4
Research paper series / Swiss Finance Institute
4
SFB 649 Discussion Paper
4
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
3
CFS Working Paper
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Cambridge-INET working papers
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
13
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1
Volatility of order imbalance of institutional traders and expected asset returns : evidence from Taiwan
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Wu, …
- In:
Journal of financial markets
52
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013266271
Saved in:
2
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
3
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:
4
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
5
Jumps in option prices and their determinants : real-time evidence from the E-mini S&P 500 options market
Kapetanios, George
;
Konstantinidi, Eirini
;
Neumann, Michael
- In:
Journal of financial markets
46
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012317888
Saved in:
6
Intraday price discovery in fragmented markets
Ozturk, Sait R.
;
Wel, Michel van der
;
Dijk, Dick van
- In:
Journal of financial markets
32
(
2017
),
pp. 28-48
Persistent link: https://www.econbiz.de/10011814977
Saved in:
7
The relationship between the volatility of returns and the number of jumps in financial markets
Cartea, Álvaro
;
Karyampas, Dimitrios
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 929-950
Persistent link: https://www.econbiz.de/10011590735
Saved in:
8
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:
9
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:
10
Estimation of long memory in integrated variance
Rossi, Eduardo
;
Santucci de Magistris, Paolo
- In:
Econometric reviews
33
(
2014
)
7
,
pp. 785-814
Persistent link: https://www.econbiz.de/10010363876
Saved in:
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