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~subject:"Volatilität"
~isPartOf:"NES working paper series : working paper"
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Search: subject:"Mikrostrukturanalyse"
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Volatilität
Market microstructure
9
Marktmikrostruktur
9
Theorie
7
Theory
7
invariance
7
Bid-ask spread
6
Geld-Brief-Spanne
6
liquidity
6
market microstructure
6
Financial market
5
Finanzmarkt
5
Handelsvolumen der Börse
5
Trading volume
5
Volatility
5
Börsenkurs
4
Liquidity
4
Liquidität
4
Securities trading
4
Share price
4
Transaction costs
4
Transaktionskosten
4
Wertpapierhandel
4
volatility
4
Aktienmarkt
3
Stock market
3
bid-ask spread
3
Efficient market hypothesis
2
Effizienzmarkthypothese
2
dimensional analysis
2
market efficiency
2
market impact
2
price impact
2
trans-action costs
2
volume
2
Adverse Selektion
1
Adverse selection
1
Anlageverhalten
1
Anleihe
1
Asset Pricing
1
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English
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Obižaeva, Anna
5
Bondarenko, Oleg
3
Kyle, Albert S.
3
Andersen, Torben
1
Bae, Kyoung-hun
1
Lee, Eun Jung
1
Wang, Yajun
1
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NES working paper series : working paper
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
Journal of financial markets
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
Econometric reviews
5
Journal of financial and quantitative analysis : JFQA
5
Journal of international money and finance
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
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
3
Cambridge-INET working papers
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / Tinbergen Institute
3
Econometrics : open access journal
3
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ECONIS (ZBW)
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Market microstructure invariance: a dynamic equilibrium model
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494205
Saved in:
2
The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
Saved in:
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
Invariance in buy-sell switching points
Bae, Kyoung-hun
;
Bondarenko, Oleg
;
Lee, Eun Jung
; …
-
2020
Persistent link: https://www.econbiz.de/10012494223
Saved in:
5
Industrial organization, order Internalization, and invariance
Bondarenko, Oleg
;
Obižaeva, Anna
;
Wang, Yajun
-
2020
Persistent link: https://www.econbiz.de/10012494238
Saved in:
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