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~subject:"Asymmetrische Information"
~subject:"Electronic trading"
~person:"Andersen, Torben"
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Asymmetrische Information
Electronic trading
Market microstructure
10
Marktmikrostruktur
10
Volatility
9
Volatilität
9
Elektronisches Handelssystem
5
Börsenkurs
4
Forecasting model
4
Noise Trading
4
Noise trading
4
Prognoseverfahren
4
Share price
4
Capital income
3
Flash crash
3
Handelsvolumen der Börse
3
Kapitaleinkommen
3
Securities trading
3
Time series analysis
3
Trading volume
3
VPIN
3
Volatility forecasting
3
Wertpapierhandel
3
Zeitreihenanalyse
3
Anlageverhalten
2
Behavioural finance
2
Estimation
2
Estimation theory
2
Financial crisis
2
Finanzkrise
2
Futures
2
High-frequency trading
2
Market microstructure noise
2
Order flow toxicity
2
Order imbalance
2
PIN
2
Schätztheorie
2
Schätzung
2
VIX
2
market microstructure
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2008-2011
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English
5
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Andersen, Torben
Theissen, Erik
16
O'Hara, Maureen
11
Rime, Dagfinn
9
Gyntelberg, Jacob
8
Kyle, Albert S.
8
Loretan, Mico
8
Moinas, Sophie
8
Easley, David
7
Biais, Bruno
6
Cartea, Álvaro
6
Foucault, Thierry
6
Grammig, Joachim
6
Neely, Christopher J.
6
Abergel, Frédéric
5
Bondarenko, Oleg
5
Ibikunle, Gbenga
5
King, Michael R.
5
Lyons, Richard K.
5
Menkhoff, Lukas
5
Menkveld, Albert J.
5
Nyholm, Ken
5
Osler, Carol
5
Rzayev, Khaladdin
5
Schmeling, Maik
5
Takayama, Shino
5
Wee, Marvin
5
Corsi, Fulvio
4
Ersan, Oguz
4
Giot, Pierre
4
Hautsch, Nikolaus
4
Melvin, Michael
4
Napoletano, Mauro
4
Obizhaeva, Anna A.
4
Payne, Richard
4
Peluso, Stefano
4
Penalva, José
4
Pham, Huyên
4
Rindi, Barbara
4
Subhanij, Tientip
4
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Journal of financial markets
2
CEFIR and NES working papers
1
Journal of financial econometrics
1
NES working paper series : working paper
1
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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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