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Search: subject_exact:"Marktmikrostruktur"
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Volatility
Marktmikrostruktur
3,028
Market microstructure
3,003
Theorie
1,255
Theory
1,244
Börsenkurs
924
Share price
921
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877
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870
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585
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444
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441
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422
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421
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375
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372
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366
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331
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327
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315
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271
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22
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15
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14
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12
Li, Yingying
12
Bollerslev, Tim
11
Andersen, Torben
9
Obižaeva, Anna
9
Rime, Dagfinn
9
Hounyo, Ulrich
8
Meddahi, Nour
8
Aït-Sahalia, Yacine
7
Bibinger, Markus
7
Bondarenko, Oleg
7
Dijk, Dick van
7
Liu, Zhi
7
Nolte, Ingmar
7
Veredas, David
7
Zhang, Lan
7
Cartea, Álvaro
6
Diebold, Francis X.
6
Gonçalves, Sílvia
6
Grammig, Joachim
6
Horst, Ulrich
6
Härdle, Wolfgang
6
Podolskij, Mark
6
Solheim, Haakon
6
Ait-Sahalia, Yacine
5
Evans, Martin D. D.
5
Hess, Dieter
5
Li, Z. Merrick
5
Lux, Thomas
5
Martens, Martin
5
Russell, Jeffrey R.
5
Winkelmann, Lars
5
Zheng, Xinghua
5
Bandi, Federico M.
4
Bjønnes, Geir H.
4
Chen, Jing
4
Christensen, Kim
4
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3
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2
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1
Nationalekonomiska Institutionen <Göteborg>
1
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1
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Journal of econometrics
41
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13
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11
International review of financial analysis
10
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10
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9
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8
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8
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8
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8
Research in international business and finance
7
SFB 649 discussion paper
7
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6
International journal of finance & economics : IJFE
6
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6
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6
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6
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6
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5
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5
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5
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5
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5
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5
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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
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
3
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3
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3
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3
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3
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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ECONIS (ZBW)
583
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551
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551
Stock market closure and intraday stock index futures market volatility : 'contagion', bid-ask bias or both?
Fong, Kingsley
;
Frino, Alex
- In:
Pacific-Basin finance journal
9
(
2001
)
3
,
pp. 219-232
Persistent link: https://www.econbiz.de/10001585394
Saved in:
552
"Teenies" anyone?
Ronen, Tavy
;
Weaver, Daniel G.
- In:
Journal of financial markets
4
(
2001
)
3
,
pp. 231-260
Persistent link: https://www.econbiz.de/10001587944
Saved in:
553
Trading volume and information revelation in stock markets
Suominen, Matti
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
4
,
pp. 545-565
Persistent link: https://www.econbiz.de/10001651575
Saved in:
554
Volatility and market structure
Kavajecz, Kenneth A.
;
Odders-White, Elizabeth R.
- In:
Journal of financial markets
4
(
2001
)
4
,
pp. 359-384
Persistent link: https://www.econbiz.de/10001604104
Saved in:
555
Financial price fluctuations in a stock market model with many interacting agents
Horst, Ulrich
-
2001
Persistent link: https://www.econbiz.de/10001609562
Saved in:
556
Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian
-
2001
Persistent link: https://www.econbiz.de/10001626608
Saved in:
557
Exchange rates and firms' liquidity : evidence from ADRs
Huang, Roger D.
;
Stoll, Hans R.
- In:
Journal of international money and finance
20
(
2001
)
3
,
pp. 297-325
Persistent link: https://www.econbiz.de/10001580060
Saved in:
558
Can strategic market making explain asset pricing? : A microstructure analysis of the treasury bond market
Massa, Massimo
;
Simonov, Andrei
-
2000
Persistent link: https://www.econbiz.de/10001508934
Saved in:
559
Volatilität von Wechselkursen im Licht der Mikrostrukturforschung
Königsmarck, Imke von
-
2000
Persistent link: https://www.econbiz.de/10001511095
Saved in:
560
Exchange rate volatility's dependence on different degrees of competition under different learning rules : a market microstructure approach
Wuthe, Norbert
-
2000
Persistent link: https://www.econbiz.de/10001480473
Saved in:
561
The impact of the introduction of index futures contracts on the price volatility in the underlying stock market
Hsu, Philip
-
2000
Persistent link: https://www.econbiz.de/10001552786
Saved in:
562
Volatility clustering in financial markets : a microsimulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10001526862
Saved in:
563
Overnight information and intraday trading behavior : evidence from NYSE cross-listed stocks and their local market information
Chan, Kalok
;
Chockalingam, Mark
;
Lai, Kent W.L.
- In:
Journal of multinational financial management
10
(
2000
)
3/4
,
pp. 495-509
Persistent link: https://www.econbiz.de/10001532730
Saved in:
564
Speculative behavior in the foreign exchange market
Westerhoff, Frank H.
-
1999
Persistent link: https://www.econbiz.de/10001372501
Saved in:
565
Modeling the interdependence of volatility and inter-transaction duration processes
Grammig, Joachim
;
Wellner, Marc
-
1999
Persistent link: https://www.econbiz.de/10001377693
Saved in:
566
Exchange rate volatility : the impact of learning behaviour and the institutional framework ; a market microstructure approach
Wuthe, Norbert
-
1999
Persistent link: https://www.econbiz.de/10001448746
Saved in:
567
Was leisten die Kursmakler? : Eine empirische Untersuchung am Beispiel der Frankfurter Wertpapierbörse
Freihube, Thorsten
(
contributor
)
- In:
Kredit und Kapital
32
(
1999
)
3
,
pp. 426-460
Persistent link: https://www.econbiz.de/10001424664
Saved in:
568
Ergodic fluctuations in a stock market model with interacting agents
Horst, Ulrich
-
1999
Persistent link: https://www.econbiz.de/10001470275
Saved in:
569
Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment
Anderson, Torben G.
;
Bollerslev, Tim
;
Das, Ashish
-
1998
Persistent link: https://www.econbiz.de/10000673940
Saved in:
570
Volatility clustering in financial markets : a micro-simulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
-
1998
Persistent link: https://www.econbiz.de/10001372570
Saved in:
571
Trading structure and overnight information : a natural experiment from the Tel-Aviv Stock Exchange
Ronen, Tavy
- In:
Journal of banking & finance
22
(
1998
)
5
,
pp. 489-512
Persistent link: https://www.econbiz.de/10001243312
Saved in:
572
Was leisten die Kursmakler? : e. empirische Untersuchung am Beispiel d. Frankfurter Wertpapierbörse
Freihube, Thorsten
;
Kehr, Carl-Heinrich
;
Krahnen, Jan Pieter
-
1998
Persistent link: https://www.econbiz.de/10013453313
Saved in:
573
Individual share futures contracts : the economic impact of their introduction on the underlying equity market
Peat, Maurice
;
MacCorry, Michael S.
-
1997
Persistent link: https://www.econbiz.de/10000985462
Saved in:
574
Volatility, information, and double versus walrasian auction pricing in US and Japanese futures markets
Dhillon, Upinder S.
- In:
Journal of banking & finance
21
(
1997
)
7
,
pp. 1045-1061
Persistent link: https://www.econbiz.de/10001226785
Saved in:
575
Why do security prices change? : A transaction-level analysis of NYSE stocks
Madhavan, Ananth Narayan
- In:
The review of financial studies
10
(
1997
)
4
,
pp. 1035-1064
Persistent link: https://www.econbiz.de/10001229607
Saved in:
576
Volatility in the Nikkei index options and futures markets : an examination of the intra-day relationship
Raj, Mahendra
- In:
Journal of business and economic perspectives
23
(
1997
)
1
,
pp. 12-17
Persistent link: https://www.econbiz.de/10001229649
Saved in:
577
An alternative specification for intraday simultaneity in spot and futures markets
Mercer, Jeffrey M.
- In:
The quarterly review of economics and finance : journal …
37
(
1997
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10001230617
Saved in:
578
Intraday futures volatility and theories of market behavior
Daigler, Robert T.
- In:
The journal of futures markets
17
(
1997
)
1
,
pp. 45-74
Persistent link: https://www.econbiz.de/10001216344
Saved in:
579
A comparative study on interday market volatility and intraday price transmission of Nikkei/JGB futures markets between Japan and Singapore
Gang, Shyy
;
Shen, Chung-hua
- In:
Review of quantitative finance and accounting
9
(
1997
)
2
,
pp. 147-163
Persistent link: https://www.econbiz.de/10001590899
Saved in:
580
Trading activity, quoted liquidity, and stock volatility
Jiang, Li
;
Kryzanowski, Lawrence
- In:
Multinational finance journal : MF ; quarterly …
1
(
1997
)
3
,
pp. 199-227
Persistent link: https://www.econbiz.de/10001436147
Saved in:
581
An empirical analysis of exchange rates using high-frequency data
Payne, Richard
-
1997
Persistent link: https://www.econbiz.de/10001436960
Saved in:
582
Volatility clustering in financial markets : a micro-simulation of interactive agents
Lux, Thomas
-
1997
Persistent link: https://www.econbiz.de/10013399182
Saved in:
583
Market microstructure empirical regularities : behavior of the bid-ask spread and closing prices
Branch, Ben Shirley
- In:
The financial review : the official publication of the …
30
(
1995
)
3
,
pp. 541-565
Persistent link: https://www.econbiz.de/10001190095
Saved in:
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