//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Price discovery of a speculati...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
26
Theory
26
Estimation
21
Forecasting model
21
Prognoseverfahren
21
Schätzung
21
USA
18
United States
18
Time series analysis
16
Zeitreihenanalyse
16
Volatility
12
Börsenkurs
11
Share price
11
Volatilität
11
Estimation theory
9
Schätztheorie
9
Regression analysis
8
Regressionsanalyse
8
Statistical test
7
Statistischer Test
7
Anlageverhalten
6
Behavioural finance
6
Capital income
6
Capital market returns
6
Factor analysis
6
Faktorenanalyse
6
Kapitaleinkommen
6
Kapitalmarktrendite
6
Public bond
6
Risikoprämie
6
Risk
6
Risk premium
6
Öffentliche Anleihe
6
ARCH model
5
ARCH-Modell
5
Artificial intelligence
5
Government securities
5
Künstliche Intelligenz
5
Risiko
5
Staatspapier
5
more ...
less ...
Online availability
All
Undetermined
Free
289
CC license
1
Type of publication
All
Article
133
Book / Working Paper
34
Type of publication (narrower categories)
All
Article in journal
52
Aufsatz in Zeitschrift
52
Arbeitspapier
20
Working Paper
20
Graue Literatur
19
Non-commercial literature
19
Aufsatz im Buch
2
Book section
2
Aufsatzsammlung
1
Interview
1
research-article
1
more ...
less ...
Language
All
English
84
Undetermined
83
Author
All
Ghysels, Eric
144
Andreou, Elena
15
Nguyen, Giang
11
Babii, Andrii
8
Nguyen, Giang H.
8
Chabot, Benjamin
7
Jagannathan, Ravi
7
Gagliardini, Patrick
6
Rubin, Mirco
6
Valkanov, Rossen
6
Fleming, Michael J.
5
Hall, Alastair
5
Marcellino, Massimiliano
5
Striaukas, Jonas
5
Ball, Ryan T.
4
Chernov, Mikhail
4
Hill, Jonathan B.
4
Idier, Julien
4
Jasiak, Joanna
4
Motegi, Kaiji
4
Santa-Clara, Pedro
4
Ball, Ryan
3
Chen, Xilong
3
Cornaggia, Kimberly J.
3
Engle, Robert F.
3
Guérin, Pierre
3
Hund, John
3
Kourtellos, Andros
3
Manganelli, Simone
3
Miller, J. Isaac
3
Raymond, Steve
3
Renault, Eric
3
Sinko, Arthur
3
Vergote, Olivier
3
Wang, Fangfang
3
Alessi, Lucia
2
Anderson, Evan W.
2
Broadie, Mark
2
Brownlees, Christian
2
Campbell, Bryan
2
more ...
less ...
Institution
All
C.E.P.R. Discussion Papers
8
National Bureau of Economic Research (NBER)
5
Published in...
All
Journal of Econometrics
23
Discussion paper / Centre for Economic Policy Research
12
Journal of econometrics
9
CEPR Discussion Papers
8
Journal of Business & Economic Statistics
7
Journal of Financial Econometrics
6
Journal of Empirical Finance
5
Journal of financial econometrics
5
NBER Working Papers
5
Discussion papers / CEPR
4
Journal of banking & finance
4
The review of financial studies
4
Journal of Financial Economics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Studies in Nonlinear Dynamics & Econometrics
3
The Review of Economics and Statistics
3
Annales d'Economie et de Statistique
2
Econometric Reviews
2
Econometric theory
2
International Economic Review
2
International review of financial analysis
2
Journal of Economic Dynamics and Control
2
Journal of International Money and Finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
Journal of financial markets
2
Journal of time series econometrics
2
Research paper series / Swiss Finance Institute
2
Review of Financial Studies
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of corporate finance : contracting, governance and organization
2
Working paper / National Bureau of Economic Research, Inc.
2
Canadian Journal of Economics
1
Canadian Public Policy
1
Econometric analysis of financial and economic time series
1
Econometrica
1
Economic change & restructuring
1
Essays in honor of Peter C.B. Phillips
1
European Economic Review
1
Handbook of Economic Forecasting
1
more ...
less ...
Source
All
RePEc
82
ECONIS (ZBW)
80
OLC EcoSci
2
Other ZBW resources
2
BASE
1
Showing
1
-
10
of
167
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Liquidity and volatility in the US treasury market
Nguyen, Giang H.
;
Engle, Robert F.
;
Fleming, Michael J.
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 207-229
Persistent link: https://www.econbiz.de/10012482750
Saved in:
2
The microstructure of a U.S. Treasury ECN : the BrokerTec platform
Fleming, Michael J.
;
Mizrach, Bruce Marshall
;
Nguyen, …
- In:
Journal of financial markets
40
(
2018
),
pp. 2-22
Persistent link: https://www.econbiz.de/10012001820
Saved in:
3
Price and size discovery in financial markets : evidence from the U.S. Treasury securities market
Fleming, Michael J.
;
Nguyen, Giang H.
- In:
Review of asset pricing studies : RAPS
9
(
2019
)
2
,
pp. 256-295
Persistent link: https://www.econbiz.de/10012163321
Saved in:
4
The price of safety : the evolution of municipal bond insurance value
Cornaggia, Kimberly J.
;
Hund, John
;
Nguyen, Giang H.
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2330-2354
Persistent link: https://www.econbiz.de/10014520000
Saved in:
5
How do Treasury dealers manage their positions?
Fleming, Michael J.
;
Nguyen, Giang H.
;
Rosenberg, Joshua V.
- In:
Journal of financial economics
158
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10015072537
Saved in:
6
Opioid crisis effects on municipal finance
Cornaggia, Kimberly J.
;
Hund, John
;
Nguyen, Giang H.
; …
- In:
The review of financial studies
35
(
2022
)
4
,
pp. 2019-2066
Persistent link: https://www.econbiz.de/10013188946
Saved in:
7
Investor attention and municipal bond returns
Cornaggia, Kimberly J.
;
Hund, John
;
Nguyen, Giang H.
- In:
Journal of financial markets
60
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013397848
Saved in:
8
Tick size, competition for liquidity provision, and price discovery : evidence from the u.s. treasury market
Fleming, Michael J.
;
Nguyen, Giang H.
;
Ruela, Francisco
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 332-354
Persistent link: https://www.econbiz.de/10014470002
Saved in:
9
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
10
Macroeconomics and the reality of mixed frequency data
Ghysels, Eric
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 294-314
Persistent link: https://www.econbiz.de/10011704951
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->