//--> //--> //-->
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
~subject:"Asymmetric information"
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
Stay-Out Adjustments and Multi...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Asymmetric information
Theorie
7
Theory
7
Securities trading
4
Wertpapierhandel
4
Börsenhandel
3
Investment Fund
3
Investmentfonds
3
Liquidity
3
Liquidität
3
Stock exchange trading
3
Time
3
Transaction costs
3
Transaktionskosten
3
USA
3
United States
3
Zeit
3
Anlageverhalten
2
Behavioural finance
2
Bid-ask spread
2
Capital income
2
Financial intermediation
2
Financial market regulation
2
Finanzintermediation
2
Finanzmarktregulierung
2
Geld-Brief-Spanne
2
Kapitaleinkommen
2
Measurement
2
Messung
2
Portfolio selection
2
Portfolio-Management
2
Welt
2
World
2
1990-2002
1
2001-2014
1
Asymmetrische Information
1
Außenhandel
1
Außenwirtschaftspolitik
1
Außenwirtschaftstheorie
1
Bang the close
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Bernhardt, Dan
1
Davies, Ryan J.
1
Spicer, John
1
Published in...
All
The journal of futures markets
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long-term information, short-lived securities
Bernhardt, Dan
;
Davies, Ryan J.
;
Spicer, John
- In:
The journal of futures markets
26
(
2006
)
5
,
pp. 465-502
Persistent link: https://www.econbiz.de/10003309341
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->