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~subject:"Marktmikrostruktur"
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Marktmikrostruktur
Börsenkurs
22
Share price
22
USA
19
United States
19
Theorie
16
Theory
16
Wertpapierhandel
8
Handelsvolumen der Börse
7
Liquidity
7
Securities trading
7
Trading volume
7
Börsenhandel
6
Estimation
6
Liquidität
6
Market microstructure
6
Schätzung
6
Stock exchange trading
6
Electronic trading
5
Elektronisches Handelssystem
5
Bid-ask spread
4
Devisenmarkt
4
Economics of information
4
Foreign exchange market
4
Geld-Brief-Spanne
4
High-frequency trading
4
Informationsökonomik
4
Market liquidity
4
Marktliquidität
4
Volatility
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Volatilität
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Welt
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World
4
1994
3
CAPM
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Capital income
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Decomposition method
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Dekompositionsverfahren
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Estimation theory
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Kapitaleinkommen
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English
6
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Hasbrouck, Joel
6
Saar, Gideon
1
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Journal of financial markets
2
Journal of financial and quantitative analysis : JFQA
1
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ECONIS (ZBW)
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1
Stalking the "efficient price" in market microstructure specifications : an overview
Hasbrouck, Joel
- In:
Journal of financial markets
5
(
2002
)
3
,
pp. 329-339
Persistent link: https://www.econbiz.de/10001706053
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2
Liquidity in the futures pits : inferring market dynamics from incomplete data
Hasbrouck, Joel
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 305-326
Persistent link: https://www.econbiz.de/10002103608
Saved in:
3
Empirical market microstructure : the institutions, economics and econometrics of securities trading
Hasbrouck, Joel
-
2007
Persistent link: https://www.econbiz.de/10003274162
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4
Empirical market microstructure : the institutions, economics and econometrics of securities trading
Hasbrouck, Joel
-
2007
1. Introduction. 2. Trading Mechanisms. 3. The Roll Model of Trade Prices. 4. Univariate Time-Series Analysis. 5. Sequential Trade Models. 6. Order Flow And The Probability of Informed Trading. 7. Strategic Trade Models. 8. A Generalized Roll Model. 9. Multivariate Linear Microstructure Models....
Persistent link: https://www.econbiz.de/10012674057
Saved in:
5
Video : Empirical Market Microstructure
Hasbrouck, Joel
-
2012
Persistent link: https://www.econbiz.de/10013100212
Saved in:
6
Low-latency trading
Hasbrouck, Joel
;
Saar, Gideon
- In:
Journal of financial markets
16
(
2013
)
4
,
pp. 646-679
Persistent link: https://www.econbiz.de/10010242215
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