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~subject:"Marktmikrostruktur"
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STATISTICAL CAUSES FOR THE EPP...
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Guhr, Thomas
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International journal of theoretical and applied finance
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Market microstructure and liquidity
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ECONIS (ZBW)
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Statistical causes for the Epps effect in microstructure noise
Münnix, Michael C.
;
Schäfer, Rudi
;
Guhr, Thomas
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10009541998
Saved in:
2
Microscopic understanding of cross-responses between stocks : a two-component price impact model
Wang, Shanshan
;
Guhr, Thomas
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011988895
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3
Microstructures of correlated financial markets
Wang, Shanshan
-
2017
Persistent link: https://www.econbiz.de/10012802611
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