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Market Microstructure Theory
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Theory
Theorie
74
USA
58
United States
57
Wertpapierhandel
43
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41
Market microstructure
39
Börsenkurs
37
Marktmikrostruktur
37
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37
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20
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19
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19
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19
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18
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18
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18
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18
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15
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15
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14
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14
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14
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14
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13
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13
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13
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73
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O'Hara, Maureen
52
Easley, David
28
Stoll, Hans R.
21
Bloomfield, Robert
7
Whaley, Robert E.
6
Saar, Gideon
5
Kiefer, Nicholas M.
4
Yang, Liyan
4
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2
Huang, Roger D.
2
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2
Macey, Jonathan R.
2
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2
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1
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1
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1
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13
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8
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4
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3
Monograph series in finance and economics
3
Financial markets and asset pricing
2
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ECONIS (ZBW)
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Papers and proceedings : Fifty-ninth annual meeting, New York, New York January 4-6, 1999 // American Finance Association. Hans R. Stoll, selection ed.
Stoll, Hans R.
(
contributor
)
-
American Finance Association
-
1999
Persistent link: https://www.econbiz.de/10001395744
Saved in:
2
The components of the bid-ask spread : a general approach
Huang, Roger D.
- In:
The review of financial studies
10
(
1997
)
4
,
pp. 995-1034
Persistent link: https://www.econbiz.de/10001229608
Saved in:
3
Market microstructure and stock return predictions
Huang, Roger D.
- In:
The review of financial studies
7
(
1994
)
1
,
pp. 179-213
Persistent link: https://www.econbiz.de/10001230530
Saved in:
4
New option instruments : arbitrageable linkages and valuation
Stoll, Hans R.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 25-62
Persistent link: https://www.econbiz.de/10001339372
Saved in:
5
Regulatory capital of financial institutions : a comparative analysis
Ball, Clifford A.
- In:
Financial markets, institutions & instruments
7
(
1998
)
3
Persistent link: https://www.econbiz.de/10001246850
Saved in:
6
Principles of trading market structure
Stoll, Hans R.
- In:
Journal of financial services research : JFSR
6
(
1992
)
1
,
pp. 75-106
Persistent link: https://www.econbiz.de/10001125975
Saved in:
7
Inferring the components of the bid-ask spread : theory and empirical tests
Stoll, Hans R.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
1
,
pp. 115-134
Persistent link: https://www.econbiz.de/10001063249
Saved in:
8
The law of one price in international commodity markets : a reformulation and some formal tests
Protopapadakis, Aris A.
- In:
Journal of international money and finance
5
(
1986
)
3
,
pp. 335-360
Persistent link: https://www.econbiz.de/10001043800
Saved in:
9
The relationship between put and call option prices
Stoll, Hans R.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 35-61)
.
1999
Persistent link: https://www.econbiz.de/10001772447
Saved in:
10
Market microstructure
Stoll, Hans R.
-
2003
Persistent link: https://www.econbiz.de/10001832864
Saved in:
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