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Nachfrage-Restriktionen des individuellen Arbeitsangebots : eine mikroökonometrische Analyse für die USA und Deutschland

Grammig, Joachim - 1996

Persistent link: https://www.econbiz.de/10013361036

Splitting orders in overlapping markets : a study of cross-listed stocks

Menkveld, Albert J. - In: Journal of financial intermediation 17 (2008) 2, pp. 145-174

Persistent link: https://www.econbiz.de/10003756030

Tackling boundary effects in nonparametric estimation of intra-day liquidity measures

Grammig, Joachim; Hujer, Reinhard; Kokot, Stefan - 2001

Persistent link: https://www.econbiz.de/10010316239

Bias-free nonparametric estimation of intra-day trade activity measures

Grammig, Joachim; Hujer, Reinhard; Kokot, Stefan - 2000

Persistent link: https://www.econbiz.de/10010316265

Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects

Grammig, Joachim; Melvin, Michael; Schlag, Christian - 2001

We analyze exchange rates along with equity quotes for 3 German firms from New York (NYSE) and Frankfurt (XETRA) during overlapping trading hours to see where price discovery occurs and how stock prices adjust to an exchange rate shock. Findings include: (a) the exchange rate is exogenous with...

Persistent link: https://www.econbiz.de/10010316285