Four essays on the econometric analysis of high-frequency order data
Ruihong Huang. Gutachter: Nikolaus Hautsch; Christian T. Brownlees
| Year of publication: |
2012
|
|---|---|
| Authors: | Huang, Ruihong |
| Other Persons: | Hautsch, Nikolaus (Reviewer) ; Brownlees, Christian (Reviewer) |
| Publisher: |
Berlin : Humboldt Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät |
| Subject: | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Marktliquidität | Market liquidity | Handelsvolumen der Börse | Trading volume | Marktmikrostruktur | Market microstructure | Aktienmarkt | Stock market | Theorie | Theory | Schätzung | Estimation | USA | United States |
freely available
| Extent: | Online-Ressource (XIII, 130 S.) graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature ; Sammlung ; Collection of articles written by one author |
| Language: | English |
| Thesis: | Berlin, Humboldt Universität zu Berlin, Diss., 2012 |
| Notes: | Zsfassung in dt. Sprache Enth. außerdem 4 Sonderabdr. Systemvoraussetzung: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009670513