What a difference a day makes : on the common market microstructure of trading days
Frank Gerhard, Dieter Hess, Winfried Pohlmeier
| Year of publication: |
1998
|
|---|---|
| Authors: | Gerhard, Frank ; Hess, Dieter ; Pohlmeier, Winfried |
| Publisher: |
Konstanz : Univ., Center of Finance and Econometrics |
| Subject: | Börsenkurs | Share price | Zinsderivat | Interest rate derivative | Marktmikrostruktur | Market microstructure | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Deutschland | Germany |
| Description of contents: | Table of Contents [gbv.de] |
freely available
| Extent: | 44 S Abb., Tab. a |
|---|---|
| Series: | Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz. - Konstanz, ZDB-ID 2172014-9. - Vol. 98/01 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 30 - 33 |
| Classification: | C22 - Time-Series Models ; C25 - Discrete Regression and Qualitative Choice Models ; G14 - Information and Market Efficiency; Event Studies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001378683