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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of economic dynamics & control"
~person:"Hautsch, Nikolaus"
~subject:"Share price"
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Hautsch, Nikolaus
Westerhoff, Frank H.
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Journal of financial and quantitative analysis : JFQA
Discussion papers / CEPR
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The market impact of a limit order
Hautsch, Nikolaus
;
Huang, Ruihong
- In:
Journal of economic dynamics & control
36
(
2012
)
4
,
pp. 501-522
Persistent link: https://www.econbiz.de/10009554343
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2
Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model
Hautsch, Nikolaus
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3978-4015
Persistent link: https://www.econbiz.de/10003804813
Saved in:
3
Bayesian learning in financial markets : testing for the relevance of information precision in price discovery
Hautsch, Nikolaus
;
Hess, Dieter
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 189-208
Persistent link: https://www.econbiz.de/10003434628
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