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person:"Otsubo, Yoichi"
~accessRights:"free"
~person:"Obižaeva, Anna"
~source:"econis"
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Search: subject_exact:"Market microstructure"
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Market microstructure
9
Marktmikrostruktur
9
Theorie
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Theory
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invariance
7
Bid-ask spread
6
Geld-Brief-Spanne
6
liquidity
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market microstructure
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Handelsvolumen der Börse
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Börsenkurs
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Liquidity
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Liquidität
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Securities trading
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volatility
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bid-ask spread
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Efficient market hypothesis
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dimensional analysis
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market efficiency
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market impact
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price impact
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trans-action costs
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Adverse Selektion
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Adverse selection
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Anlageverhalten
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Otsubo, Yoichi
Obižaeva, Anna
Rime, Dagfinn
28
Kyle, Albert S.
27
Hautsch, Nikolaus
22
Obizhaeva, Anna A.
21
Evans, Martin D. D.
15
Mykland, Per A.
13
Ait-Sahalia, Yacine
11
Li, Z. Merrick
11
Theissen, Erik
10
Evans, Martin D.D.
9
Horst, Ulrich
9
Loretan, Mico
9
Menkveld, Albert J.
9
Podolskij, Mark
9
Cont, Rama
8
Fleming, Michael J.
8
Grammig, Joachim
8
Linton, Oliver
8
Lyons, Richard K.
8
Frino, Alex
7
Linton, Oliver B.
7
Zhang, Lan
7
Cerrato, Mario
6
Cheung, Yin-Wong
6
Gyntelberg, Jacob
6
Menkhoff, Lukas
6
Neely, Christopher J.
6
Nolte, Ingmar
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Reitz, Stefan
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Watanabe, Toshiaki
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Zhang, Zhekai
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Baldauf, Markus
5
Biais, Bruno
5
Bjønnes, Geir H.
5
Bollerslev, Tim
5
Bondarenko, Oleg
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Burnside, Craig
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Cucuringu, Mihai
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Dijk, Dick van
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ECONIS (ZBW)
RePEc
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EconStor
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1
Adverse selection and liquidity: from theory to practice
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494209
Saved in:
2
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494212
Saved in:
3
Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494216
Saved in:
4
Intraday trading invariancein the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012494219
Saved in:
5
Invariance in buy-sell switching points
Bae, Kyoung-hun
;
Bondarenko, Oleg
;
Lee, Eun Jung
; …
-
2020
Persistent link: https://www.econbiz.de/10012494223
Saved in:
6
Industrial organization, order Internalization, and invariance
Bondarenko, Oleg
;
Obižaeva, Anna
;
Wang, Yajun
-
2020
Persistent link: https://www.econbiz.de/10012494238
Saved in:
7
Market microstructure invariance: a dynamic equilibrium model
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494205
Saved in:
8
The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
Saved in:
9
Trading in crowded markets
Gorban, Stepan
;
Obižaeva, Anna
;
Wang, Yajun
-
2020
Persistent link: https://www.econbiz.de/10012494244
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