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person:"Swanson, Norman R."
~isPartOf:"NES working paper series : working paper"
~person:"Andersen, Torben"
~person:"Corradi, Valentina"
~person:"Herwartz, Helmut"
~person:"Lanne, Markku"
~person:"Liesenfeld, Roman"
~subject:"1960-2003"
~subject:"Handelsvolumen der Börse"
~subject:"Innovation"
~subject:"Scientific modelling"
~type_genre:"Arbeitspapier"
~type_genre:"Hochschulschrift"
~type_genre:"Konferenzbeitrag"
~type_genre:"Sammelwerk"
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1960-2003
Handelsvolumen der Börse
Innovation
Scientific modelling
Bid-ask spread
1
Electronic trading
1
Elektronisches Handelssystem
1
Futures
1
Geld-Brief-Spanne
1
Market microstructure
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Marktmikrostruktur
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Time series analysis
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Trading volume
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Volatility
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Volatilität
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Zeitreihenanalyse
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high-frequency trad-ing
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intraday patterns
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invariance
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liquidity
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market microstructure
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time series
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volatility
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Swanson, Norman R.
Andersen, Torben
Corradi, Valentina
Herwartz, Helmut
Lanne, Markku
Liesenfeld, Roman
Bondarenko, Oleg
1
Kyle, Albert S.
1
Obižaeva, Anna
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NES working paper series : working paper
Working papers / Rutgers University, Department of Economics
10
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
Discussion papers / Helsinki Center of Economic Research : discussion paper
3
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ECONIS (ZBW)
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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
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