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subject:"Asymmetrische Information"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of financial economics"
~isPartOf:"Quantitative finance"
~person:"Abergel, Frédéric"
~person:"Amihud, Yakov"
~person:"Sager, Michael J."
~subject:"Marktmikrostruktur"
~subject:"Volatility"
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Asymmetrische Information
Marktmikrostruktur
Volatility
Market microstructure
7
Börsenkurs
4
Share price
4
Devisenmarkt
3
Foreign exchange market
3
Securities trading
3
Wertpapierhandel
3
Electronic trading
2
Elektronisches Handelssystem
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Automated trading
1
Bid-ask spread
1
Bourse
1
Börse
1
Exchange rate
1
Fair pricing
1
Financial market
1
Finanzmarkt
1
Geld-Brief-Spanne
1
Hawkes processes
1
High frequency
1
High-dimensional stochastic control
1
High-frequency data
1
High-frequency trading
1
Implied volatility
1
Israel
1
Limit order book
1
Limit order books
1
Limit orders
1
Local regression
1
Market impact
1
Markov Decision Process
1
Markov chain
1
Markov-Kette
1
Non-convex optimization
1
Option trading
1
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7
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Abergel, Frédéric
Amihud, Yakov
Sager, Michael J.
O'Hara, Maureen
7
Bouchaud, Jean-Philippe
4
Lillo, Fabrizio
4
Cont, Rama
3
Marsh, Ian
3
Subrahmanyam, Avanidhar
3
Taylor, Mark P.
3
Bloomfield, Robert
2
Bormetti, Giacomo
2
Chordia, Tarun
2
Chung, Kee H.
2
Conrad, Jennifer S.
2
Cucuringu, Mihai
2
Easley, David
2
Lehalle, Charles-Albert
2
O'Neill, Michele
2
Phylaktis, Kate
2
Ready, Mark J.
2
Schwert, George William
2
Sornette, Didier
2
Swisher, Judith
2
Taranto, Damian Eduardo
2
Tóth, Bence
2
Vitale, Paolo
2
Wahal, Sunil
2
Wehrli, Alexander
2
Achab, Massil
1
Aggarwal, Reena
1
Akey, Pat
1
Alemany, N.
1
Angel, James J.
1
Antonov, Anton
1
Aragó Manzana, Vicent
1
Asparouhova, Elena
1
Aït-Sahalia, Yacine
1
Bacry, E.
1
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International journal of finance & economics : IJFE
Journal of economics and finance
Journal of financial economics
Quantitative finance
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
1
Equity markets
1
International journal of theoretical and applied finance
1
Japan and the world economy : international journal of theory and policy
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Journal of mathematical finance
1
Market microstructure and liquidity
1
Research papers / New York Stock Exchange
1
The Wiley Finance Ser
1
The Wiley finance series
1
Wiley finance
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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ECONIS (ZBW)
7
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1
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7
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7
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date (oldest first)
1
Market impact : a systematic study of the high frequency options market
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Thillou, Damien
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 69-84
Persistent link: https://www.econbiz.de/10012424634
Saved in:
2
Algorithmic trading in a microstructural limit order book model
Abergel, Frédéric
;
Huré, Côme
;
Pham, Huyên
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1263-1283
Persistent link: https://www.econbiz.de/10012262662
Saved in:
3
High-dimensional Hawkes processes for limit order books : modelling, empirical analysis and numerical calibration
Lu, Xiaofei
;
Abergel, Frédéric
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 249-264
Persistent link: https://www.econbiz.de/10011905913
Saved in:
4
Special issue: Aspects of foreign exchange market microstructure
Sager, Michael J.
(
contributor
);
Taylor, Mark P.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003304804
Saved in:
5
Aspects of foreign exchange market microstructure : editors' introduction
Sager, Michael J.
;
Taylor, Mark P.
- In:
International journal of finance & economics : IJFE
11
(
2006
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10003304826
Saved in:
6
Under the microscope: the structure of the foreign exchange market
Sager, Michael J.
;
Taylor, Mark P.
- In:
International journal of finance & economics : IJFE
11
(
2006
)
1
,
pp. 81-95
Persistent link: https://www.econbiz.de/10003305072
Saved in:
7
Market microstructure and securities values : evidence from the Tel Aviv stock exchange
Amihud, Yakov
- In:
Journal of financial economics
45
(
1997
)
3
,
pp. 365-390
Persistent link: https://www.econbiz.de/10001229282
Saved in:
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