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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:"Marsh, Ian"
~person:"Subrahmanyam, Avanidhar"
~subject:"Estimation"
~subject:"Marktmikrostruktur"
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Asymmetrische Information
Estimation
Marktmikrostruktur
Market microstructure
6
Theorie
4
Theory
4
Devisenmarkt
3
Foreign exchange market
3
Exchange rate
2
Volatility
2
Volatilität
2
Wechselkurs
2
order flow
2
1993-1998
1
1998
1
Adverse Selektion
1
Adverse selection
1
Asymmetric information
1
Börsenmakler
1
Capital income
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Emerging economies
1
Exchange rates
1
F3
1
F31
1
GroĂźbritannien
1
Handelsvolumen der Börse
1
Kapitaleinkommen
1
Liquidity preference
1
Liquiditätspräferenz
1
Schwellenländer
1
Schätzung
1
Stockbrokers
1
Trading volume
1
USA
1
United Kingdom
1
United States
1
exchange rates
1
foreign exchange markets
1
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Type of publication
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Article
6
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Article in journal
6
Aufsatz in Zeitschrift
6
Language
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English
6
Author
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Marsh, Ian
Subrahmanyam, Avanidhar
O'Hara, Maureen
7
Bouchaud, Jean-Philippe
4
Lillo, Fabrizio
4
Abergel, Frédéric
3
Cont, Rama
3
Sager, Michael J.
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
TĂłth, Bence
2
Vitale, Paolo
2
Wahal, Sunil
2
Wehrli, Alexander
2
Achab, Massil
1
Aggarwal, Reena
1
Akey, Pat
1
Alemany, N.
1
Amihud, Yakov
1
Angel, James J.
1
Antonov, Anton
1
AragĂł Manzana, Vicent
1
Asparouhova, Elena
1
AĂŻt-Sahalia, Yacine
1
Bacry, E.
1
Bandi, Federico M.
1
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Published in...
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International journal of finance & economics : IJFE
Journal of economics and finance
Journal of financial economics
Quantitative finance
Journal of international money and finance
2
CIFR Paper
1
Discussion paper / Centre for Economic Policy Research
1
Journal of economic literature
1
Journal of financial and quantitative analysis : JFQA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Pacific-Basin finance journal
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Staff reports / Federal Reserve Bank of New York
1
Stock market liquidity : implications for market microstructure and asset pricing
1
Studies in economics and finance
1
The European journal of finance
1
Working paper / National Bureau of Economic Research, Inc.
1
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ECONIS (ZBW)
6
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1
Order flows, fundamentals and exchange rates
Iwatsubo, Kentaro
;
Marsh, Ian
- In:
International journal of finance & economics : IJFE
19
(
2014
)
4
,
pp. 251-266
Persistent link: https://www.econbiz.de/10010471906
Saved in:
2
Order flow and exchange rate dynamics : an application to emerging markets
Duffuor, Kwabena
;
Marsh, Ian
;
Phylaktis, Kate
- In:
International journal of finance & economics : IJFE
17
(
2012
)
3
,
pp. 290-304
Persistent link: https://www.econbiz.de/10009615676
Saved in:
3
Order imbalance and individual stock returns : theory and evidence
Chordia, Tarun
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
72
(
2004
)
3
,
pp. 485-518
Persistent link: https://www.econbiz.de/10002089409
Saved in:
4
How do UK-based foreign exchange dealers think their market operates?
Cheung, Yin-Wong
;
Chinn, Menzie David
;
Marsh, Ian
- In:
International journal of finance & economics : IJFE
9
(
2004
)
4
,
pp. 209-306
Persistent link: https://www.econbiz.de/10002460124
Saved in:
5
Commonality in liquidity
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
56
(
2000
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10001468725
Saved in:
6
Market microstructure and asset pricing : on the compensation for illiquidity in stock returns
Brennan, Michael J.
- In:
Journal of financial economics
41
(
1996
)
3
,
pp. 441-464
Persistent link: https://www.econbiz.de/10001200400
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