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subject:"Asymmetrische Information"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Quantitative finance"
~person:"Chinn, Menzie David"
~person:"Ciacci, Alberto"
~subject:"Marktmikrostruktur"
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Asymmetrische Information
Marktmikrostruktur
Market microstructure
2
1998
1
Börsenkurs
1
Börsenmakler
1
Devisenmarkt
1
Estimation
1
Foreign exchange market
1
Großbritannien
1
Handelsvolumen der Börse
1
Kalman filter
1
Liquidity
1
Liquidität
1
Order flow imbalance
1
Price impact
1
Schätzung
1
Securities trading
1
Share price
1
State space model
1
Stockbrokers
1
Theorie
1
Theory
1
Trading volume
1
United Kingdom
1
Volatility
1
Volatilität
1
Wertpapierhandel
1
Zustandsraummodell
1
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2
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English
2
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Chinn, Menzie David
Ciacci, Alberto
Bouchaud, Jean-Philippe
4
Lillo, Fabrizio
4
Abergel, Frédéric
3
Cont, Rama
3
Marsh, Ian
3
Sager, Michael J.
3
Taylor, Mark P.
3
Bormetti, Giacomo
2
Cucuringu, Mihai
2
Lehalle, Charles-Albert
2
O'Neill, Michele
2
Phylaktis, Kate
2
Sornette, Didier
2
Swisher, Judith
2
Taranto, Damian Eduardo
2
Tóth, Bence
2
Vitale, Paolo
2
Wehrli, Alexander
2
Achab, Massil
1
Alemany, N.
1
Antonov, Anton
1
Aragó Manzana, Vicent
1
Bacry, E.
1
Bel Hadj Ayed, Ahmed
1
Bellani, Claudio
1
Brigo, Damiano
1
Brzeszczyński, Janusz
1
Bucci, Frederic
1
Cang, Yuquan
1
Chang, Ming-Jen
1
Chen, Jingnan
1
Chen, Long
1
Chen, Shikuan
1
Chen, Yu
1
Cheng, Tsung-Chi
1
Cheung, Yin-Wong
1
Chien, Chih-Chung
1
Cox, Don R.
1
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International journal of finance & economics : IJFE
Journal of economics and finance
Quantitative finance
Working paper / National Bureau of Economic Research, Inc.
2
CESifo working papers
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Discussion paper / Centre for Economic Policy Research
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
NBER Working Paper
1
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ECONIS (ZBW)
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Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
2
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
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