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subject:"Asymmetrische Information"
~isPartOf:"The review of economic studies"
~person:"Boulatov, Alex"
~person:"Strasser, Georg"
~person:"Wang, Yajun"
~subject:"Marktmikrostruktur"
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Asymmetrische Information
Marktmikrostruktur
Market microstructure
2
Agreement to disagree
1
Anlageverhalten
1
Behavioural finance
1
Börsenkurs
1
Capital income
1
Correlation
1
Double auctions
1
Dynamic trading
1
Estimation
1
Estimation theory
1
Financial market
1
Finanzmarkt
1
Flash crash
1
High-frequency data
1
Imperfect competition
1
Information aggregation
1
Integrated volatility estimation
1
Kapitaleinkommen
1
Keynesian beauty contest
1
Korrelation
1
Liquidity
1
Market power
1
Marktmacht
1
Microstructure noise
1
Nichtparametrisches Verfahren
1
Noise Trading
1
Noise correction
1
Noise trading
1
Nonparametric statistics
1
Overconfidence
1
Price impact
1
Rational expectations
1
Rationale Erwartung
1
Realized volatility
1
Schätztheorie
1
Schätzung
1
Share price
1
Strategic trading
1
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Boulatov, Alex
Strasser, Georg
Wang, Yajun
Bandi, F. M.
1
Diebold, Francis X.
1
Kyle, Albert S.
1
Obižaeva, Anna
1
Russell, Jeffrey R.
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The review of economic studies
CEFIR and NES working papers
2
NES working paper series : working paper
2
Annals of finance
1
CAFE Research Paper
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Journal of banking & finance
1
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NBER working paper series
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Smooth trading with overconfidence and market power
Kyle, Albert S.
;
Obižaeva, Anna
;
Wang, Yajun
- In:
The review of economic studies
85
(
2018
)
1
,
pp. 611-662
Persistent link: https://www.econbiz.de/10011921402
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2
On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
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