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subject:"Asymmetrische Information"
~isPartOf:"The review of economic studies"
~subject:"Marktmikrostruktur"
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Asymmetrische Information
Marktmikrostruktur
Market microstructure
3
Estimation theory
2
Noise Trading
2
Noise trading
2
Schätztheorie
2
Volatility
2
Volatilität
2
Agreement to disagree
1
Anlageverhalten
1
Behavioural finance
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Börsenkurs
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Capital income
1
Correlation
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Double auctions
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Dynamic trading
1
Estimation
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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 correction
1
Nonparametric statistics
1
Overconfidence
1
Price impact
1
Rational expectations
1
Rationale Erwartung
1
Realized volatility
1
Schätzung
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Bandi, F. M.
1
Diebold, Francis X.
1
Kyle, Albert S.
1
Obižaeva, Anna
1
Russell, Jeffrey R.
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Strasser, Georg
1
Wang, Yajun
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The review of economic studies
Journal of financial markets
88
Journal of banking & finance
72
Journal of financial economics
59
Journal of econometrics
52
Pacific-Basin finance journal
39
Journal of international financial markets, institutions & money
38
Quantitative finance
38
Finance research letters
35
International review of financial analysis
35
Journal of empirical finance
35
Journal of international money and finance
28
Market microstructure and liquidity
25
The European journal of finance
25
International journal of finance & economics : IJFE
21
Journal of economic dynamics & control
21
NBER working paper series
21
The review of financial studies
21
The financial review : the official publication of the Eastern Finance Association
20
CFS working paper series
19
International review of economics & finance : IREF
19
Journal of financial and quantitative analysis : JFQA
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Working paper / National Bureau of Economic Research, Inc.
18
Research paper series / Swiss Finance Institute
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Economics letters
15
Research in international business and finance
15
The journal of futures markets
15
Working paper
15
NBER Working Paper
14
Review of quantitative finance and accounting
14
Working paper / Norges Bank
14
Discussion paper / Centre for Economic Policy Research
13
Economic modelling
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
SFB 649 discussion paper
12
The journal of finance : the journal of the American Finance Association
12
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ECONIS (ZBW)
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1
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
Saved in:
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
Saved in:
3
Microstructure noise, realized variance, and optimal sampling
Bandi, F. M.
;
Russell, Jeffrey R.
- In:
The review of economic studies
75
(
2008
)
2
,
pp. 339-369
Persistent link: https://www.econbiz.de/10003678717
Saved in:
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