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subject:"Asymmetrische Information"
~person:"Ciacci, Alberto"
~person:"Daníelsson, Jón"
~subject:"Marktmikrostruktur"
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Asymmetrische Information
Marktmikrostruktur
Market microstructure
6
Securities trading
3
Wertpapierhandel
3
Anlageverhalten
2
Behavioural finance
2
Devisenmarkt
2
Exchange rate
2
Foreign exchange market
2
Liquidity
2
Liquidität
2
VAR model
2
VAR-Modell
2
Wechselkurs
2
Börsenkurs
1
Estimation
1
Exchange rate theory
1
Financial crisis
1
Finanzkrise
1
Handelsvolumen der Börse
1
Kalman filter
1
Order flow imbalance
1
Price impact
1
Schätzung
1
Share price
1
State space model
1
Theorie
1
Theory
1
Trading volume
1
Turkey
1
Türkei
1
Volatility
1
Volatilität
1
Wechselkurstheorie
1
Zustandsraummodell
1
exchange rate determination
1
exchange rates
1
foreign exchange
1
market microstructure
1
order flow
1
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4
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
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English
6
Author
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Ciacci, Alberto
Daníelsson, Jón
Rime, Dagfinn
42
Hautsch, Nikolaus
37
Kyle, Albert S.
35
Theissen, Erik
33
O'Hara, Maureen
30
Mykland, Per A.
24
Grammig, Joachim
23
Evans, Martin D. D.
22
Obizhaeva, Anna A.
21
Easley, David
18
Frino, Alex
18
Lyons, Richard K.
18
Reitz, Stefan
18
Horst, Ulrich
17
Menkhoff, Lukas
17
Taylor, Mark P.
17
Menkveld, Albert J.
16
Obižaeva, Anna
16
Podolskij, Mark
15
Rindi, Barbara
15
Biais, Bruno
14
Li, Yingying
14
Nolte, Ingmar
14
Zhang, Lan
14
Fleming, Michael J.
13
Li, Z. Merrick
13
Lillo, Fabrizio
13
Loretan, Mico
13
Aït-Sahalia, Yacine
12
Bollerslev, Tim
12
Cont, Rama
12
Gradojevic, Nikola
12
Jong, Frank de
12
Linton, Oliver
12
Lux, Thomas
12
Stoll, Hans R.
12
Westerhoff, Frank H.
12
Ait-Sahalia, Yacine
11
Bernhardt, Dan
11
Cheung, Yin-Wong
11
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Discussion paper series / LSE Financial Markets Group
2
The European journal of finance
2
International journal of finance & economics : IJFE
1
Quantitative finance
1
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All
ECONIS (ZBW)
6
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1
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
Exchange rate determination and inter-market order flow effects
Daníelsson, Jón
;
Luo, Jinhui
;
Payne, Richard
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 823-840
Persistent link: https://www.econbiz.de/10009691778
Saved in:
3
Liquidity determination in an order-driven market
Daníelsson, Jón
;
Payne, Richard
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 799-821
Persistent link: https://www.econbiz.de/10009691779
Saved in:
4
Feedback trading
Daníelsson, Jón
;
Love, Ryan
- In:
International journal of finance & economics : IJFE
11
(
2006
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10003305055
Saved in:
5
Feedback trading
Daníelsson, Jón
;
Love, Ryan
-
2004
Persistent link: https://www.econbiz.de/10002374985
Saved in:
6
Anatomy of a market crash : a market microstructure analysis of the Turkish overnight liquidity crisis
Daníelsson, Jón
;
Saltoglu, Burak
-
2003
Persistent link: https://www.econbiz.de/10001777026
Saved in:
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