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subject:"Elektronisches Handelssystem"
~accessRights:"restricted"
~person:"Nolte, Ingmar"
~person:"Podolskij, Mark"
~person:"Stenfors, Alexis"
~subject:"Electronic trading"
~subject:"Marktmikrostruktur"
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Search: subject_exact:"Mikrostrukturanalyse"
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Elektronisches Handelssystem
Electronic trading
Marktmikrostruktur
Market microstructure
10
Volatility
6
Volatilität
6
Devisenmarkt
5
Foreign exchange market
5
Foreign exchange
4
Securities trading
4
Wertpapierhandel
4
Bid-ask spread
3
Börsenkurs
3
Estimation
3
Estimation theory
3
Geld-Brief-Spanne
3
Limit order book
3
Schätztheorie
3
Schätzung
3
Share price
3
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
Bipower variation
2
Bourse
2
Börse
2
Forecasting model
2
Handelsvolumen der Börse
2
High-frequency data
2
High-frequency trading
2
Manipulation
2
Microstructure noise
2
Nichtparametrisches Verfahren
2
Noise Trading
2
Noise trading
2
Nonparametric statistics
2
Pre-averaging
2
Prognoseverfahren
2
Spoofing
2
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Nolte, Ingmar
Podolskij, Mark
Stenfors, Alexis
Hung, Pi-Hsia
9
Ryu, Doojin
8
Bouchaud, Jean-Philippe
7
Kyle, Albert S.
7
Lien, Da-hsiang Donald
7
Lillo, Fabrizio
7
Sensoy, Ahmet
7
Li, Yingying
6
O'Hara, Maureen
6
Obižaeva, Anna
6
Lehalle, Charles-Albert
5
Mykland, Per A.
5
Pani, Sudhanshu
5
Yamamoto, Ryuichi
5
Abergel, Frédéric
4
Bollerslev, Tim
4
Cartea, Álvaro
4
Easley, David
4
Frijns, Bart
4
Garvey, Ryan
4
Gau, Yin-feng
4
Hautsch, Nikolaus
4
Liu, Zhi
4
Piccotti, Louis R.
4
Potiron, Yoann
4
Rime, Dagfinn
4
Rosenbaum, Mathieu
4
Toke, Ioane Muni
4
Anagnostidis, Panagiotis
3
Andersen, Torben
3
Arjoon, Vaalmikki
3
Ben Ammar, Imen
3
Bormetti, Giacomo
3
Buccheri, Giuseppe
3
Capponi, Agostino
3
Cebiroglu, Gökhan
3
Chen, Jing
3
Christensen, Kim
3
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Journal of international financial markets, institutions & money
4
Journal of econometrics
2
Journal of financial econometrics
2
Journal of banking & finance
1
The European journal of finance
1
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ECONIS (ZBW)
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1
Cross-market spoofing
Stenfors, Alexis
;
Doraghi, Mehrdaad
;
Soviany, Cristina
; …
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014306362
Saved in:
2
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
3
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
4
Spoofing and pinging in foreign exchange markets
Stenfors, Alexis
;
Susai, Masayuki
- In:
Journal of international financial markets, …
70
(
2021
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012668408
Saved in:
5
A descriptive study of high-frequency trade and quote option data
Andersen, Torben
;
Archakov, Ilya
;
Grund, Leon
;
Hautsch, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 128-177
Persistent link: https://www.econbiz.de/10012504324
Saved in:
6
Liquidity withdrawal in the FX spot market : a cross-country study using high-frequency data
Stenfors, Alexis
;
Susai, Masayuki
- In:
Journal of international financial markets, …
59
(
2019
),
pp. 36-57
Persistent link: https://www.econbiz.de/10012127871
Saved in:
7
Bid-ask spread determination in the FX swap market : competition, collusion or a convention?
Stenfors, Alexis
- In:
Journal of international financial markets, …
54
(
2018
),
pp. 78-97
Persistent link: https://www.econbiz.de/10011984028
Saved in:
8
Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
Saved in:
9
Inference from high-frequency data : a subsampling approach
Christensen, Kimberly
;
Podolskij, Mark
;
Thamrongrat, Nopporn
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 245-272
Persistent link: https://www.econbiz.de/10011818358
Saved in:
10
The information content of retail investors' order flow
Nolte, Ingmar
;
Nolte, Sandra
- In:
The European journal of finance
22
(
2016
)
1/3
,
pp. 80-104
Persistent link: https://www.econbiz.de/10011419948
Saved in:
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