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subject:"Elektronisches Handelssystem"
~isPartOf:"Applied economics"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~person:"Darolles, Serge"
~subject:"Handelsvolumen der Börse"
~subject:"Schätzung"
~subject:"Securities trading"
~subject:"USA"
~type_genre:"Article in journal"
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Elektronisches Handelssystem
Handelsvolumen der Börse
Schätzung
Securities trading
USA
Theorie
2
Theory
2
Trading volume
2
Wertpapierhandel
2
ARMA model
1
ARMA-Modell
1
Estimation
1
GMM tests
1
Information-based trading
1
Liquidity
1
Liquidity arbitrage
1
Liquidity shocks
1
Liquidität
1
Method of moments
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Mixture of distribution hypothesis
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Momentenmethode
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Volatility-volume relationship
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Article in journal
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English
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Darolles, Serge
Frino, Alex
7
Abergel, Frédéric
3
Aitken, Michael J.
3
Cont, Rama
3
Kang, Jangkoo
3
Mazza, Paolo
3
Payne, Richard
3
Subrahmanyam, Avanidhar
3
Wu, Fei
3
Berkman, Henk
2
Boehmer, Beatrice
2
Boehmer, Ekkehart
2
Cai, Jun
2
Cartea, Álvaro
2
Cheung, Stephen Y. L.
2
Chou, Robin K.
2
Chung, Kee H.
2
Chuwonganant, Chairat
2
Cucuringu, Mihai
2
Fonseca, José da
2
Fung, Hung-gay
2
Fung, Joseph K. W.
2
Garvey, Ryan
2
Huang, Han-Ching
2
Kaserer, Christoph
2
Khil, Jaeuk
2
Lai, Hung-neng
2
LeFol, Gaëlle
2
Lepone, Andrew
2
Lillo, Fabrizio
2
Lin, William
2
Locke, Peter R.
2
Marshall, Ben R.
2
Menkhoff, Lukas
2
Nam, Kiseok
2
Nordén, Lars
2
Oppenheimer, Henry R.
2
Pascual, Roberto
2
Petitjean, Mikael
2
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Applied economics
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of banking & finance
Quantitative finance
The journal of futures markets
Annales d'économie et de statistique
1
Journal of econometrics
1
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ECONIS (ZBW)
2
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Measuring the liquidity part of volume
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of banking & finance
50
(
2015
),
pp. 92-105
Persistent link: https://www.econbiz.de/10010509138
Saved in:
2
Improving VWAP strategies : a dynamic volume approach
Białkowski, Je̜drzej
;
Darolles, Serge
;
LeFol, Gaëlle
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1709-1722
Persistent link: https://www.econbiz.de/10003774720
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