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subject:"Elektronisches Handelssystem"
~isPartOf:"Economics letters"
~person:"Dong, Yingjie"
~person:"Luoma, Arto"
~subject:"Estimation"
~subject:"Marktmikrostruktur"
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Elektronisches Handelssystem
Estimation
Marktmikrostruktur
Börsenkurs
2
High-frequency data
2
Market microstructure
2
Share price
2
Analysis of variance
1
Ankündigungseffekt
1
Announcement effect
1
Bid-ask spread
1
Bourse
1
Börse
1
Capital income
1
Company announcement
1
Estimation theory
1
Geld-Brief-Spanne
1
Kapitaleinkommen
1
Limit order book
1
Liquidity
1
Microstructure noise
1
Noise Trading
1
Noise trading
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Noise-to-signal ratio
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Realized variance
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Schätztheorie
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Schätzung
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Securities trading
1
Time series analysis
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Varianzanalyse
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Wertpapierhandel
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Zeitreihenanalyse
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Dong, Yingjie
Luoma, Arto
Gradojevic, Nikola
3
Koutmos, Dimitrios
2
Bernhardt, Dan
1
Dyhrberg, Anne H.
1
Erdemlioglu, Deniz
1
Foley, Sean
1
Gençay, Ramazan
1
Hudson, Robert
1
Hwang, Eunju
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Kanniainen, Juho
1
Keasey, Kevin
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Mahani, Reza S.
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Pancs, Romans
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Ruan, Xinfeng
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Ryu, Doojin
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Shin, Dong-wan
1
Siikanen, Milla
1
Svec, Jiri
1
Tse, Yiu Kuen
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Wang, Eliza
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Xing, Xiaochuan
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Economics letters
Econometrics : open access journal
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ECONIS (ZBW)
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What drives the sensitivity of limit order books to company announcement arrivals?
Siikanen, Milla
;
Kanniainen, Juho
;
Luoma, Arto
- In:
Economics letters
159
(
2017
),
pp. 65-68
Persistent link: https://www.econbiz.de/10011903290
Saved in:
2
On estimating market microstructure noise variance
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
150
(
2017
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
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