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subject:"Elektronisches Handelssystem"
~isPartOf:"Economics letters"
~person:"Erdemlioglu, Deniz"
~person:"Luoma, Arto"
~subject:"Estimation"
~subject:"Marktmikrostruktur"
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Elektronisches Handelssystem
Estimation
Marktmikrostruktur
Market microstructure
2
Ankündigungseffekt
1
Announcement effect
1
Asymmetric information
1
Asymmetrische Information
1
Bid-ask spread
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Bourse
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Börse
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Börsenkurs
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Company announcement
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Devisenmarkt
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Exchange rate
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Foreign exchange market
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Foreign exchange markets
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Geld-Brief-Spanne
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Handelsvolumen der Börse
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High-frequency data
1
Informed trading
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Limit order book
1
Liquidity
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Noise Trading
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Noise trading
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Securities trading
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Share price
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Theorie
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Theory
1
Trade size
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Trading volume
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Volatility
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Erdemlioglu, Deniz
Luoma, Arto
Gradojevic, Nikola
3
Koutmos, Dimitrios
2
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Dong, Yingjie
1
Dyhrberg, Anne H.
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Foley, Sean
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Gençay, Ramazan
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Hudson, Robert
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Mahani, Reza S.
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Pancs, Romans
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Svec, Jiri
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Economics letters
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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
Informativeness of trade size in foreign exchange markets
Gradojevic, Nikola
;
Erdemlioglu, Deniz
;
Gençay, Ramazan
- In:
Economics letters
150
(
2017
),
pp. 27-33
Persistent link: https://www.econbiz.de/10011762076
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