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subject:"Elektronisches Handelssystem"
~isPartOf:"NES working paper series : working paper"
~subject:"Bid-ask spread"
~subject:"Devisenmarkt"
~subject:"Exchange rate"
~subject:"USA"
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Search: subject_exact:"Mikrostrukturanalyse"
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Elektronisches Handelssystem
Bid-ask spread
Devisenmarkt
Exchange rate
USA
Market microstructure
9
Marktmikrostruktur
9
Theorie
7
Theory
7
invariance
7
Geld-Brief-Spanne
6
liquidity
6
market microstructure
6
Financial market
5
Finanzmarkt
5
Handelsvolumen der Börse
5
Trading volume
5
Volatility
5
Volatilität
5
Börsenkurs
4
Liquidity
4
Liquidität
4
Securities trading
4
Share price
4
Transaction costs
4
Transaktionskosten
4
Wertpapierhandel
4
volatility
4
Aktienmarkt
3
Stock market
3
bid-ask spread
3
Efficient market hypothesis
2
Effizienzmarkthypothese
2
dimensional analysis
2
market efficiency
2
market impact
2
price impact
2
trans-action costs
2
volume
2
Adverse Selektion
1
Adverse selection
1
Anlageverhalten
1
Anleihe
1
Asset Pricing
1
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6
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Book / Working Paper
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Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
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English
6
Author
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Kyle, Albert S.
6
Obižaeva, Anna
6
Andersen, Torben
1
Bondarenko, Oleg
1
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NES working paper series : working paper
Journal of financial markets
46
Journal of financial economics
36
Journal of banking & finance
34
Journal of international financial markets, institutions & money
27
Journal of international money and finance
26
Finance research letters
17
Journal of empirical finance
17
Market microstructure and liquidity
17
The European journal of finance
17
International journal of finance & economics : IJFE
15
Pacific-Basin finance journal
15
International review of financial analysis
14
Quantitative finance
13
Research in international business and finance
13
The review of financial studies
13
Economic modelling
12
Working paper / National Bureau of Economic Research, Inc.
12
Journal of financial and quantitative analysis : JFQA
11
Working paper
11
NBER working paper series
10
The financial review : the official publication of the Eastern Finance Association
10
The journal of futures markets
10
Working paper / Norges Bank
10
CFS working paper series
9
Working papers / Economics Department, Georgetown University
9
Discussion paper / Centre for Economic Policy Research
8
CESifo working papers
7
Journal of economic dynamics & control
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
NBER Working Paper
7
Research paper series / Swiss Finance Institute
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
CFS Working Paper
6
Europäische Hochschulschriften / 5
6
Gabler Edition Wissenschaft
6
Review of quantitative finance and accounting
6
Staff reports / Federal Reserve Bank of New York
6
The journal of finance : the journal of the American Finance Association
6
Economics letters
5
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ECONIS (ZBW)
6
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1
Market microstructure invariance: a dynamic equilibrium model
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494205
Saved in:
2
Adverse selection and liquidity: from theory to practice
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494209
Saved in:
3
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494212
Saved in:
4
The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
Saved in:
5
Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494216
Saved in:
6
Intraday trading invariancein the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012494219
Saved in:
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