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subject:"Elektronisches Handelssystem"
~person:"Archakov, Ilya"
~person:"Foucault, Thierry"
~subject:"Anlageverhalten"
~subject:"Liquidity"
~subject:"Liquidität"
~type_genre:"Aufsatz in Zeitschrift"
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Elektronisches Handelssystem
Anlageverhalten
Liquidity
Liquidität
Market microstructure
5
Marktmikrostruktur
5
Bourse
2
Börse
2
Börsenkurs
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Electronic trading
2
France
2
Frankreich
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Share price
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Volatility
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Volatilität
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Game theory
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Geldpolitik
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Kapitaleinkommen
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Market microstructure noise
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Noise trading
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Price reversal
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Aufsatz in Zeitschrift
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Archakov, Ilya
Foucault, Thierry
O'Hara, Maureen
9
Easley, David
6
Hung, Pi-Hsia
6
Theissen, Erik
6
Andersen, Torben
5
Abergel, Frédéric
4
Cartea, Álvaro
4
Grammig, Joachim
4
Kyle, Albert S.
4
Lien, Da-hsiang Donald
4
Perlin, Marcelo Scherer
4
Arjoon, Vaalmikki
3
Ben Ammar, Imen
3
Blocher, Jesse
3
Cebiroglu, Gökhan
3
Cooper, Rick
3
Garvey, Ryan
3
Hautsch, Nikolaus
3
Hellara, Slaheddine
3
Horst, Ulrich
3
Ibikunle, Gbenga
3
Iwatsubo, Kentaro
3
Jaimungal, Sebastian
3
Kallinterakis, Vasileios
3
López de Prado, Marcos M.
3
Menkveld, Albert J.
3
Nolte, Ingmar
3
Obižaeva, Anna
3
Pani, Sudhanshu
3
Rindi, Barbara
3
Ryu, Doojin
3
Saad, Mohsen M.
3
Schöneborn, Torsten
3
Seddon, Jonathan
3
Sensoy, Ahmet
3
Tayeh, Mohammad
3
Van Vliet, Benjamin
3
Westerhoff, Frank H.
3
Alfonsi, Aurélien
2
Anagnostidis, Panagiotis
2
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Journal of econometrics
1
Journal of financial econometrics
1
The review of financial studies
1
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ECONIS (ZBW)
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1
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
2
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:
3
Does anonymity matter in electronic limit order markets?
Foucault, Thierry
;
Moinas, Sophie
;
Theissen, Erik
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1707-1747
Persistent link: https://www.econbiz.de/10003621228
Saved in:
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