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subject:"Elektronisches Handelssystem"
~person:"Bondarenko, Oleg"
~person:"Chakravarty, Ranjan R."
~person:"Hendershott, Terrence"
~subject:"Finanzmarktregulierung"
~type:"article"
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Elektronisches Handelssystem
Finanzmarktregulierung
Market microstructure
7
Marktmikrostruktur
7
Electronic trading
5
Securities trading
4
Volatility
4
Volatilität
4
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2001-2005
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Bondarenko, Oleg
Chakravarty, Ranjan R.
Hendershott, Terrence
O'Hara, Maureen
6
Abergel, Frédéric
5
Theissen, Erik
5
Cartea, Álvaro
4
Andersen, Torben
3
Ben Ammar, Imen
3
Easley, David
3
Grammig, Joachim
3
Hellara, Slaheddine
3
Ibikunle, Gbenga
3
Jaimungal, Sebastian
3
Menkveld, Albert J.
3
Pani, Sudhanshu
3
Rosenbaum, Mathieu
3
Alfonsi, Aurélien
2
Arumugam, Devika
2
Bel Hadj Ayed, Ahmed
2
Beltran Lopez, Helena
2
Blanc, Pierre
2
Blocher, Jesse
2
Broussard, John Paul
2
Cebiroglu, Gökhan
2
Cenesizoglu, Tolga
2
Conrad, Jennifer S.
2
Cooper, Rick
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Corsi, Fulvio
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Ding, Liang
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Donnelly, Ryan
2
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Fraenkle, Jan
2
Giot, Pierre
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Hautsch, Nikolaus
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Horst, Ulrich
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Jones, Charles M.
2
Kalev, Petko S.
2
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Journal of financial markets
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Investment management and financial innovations
1
Journal of quantitative economics
1
The journal of finance : the journal of the American Finance Association
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The review of financial studies
1
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ECONIS (ZBW)
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A data paradigm to operationalise expanded filtration : realized volatilities and kernels from non-synchronous NASDAQ quotes and trades
Chakravarty, Ranjan R.
;
Pani, Sudhanshu
- In:
Journal of quantitative economics
19
(
2021
)
4
,
pp. 617-652
Persistent link: https://www.econbiz.de/10012663902
Saved in:
2
Are Asian exchanges outliers? : a market quality criterion
Chakravarty, Ranjan R.
;
Pani, Sudhanshu
- In:
Investment management and financial innovations
18
(
2021
)
2
,
pp. 64-78
Persistent link: https://www.econbiz.de/10012698120
Saved in:
3
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
4
VPIN and the flash crash
Andersen, Torben
;
Bondarenko, Oleg
;
O'Hara, Maureen
- In:
Journal of financial markets
17
(
2014
),
pp. 1-46
Persistent link: https://www.econbiz.de/10010436257
Saved in:
5
Does algorithmic trading improve liquidity?
Hendershott, Terrence
;
Jones, Charles M.
;
Menkveld, …
- In:
The journal of finance : the journal of the American …
66
(
2011
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10008991191
Saved in:
6
Island goes dark : transparency, fragmentation, and regulation
Hendershott, Terrence
;
Jones, Charles M.
- In:
The review of financial studies
18
(
2005
)
3
,
pp. 743-794
Persistent link: https://www.econbiz.de/10003133450
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