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subject:"Elektronisches Handelssystem"
~person:"Easley, David"
~person:"Menkhoff, Lukas"
~person:"Obižaeva, Anna"
~subject:"Electronic trading"
~subject:"Marktmikrostruktur"
~subject:"Mikrostrukturanalyse"
~type_genre:"Article in journal"
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Search: subject_exact:"Mikrostrukturanalyse"
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Elektronisches Handelssystem
Electronic trading
Marktmikrostruktur
Mikrostrukturanalyse
Market microstructure
27
Securities trading
9
Wertpapierhandel
9
Devisenmarkt
8
Foreign exchange market
8
Theorie
7
Theory
7
Asymmetric information
6
Asymmetrische Information
6
Bid-ask spread
6
Geld-Brief-Spanne
6
Handelsvolumen der Börse
6
Trading volume
6
Volatility
6
Volatilität
6
Börsenkurs
5
Liquidity
5
Share price
5
Financial crisis
4
Finanzkrise
4
Flash crash
4
Transaction costs
4
USA
4
United States
4
VPIN
4
Aktienmarkt
3
Anlageverhalten
3
Behavioural finance
3
CAPM
3
Forecasting model
3
Prognoseverfahren
3
Stock market
3
Transaktionskosten
3
Currency speculation
2
Deutschland
2
Economics of information
2
Estimation
2
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Undetermined
8
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Article
27
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Article in journal
Aufsatz in Zeitschrift
27
Working Paper
22
Arbeitspapier
18
Graue Literatur
16
Non-commercial literature
16
Aufsatz im Buch
2
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2
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English
27
Author
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Easley, David
Menkhoff, Lukas
Obižaeva, Anna
O'Hara, Maureen
22
Frino, Alex
14
Chung, Kee H.
10
Gradojevic, Nikola
10
Mykland, Per A.
10
Ryu, Doojin
10
Theissen, Erik
10
Hung, Pi-Hsia
9
Grammig, Joachim
8
Li, Yingying
8
Nolte, Ingmar
8
Rime, Dagfinn
8
Sensoy, Ahmet
8
Taylor, Mark P.
8
Van Ness, Robert A.
8
Andersen, Torben
7
Ap Gwilym, Owain
7
Aït-Sahalia, Yacine
7
Hautsch, Nikolaus
7
Kyle, Albert S.
7
Lepone, Andrew
7
Lien, Da-hsiang Donald
7
Lyons, Richard K.
7
Marsh, Ian
7
Pagano, Michael S.
7
Reitz, Stefan
7
Schwartz, Robert A.
7
Subrahmanyam, Avanidhar
7
Yamamoto, Ryuichi
7
Zhang, Lan
7
Abergel, Frédéric
6
Bernhardt, Dan
6
Bollerslev, Tim
6
Bouchaud, Jean-Philippe
6
Frijns, Bart
6
Lehalle, Charles-Albert
6
Lillo, Fabrizio
6
Liu, Zhi
6
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Journal of financial markets
6
Journal of international money and finance
4
The journal of finance : the journal of the American Finance Association
3
Journal of financial economics
2
The journal of portfolio management : a publication of Institutional Investor
2
The review of financial studies
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International finance
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of finance : journal of the European Finance Association
1
The review of economic studies
1
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ECONIS (ZBW)
27
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1
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
6
,
pp. 2163-2203
Persistent link: https://www.econbiz.de/10014445768
Saved in:
2
Beliefs aggregation and return predictability
Kyle, Albert S.
;
Obižaeva, Anna
;
Wang, Yajun
- In:
The journal of finance : the journal of the American …
78
(
2023
)
1
,
pp. 427-486
Persistent link: https://www.econbiz.de/10014311365
Saved in:
3
Microstructure in the machine age
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
The review of financial studies
34
(
2021
)
7
,
pp. 3316-3363
Persistent link: https://www.econbiz.de/10012546383
Saved in:
4
Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obižaeva, Anna
;
Tuzun, Tugkan
- In:
Journal of financial markets
49
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013531193
Saved in:
5
From mining to markets : The evolution of bitcoin transaction fees
Easley, David
;
O'Hara, Maureen
;
Basu, Soumya
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 91-109
Persistent link: https://www.econbiz.de/10012166796
Saved in:
6
Smooth trading with overconfidence and market power
Kyle, Albert S.
;
Obižaeva, Anna
;
Wang, Yajun
- In:
The review of economic studies
85
(
2018
)
1
,
pp. 611-662
Persistent link: https://www.econbiz.de/10011921402
Saved in:
7
Market microstructure invariance : empirical hypotheses
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1345-1404
Persistent link: https://www.econbiz.de/10011611092
Saved in:
8
Discerning information from trade data
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Journal of financial economics
120
(
2016
)
2
,
pp. 269-285
Persistent link: https://www.econbiz.de/10011590080
Saved in:
9
A practitioner's guide to market microstructure invariance
Kyle, Albert S.
;
Obižaeva, Anna
;
Kritzman, Mark
- In:
The journal of portfolio management : a publication of …
43
(
2016
)
1
,
pp. 43-53
Persistent link: https://www.econbiz.de/10011686160
Saved in:
10
Optimal execution horizon
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 640-672
Persistent link: https://www.econbiz.de/10011350553
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