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subject:"Elektronisches Handelssystem"
~person:"Easley, David"
~person:"Menkhoff, Lukas"
~person:"Obižaeva, Anna"
~subject:"Electronic trading"
~subject:"Marktmikrostruktur"
~subject:"Mikrostrukturanalyse"
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Search: subject_exact:"Mikrostrukturanalyse"
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Elektronisches Handelssystem
Electronic trading
Marktmikrostruktur
Mikrostrukturanalyse
Market microstructure
51
Theorie
20
Theory
19
Devisenmarkt
18
Foreign exchange market
15
Volatilität
15
Bid-ask spread
14
Geld-Brief-Spanne
14
Handelsvolumen der Börse
14
Securities trading
14
Trading volume
14
Volatility
14
Wertpapierhandel
14
Liquidity
10
market microstructure
10
Börsenkurs
9
Share price
9
Financial market
8
Finanzmarkt
8
Transaction costs
8
invariance
8
liquidity
8
Aktienmarkt
7
Asymmetric information
7
Asymmetrische Information
7
Liquidität
7
Stock market
7
Transaktionskosten
7
Deutschland
6
Financial crisis
6
Finanzkrise
6
Wechselkurspolitik
6
Anlageverhalten
5
Behavioural finance
5
CAPM
5
Germany
5
Russland
5
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Free
21
Undetermined
11
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Article
30
Book / Working Paper
25
Type of publication (narrower categories)
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Article in journal
27
Aufsatz in Zeitschrift
27
Working Paper
22
Arbeitspapier
18
Graue Literatur
16
Non-commercial literature
16
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2
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2
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Language
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English
55
Author
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Easley, David
Menkhoff, Lukas
Obižaeva, Anna
Rime, Dagfinn
45
Hautsch, Nikolaus
42
Kyle, Albert S.
35
Theissen, Erik
35
O'Hara, Maureen
30
Mykland, Per A.
25
Grammig, Joachim
23
Reitz, Stefan
22
Taylor, Mark P.
22
Evans, Martin D. D.
21
Obizhaeva, Anna A.
21
Frino, Alex
18
Horst, Ulrich
17
Lyons, Richard K.
17
Menkveld, Albert J.
17
Lux, Thomas
16
Podolskij, Mark
16
Zhang, Lan
15
Biais, Bruno
14
Li, Yingying
14
Nolte, Ingmar
14
Rindi, Barbara
14
Fleming, Michael J.
13
Li, Z. Merrick
13
Lillo, Fabrizio
13
Loretan, Mico
13
Melvin, Michael
13
Ait-Sahalia, Yacine
12
Aït-Sahalia, Yacine
12
Bollerslev, Tim
12
Cont, Rama
12
Gradojevic, Nikola
12
Jong, Frank de
12
Linton, Oliver
12
Schwartz, Robert A.
12
Stoll, Hans R.
12
Subrahmanyam, Avanidhar
12
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Institution
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Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
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NES working paper series : working paper
9
Journal of financial markets
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
Journal of international money and finance
4
The journal of finance : the journal of the American Finance Association
3
CESifo Working Paper
2
CESifo working papers
2
Diskussionsbeitrag
2
Financial markets and asset pricing
2
Journal of financial economics
2
The journal of portfolio management : a publication of Institutional Investor
2
The review of financial studies
2
CESifo Working Paper Series
1
Discussion paper / Centre for Economic Policy Research
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance
1
Finance and economics discussion series
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
Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
1
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ECONIS (ZBW)
51
EconStor
4
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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
Market microstructure invariance: a dynamic equilibrium model
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494205
Saved in:
4
Adverse selection and liquidity: from theory to practice
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494209
Saved in:
5
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494212
Saved in:
6
The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
Saved in:
7
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:
8
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:
9
Invariance in buy-sell switching points
Bae, Kyoung-hun
;
Bondarenko, Oleg
;
Lee, Eun Jung
; …
-
2020
Persistent link: https://www.econbiz.de/10012494223
Saved in:
10
Industrial organization, order Internalization, and invariance
Bondarenko, Oleg
;
Obižaeva, Anna
;
Wang, Yajun
-
2020
Persistent link: https://www.econbiz.de/10012494238
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