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subject:"Elektronisches Handelssystem"
~person:"Foucault, Thierry"
~person:"Hautsch, Nikolaus"
~subject:"Anlageverhalten"
~subject:"Liquidität"
~type_genre:"Aufsatz in Zeitschrift"
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Elektronisches Handelssystem
Anlageverhalten
Liquidität
Market microstructure
10
Marktmikrostruktur
10
Börsenkurs
5
Share price
5
Theorie
5
Theory
5
Volatility
4
Volatilität
4
Electronic trading
3
Estimation
3
Handelsvolumen der Börse
3
Noise Trading
3
Noise trading
3
Schätzung
3
Trading volume
3
ARCH model
2
ARCH-Modell
2
Bourse
2
Börse
2
Capital income
2
Deutschland
2
Estimation theory
2
Financial market
2
Finanzmarkt
2
France
2
Frankreich
2
Germany
2
Kapitaleinkommen
2
Liquidity
2
Schätztheorie
2
Volatility estimation
2
Adverse Selektion
1
Adverse selection
1
Ankündigungseffekt
1
Announcement effect
1
Behavioural finance
1
Bid-ask spread
1
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Aufsatz in Zeitschrift
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Article in journal
4
Language
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English
4
Author
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Foucault, Thierry
Hautsch, Nikolaus
O'Hara, Maureen
8
Hung, Pi-Hsia
6
Theissen, Erik
6
Easley, David
5
Abergel, Frédéric
4
Andersen, Torben
4
Cartea, Álvaro
4
Grammig, Joachim
4
Lien, Da-hsiang Donald
4
Ben Ammar, Imen
3
Blocher, Jesse
3
Cebiroglu, Gökhan
3
Cooper, Rick
3
Garvey, Ryan
3
Hellara, Slaheddine
3
Horst, Ulrich
3
Ibikunle, Gbenga
3
Jaimungal, Sebastian
3
Kallinterakis, Vasileios
3
Kyle, Albert S.
3
Menkveld, Albert J.
3
Nolte, Ingmar
3
Pani, Sudhanshu
3
Perlin, Marcelo Scherer
3
Rindi, Barbara
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
Anderson, Hamish D.
2
Archakov, Ilya
2
Arumugam, Devika
2
Banerjee, Anirban
2
Bel Hadj Ayed, Ahmed
2
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Journal of econometrics
1
Journal of financial econometrics
1
Market microstructure and liquidity
1
The review of financial studies
1
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ECONIS (ZBW)
4
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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
Order exposure and liquidity coordination : does hidden liquidity harm price efficiency?
Cebiroglu, Gökhan
;
Hautsch, Nikolaus
;
Horst, Ulrich
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012819933
Saved in:
4
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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