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~accessRights:"free"
~person:"Kyle, Albert S."
~person:"Pástor, Ľuboš"
~person:"Stein, Jeremy C."
~subject:"Schätzung"
~subject:"Theory"
~type_genre:"Arbeitspapier"
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Handelsvolumen der Börse
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Trading volume
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Market microstructure
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Marktmikrostruktur
7
USA
6
United States
6
Volatility
6
Volatilität
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Theorie
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Securities trading
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Capital market returns
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Estimation
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Investmentfonds
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liquidity
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Aktienmarkt
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Elektronisches Handelssystem
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Time series analysis
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Zeitreihenanalyse
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invariance
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market microstructure
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volatility
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Kyle, Albert S.
Pástor, Ľuboš
Stein, Jeremy C.
Hautsch, Nikolaus
18
Rocheteau, Guillaume
6
Grammig, Joachim
5
Lagos, Ricardo
5
Horst, Ulrich
4
Malec, Peter
4
Obižaeva, Anna
4
Schienle, Melanie
4
Weill, Pierre-Olivier
4
Cebiroglu, Gökhan
3
Gehde-Trapp, Monika
3
Härdle, Wolfgang
3
Li, Dan
3
Pohlmeier, Winfried
3
Ranaldo, Angelo
3
Schertler, Andrea
3
Schuster, Philipp
3
Taylor, Lucian A.
3
Theissen, Erik
3
Uhrig-Homburg, Marliese
3
Auer, Benjamin R.
2
Bjønnes, Geir H.
2
Bondarenko, Oleg
2
Chari, Varadarajan V.
2
Christiano, Lawrence J.
2
Dupont, Dominique Y.
2
Ewerhart, Christian
2
Frey, Stefan
2
Han, Song
2
Hanke, Michael
2
Huber, Jürgen
2
Itō, Takatoshi
2
Jeleskovic, Vahidin
2
Kaizoji, Taisei
2
Kempf, Alexander
2
Kirchler, Michael
2
Korn, Olaf
2
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Working papers / Rodney L. White Center for Financial Research
3
NES working paper series : working paper
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ECONIS (ZBW)
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1
The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
Saved in:
2
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:
3
Do funds make more when they trade more?
Pástor, Ľuboš
;
Stanbaugh, Robert F.
;
Taylor, Lucian A.
-
2016
Persistent link: https://www.econbiz.de/10011843740
Saved in:
4
Do funds make more when they trade more?
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
-
2015
Persistent link: https://www.econbiz.de/10011522122
Saved in:
5
Do funds make more when they trade more?
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
-
2014
Persistent link: https://www.econbiz.de/10010484240
Saved in:
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