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~isPartOf:"CEFIR and NES working papers"
~person:"Kyle, Albert S."
~person:"Pástor, Ľuboš"
~person:"Stein, Jeremy C."
~subject:"Marktmikrostruktur"
~subject:"Share price"
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Marktmikrostruktur
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Handelsvolumen der Börse
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Kyle, Albert S.
Pástor, Ľuboš
Stein, Jeremy C.
Obizhaeva, Anna A.
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Bae, Kyoung-hun
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CEFIR and NES working papers
NES working paper series : working paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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Larges bets and stock market crashes
Kyle, Albert S.
;
Obizhaeva, Anna A.
-
2016
Persistent link: https://www.econbiz.de/10011633486
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2
Intraday trading invariance in the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2016
Persistent link: https://www.econbiz.de/10011633490
Saved in:
3
Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obizhaeva, Anna A.
;
Tuzun, Tugkan
-
2016
Persistent link: https://www.econbiz.de/10011633492
Saved in:
4
Invariance of buy-sell switching points
Bae, Kyoung-hun
;
Kyle, Albert S.
;
Lee, Eun Jung
; …
-
2016
Persistent link: https://www.econbiz.de/10011633494
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