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~isPartOf:"CEFIR and NES working papers"
~subject:"Anlageverhalten"
~subject:"Stock market"
~subject:"USA"
~type_genre:"Non-commercial literature"
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Anlageverhalten
Stock market
USA
Market microstructure
8
Marktmikrostruktur
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5
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5
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4
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Imperfect competition
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Kapitalmarkttheorie
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Kyle, Albert S.
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Obizhaeva, Anna A.
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Bae, Kyoung-hun
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
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NES working paper series : working paper
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SFB 649 discussion paper
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
3
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Meddelanden från Svenska Handelshögskolan
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Rodney L. White Center for Financial Research
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Dimensional analysis and market microstructure
Kyle, Albert S.
;
Obizhaeva, Anna A.
-
2017
Persistent link: https://www.econbiz.de/10011633500
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2
Smooth trading with overconfidence and market power
Kyle, Albert S.
;
Obizhaeva, Anna A.
;
Wang, Yajun
-
2016
Persistent link: https://www.econbiz.de/10011633484
Saved in:
3
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:
4
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:
5
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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