//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CFS working paper series"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Quantitative finance"
~language:"eng"
~person:"Ciacci, Alberto"
~source:"econis"
~subject:"Bid-ask spread"
~subject:"Liquidity"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Wertpapierhandel"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Bid-ask spread
Liquidity
Börsenkurs
1
Estimation
1
Handelsvolumen der Börse
1
Kalman filter
1
Liquidität
1
Market microstructure
1
Marktmikrostruktur
1
Order flow imbalance
1
Price impact
1
Schätzung
1
Securities trading
1
Share price
1
State space model
1
Theorie
1
Theory
1
Trading volume
1
Volatility
1
Volatilität
1
Wertpapierhandel
1
Zustandsraummodell
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
Author
All
Ciacci, Alberto
Hautsch, Nikolaus
3
Abergel, Frédéric
2
Cebiroglu, Gökhan
2
Lillo, Fabrizio
2
Toke, Ioane Muni
2
Bouchaud, Jean-Philippe
1
Bucci, Frederic
1
Cartea, Álvaro
1
Cera, Katharina
1
Chang, Patrick
1
Chen, Ying
1
Chevalier, Etienne
1
Chua, Wee Song
1
Eisler, Zoltan
1
Field, Jonathan
1
Friewald, Nils
1
Gençay, Ramazan
1
Grammig, Joachim G.
1
Hofmeister, Tyler
1
Horst, Ulrich
1
Huang, Ruihong
1
Härdle, Wolfgang
1
Isaac, Alan Glen
1
Jankowitsch, Rainer
1
Jedidi, Aymen
1
Ju, Geonhwan
1
Kijima, Masaaki
1
Kim, Kyoung-Kuk
1
Kim, Sung-hun
1
Large, Jeremy
1
Lehalle, Charles-Albert
1
Lim, Dong-Young
1
Livieri, Giulia
1
Lu, Xiaofei
1
Ly Vath, Vathana
1
Mahmoodzadeh, S.
1
Mastromatteo, Iacopo
1
Mertens, Luca Philippe
1
Morariu-Patrichi, Maxime
1
more ...
less ...
Published in...
All
CFS working paper series
International journal of theoretical and applied finance
Quantitative finance
Source
All
ECONIS (ZBW)
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->