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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of financial economics"
~person:"Chung, Kee H."
~person:"Misaki, Hiroumi"
~type_genre:"Article in journal"
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Search: subject_exact:"Microstructure of markets"
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Market microstructure
5
Marktmikrostruktur
5
Börsenkurs
3
Share price
3
Theorie
3
Theory
3
Bid-ask spread
2
Geld-Brief-Spanne
2
Liquidity
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Volatility
2
Volatilität
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1990-1991
1
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Integrated volatility with micro-market noise
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Market microstructure model
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Market structure
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Marktstruktur
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Noise Trading
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Option moneyness
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Chung, Kee H.
Misaki, Hiroumi
O'Hara, Maureen
7
Subrahmanyam, Avanidhar
3
Bloomfield, Robert
2
Chordia, Tarun
2
Conrad, Jennifer S.
2
Easley, David
2
Ready, Mark J.
2
Ryu, Doojin
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1
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1
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Ben Omrane, Walid
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Chung, Dennis Y.
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Chuwonganant, Chairat
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International review of economics & finance : IREF
Journal of financial economics
Journal of banking & finance
3
The financial review : the official publication of the Eastern Finance Association
2
Asia-Pacific journal of financial studies
1
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ECONIS (ZBW)
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1
Trade duration, informed trading, and option moneyness
Chung, Kee H.
;
Park, Seongkyu Gilbert
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 395-411
Persistent link: https://www.econbiz.de/10011626088
Saved in:
2
On robust properties of the SIML estimation of volatility under micro-market noise and random sampling
Misaki, Hiroumi
;
Kunitomo, Naoto
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 265-281
Persistent link: https://www.econbiz.de/10011573588
Saved in:
3
Uncertainty, market structure, and liquidity
Chung, Kee H.
;
Chuwonganant, Chairat
- In:
Journal of financial economics
113
(
2014
)
3
,
pp. 476-499
Persistent link: https://www.econbiz.de/10010495807
Saved in:
4
Special issue: Market microstructure and implications for regulatory policies
Chung, Kee H.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003749701
Saved in:
5
Limit orders and the bid-ask spread
Chung, Kee H.
;
VanNess, Bonnie F.
;
VanNess, Robert A.
- In:
Journal of financial economics
53
(
1999
)
2
,
pp. 255-287
Persistent link: https://www.econbiz.de/10001387836
Saved in:
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