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~isPartOf:"International review of economics & finance : IREF"
~person:"Chung, Kee H."
~person:"Misaki, Hiroumi"
~person:"Yamamoto, Ryuichi"
~type_genre:"Article in journal"
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Search: subject_exact:"Microstructure of markets"
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Market microstructure
4
Marktmikrostruktur
4
Börsenkurs
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Theorie
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Theory
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Volatility
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Volatilität
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Chung, Kee H.
Misaki, Hiroumi
Yamamoto, Ryuichi
Ryu, Doojin
2
Abad Díaz, David
1
Agudelo, Diego A.
1
Ben Omrane, Walid
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Bissoondoyal-Bheenick, Emawtee
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International review of economics & finance : IREF
Journal of banking & finance
3
Pacific-Basin finance journal
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Journal of financial economics
2
The financial review : the official publication of the Eastern Finance Association
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Asia-Pacific journal of financial studies
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Journal of economic dynamics & control
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ECONIS (ZBW)
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1
Realized volatility, price informativeness, and tick size : a market microstructure approach
Xiao, Xijuan
;
Yamamoto, Ryuichi
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 410-426
Persistent link: https://www.econbiz.de/10014446466
Saved in:
2
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:
3
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:
4
Special issue: Market microstructure and implications for regulatory policies
Chung, Kee H.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003749701
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