//--> //--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"Pacific-Basin finance journal"
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_exact:"Mikrostrukturanalyse"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Market microstructure
91
Marktmikrostruktur
91
Volatility
47
Volatilität
47
Börsenkurs
39
Share price
39
Estimation theory
31
Noise Trading
31
Noise trading
31
Schätztheorie
31
Time series analysis
28
Zeitreihenanalyse
28
Securities trading
25
Wertpapierhandel
25
Estimation
19
Schätzung
19
Theorie
19
Theory
19
Bourse
18
Börse
18
Capital income
18
Kapitaleinkommen
18
Market microstructure noise
16
Bid-ask spread
12
Geld-Brief-Spanne
12
Aktienmarkt
11
Stock market
11
High frequency data
10
High-frequency data
10
Microstructure noise
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Liquidity
9
Analysis of variance
8
Australia
8
Australien
8
Varianzanalyse
8
Anlageverhalten
7
Behavioural finance
7
Electronic trading
7
more ...
less ...
Online availability
All
Undetermined
53
Type of publication
All
Article
90
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
91
Aufsatz in Zeitschrift
91
Collection of articles of several authors
2
Sammelwerk
2
Language
All
English
91
Author
All
Li, Yingying
5
Mykland, Per A.
5
Aït-Sahalia, Yacine
4
Bollerslev, Tim
4
Christensen, Kim
4
Frino, Alex
4
Zhang, Lan
4
Andersen, Torben
3
Comerton-Forde, Carole
3
Podolskij, Mark
3
Yamamoto, Ryuichi
3
Bandi, Federico M.
2
Bibinger, Markus
2
Clinet, Simon
2
Hounyo, Ulrich
2
Hung, Pi-Hsia
2
Iwatsubo, Kentaro
2
Kalev, Petko S.
2
Lepone, Andrew
2
Linton, Oliver
2
Liu, Zhi
2
Meddahi, Nour
2
Oomen, Roel
2
Potiron, Yoann
2
Rhee, S. Ghon
2
Russell, Jeffrey R.
2
Wee, Marvin
2
Winkelmann, Lars
2
Xiu, Dacheng
2
Zhang, Zhiyuan
2
Zheng, Xinghua
2
Ahn, Hee-joon
1
Andreou, Elena
1
Archakov, Ilya
1
Banerjee, Anirban
1
Berkman, Henk
1
Boswijk, Herman Peter
1
Brunetti, Celso
1
Carpenter, Andrew
1
Cebiroglu, Gökhan
1
more ...
less ...
Published in...
All
Journal of econometrics
Pacific-Basin finance journal
Journal of financial markets
88
Journal of banking & finance
72
Journal of financial economics
59
Finance research letters
39
Journal of international financial markets, institutions & money
39
Quantitative finance
39
International review of financial analysis
36
Journal of empirical finance
35
Journal of international money and finance
28
Market microstructure and liquidity
25
The European journal of finance
25
International journal of finance & economics : IJFE
21
Journal of economic dynamics & control
21
NBER working paper series
21
The review of financial studies
21
The financial review : the official publication of the Eastern Finance Association
20
CFS working paper series
19
International review of economics & finance : IREF
19
Journal of financial and quantitative analysis : JFQA
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Working paper / National Bureau of Economic Research, Inc.
18
Research paper series / Swiss Finance Institute
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
The journal of futures markets
16
Economics letters
15
Research in international business and finance
15
Working paper
15
Economic modelling
14
NBER Working Paper
14
Review of quantitative finance and accounting
14
Working paper / Norges Bank
14
Discussion paper / Centre for Economic Policy Research
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of finance : the journal of the American Finance Association
13
SFB 649 discussion paper
12
more ...
less ...
Source
All
ECONIS (ZBW)
91
Showing
1
-
10
of
91
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
High-frequency traders' evolving role as market makers
Banerjee, Anirban
;
Roy, Prince
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463519
Saved in:
3
Dealership versus continuous auction : evidence from the JASDAQ market
Iwatsubo, Kentaro
;
Rhee, S. Ghon
;
Zhang, Ye Zhou
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463665
Saved in:
4
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
5
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
6
The drift burst hypothesis
Christensen, Kim
;
Oomen, Roel
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 461-497
Persistent link: https://www.econbiz.de/10013442150
Saved in:
7
Price limit and stock market quality : evidence from a quasi-natural experiment in the Chinese stock market
Zhang, Xiaotao
;
Wang, Ziqiao
;
Hao, Jing
;
He, Feng
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013389140
Saved in:
8
Order submission, information asymmetry, and tick size
Zhu, Hongyu
;
Yamamoto, Ryuichi
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013389193
Saved in:
9
Passive investors and concentration of intraday liquidity : evidence from the Tokyo Stock Exchange
Kitajima, Kiichi
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013389468
Saved in:
10
Reexamining the impact of closing call auction on market quality : a natural experiment from the Shanghai stock exchange
Han, Qian
;
Zhao, Chengzhi
;
Chen, Jing
;
Guo, Qian
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013389486
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->