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~isPartOf:"Journal of financial markets"
~isPartOf:"The accounting review : a publication of the American Accounting Association"
~person:"Kyle, Albert S."
~person:"Pástor, Ľuboš"
~person:"Stein, Jeremy C."
~person:"Truong, Cameron"
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Handelsvolumen der Börse
2
Trading volume
2
Aktienmarkt
1
Asymmetric information
1
Asymmetrische Information
1
Bid-ask spread
1
CAPM
1
Clustering
1
Cost of capital
1
Eigenkapital
1
Equity capital
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Geld-Brief-Spanne
1
Invariance
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Kapitalkosten
1
Liquidity
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Market frictions
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Market microstructure
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Marktmikrostruktur
1
Option pricing theory
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Option trading
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Optionsgeschäft
1
Optionspreistheorie
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Order shredding
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Securities trading
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Stock market
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TAQ data
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Tick size
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Trade size
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Transaktionskosten
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USA
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United States
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Volatility
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Volatilität
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Wertpapierhandel
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implied cost of equity capital
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information asymmetry
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options listing
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options trading volume
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Kyle, Albert S.
Pástor, Ľuboš
Stein, Jeremy C.
Truong, Cameron
Bondarenko, Oleg
2
Chung, Kee H.
2
Easley, David
2
Ronen, Tavy
2
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1
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1
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Cao, Charles Q.
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1
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1
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Journal of financial markets
The accounting review : a publication of the American Accounting Association
CEFIR and NES working papers
5
Working paper / National Bureau of Economic Research, Inc.
4
NES working paper series : working paper
3
Working papers / Rodney L. White Center for Financial Research
3
Journal of International Financial Markets, Institutions and Money
2
Journal of international financial markets, institutions & money
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NBER Working Paper
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NBER working paper series
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The journal of finance : the journal of the American Finance Association
2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of financial economics
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Pacific-Basin finance journal
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ECONIS (ZBW)
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Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obižaeva, Anna
;
Tuzun, Tugkan
- In:
Journal of financial markets
49
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013531193
Saved in:
2
Options trading and the cost of equity capital
Naiker, Vic
;
Navissi, Farshid
;
Truong, Cameron
- In:
The accounting review : a publication of the American …
88
(
2013
)
1
,
pp. 261-295
Persistent link: https://www.econbiz.de/10009711730
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