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~isPartOf:"NES working paper series : working paper"
~person:"Andersen, Torben"
~person:"Hautsch, Nikolaus"
~subject:"Handelsvolumen der Börse"
~subject:"Trading volume"
~subject:"United States"
~subject:"Volatility"
~subject:"Zinsderivat"
~type_genre:"Graue Literatur"
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Handelsvolumen der Börse
Trading volume
United States
Volatility
Zinsderivat
Bid-ask spread
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Electronic trading
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Elektronisches Handelssystem
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high-frequency trad-ing
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invariance
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Andersen, Torben
Hautsch, Nikolaus
Obižaeva, Anna
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NES working paper series : working paper
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Intraday trading invariancein the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012494219
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