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~isPartOf:"NES working paper series : working paper"
~person:"Barberis, Nicholas"
~person:"Grammig, Joachim"
~person:"Kyle, Albert S."
~person:"Obizhaeva, Anna A."
~person:"Pástor, Ľuboš"
~person:"Stein, Jeremy C."
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Bid-ask spread
3
Geld-Brief-Spanne
3
Handelsvolumen der Börse
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Market microstructure
3
Marktmikrostruktur
3
Trading volume
3
liquidity
3
Theorie
2
Theory
2
Transaction costs
2
Transaktionskosten
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Volatility
2
Volatilität
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invariance
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market microstructure
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volatility
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Aktienmarkt
1
Anleihe
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Bank liquidity
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Bankenliquidität
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Bond
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Bourse
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Börse
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Börsenkurs
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Electronic trading
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Elektronisches Handelssystem
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Financial market
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Finanzmarkt
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Futures
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Liquidity
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Liquidität
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Market microstructure,invariance
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Repo transactions
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Repo-Geschäft
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Securities trading
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Share price
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Stock market
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Time series analysis
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Wertpapierhandel
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Zeitreihenanalyse
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Barberis, Nicholas
Grammig, Joachim
Kyle, Albert S.
Obizhaeva, Anna A.
Pástor, Ľuboš
Stein, Jeremy C.
Obižaeva, Anna
5
Bondarenko, Oleg
3
Andersen, Torben
1
Bae, Kyoung-hun
1
Lee, Eun Jung
1
Wang, Yajun
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NES working paper series : working paper
Working paper / National Bureau of Economic Research, Inc.
6
CEFIR and NES working papers
5
NBER Working Paper
4
NBER working paper series
3
Working papers / Rodney L. White Center for Financial Research
3
CFS working paper series
2
Journal of financial economics
2
The journal of finance : the journal of the American Finance Association
2
Bonn Econ Discussion Papers / BGSE
1
Börsen, Banken und Kapitalmärkte : Festschrift für Hartmut Schmidt zum 65. Geburtstag
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Discussion papers of interdisciplinary research project 373
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
FEDS Working Paper
1
Finance and economics discussion series
1
Handbook of behavioral economics - foundations and applications ; volume 1
1
Handbook of behavioral economics ; 1
1
Journal of econometrics
1
Journal of financial markets
1
Robert H. Smith School Research Paper
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
Working paper series / Finance / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
1
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
1
Yale ICF Working Paper
1
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ECONIS (ZBW)
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The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
Saved in:
2
Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494216
Saved in:
3
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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