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~person:"Alfarano, Simone"
~person:"Linton, Oliver"
~person:"Obižaeva, Anna"
~subject:"Share price"
~subject:"market microstructure"
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Search: subject_exact:"Mikrostrukturanalyse"
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Share price
market microstructure
Market microstructure
33
Marktmikrostruktur
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bid-ask spread
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Alfarano, Simone
Linton, Oliver
Obižaeva, Anna
Hautsch, Nikolaus
21
Theissen, Erik
13
Horst, Ulrich
11
Reitz, Stefan
10
Cont, Rama
9
Lillo, Fabrizio
9
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8
Hung, Pi-Hsia
8
Kyle, Albert S.
8
Lux, Thomas
8
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8
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7
Hess, Dieter
7
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7
Veredas, David
7
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6
Easley, David
6
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6
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6
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6
Ibikunle, Gbenga
6
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6
Lien, Da-hsiang Donald
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Podolskij, Mark
6
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6
Tourani Rad, Alireza
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5
Bibinger, Markus
5
Bondarenko, Oleg
5
Gerhard, Frank
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Gilbert, Aaron
5
Gould, Martin
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Grass, Gunnar
5
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5
Li, Yingying
5
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
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Long memory in economics : with 50 tables
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ECONIS (ZBW)
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1
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
3
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
6
,
pp. 2163-2203
Persistent link: https://www.econbiz.de/10014445768
Saved in:
4
Adverse selection and liquidity: from theory to practice
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494209
Saved in:
5
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494212
Saved in:
6
The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
Saved in:
7
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:
8
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
Saved in:
9
Invariance in buy-sell switching points
Bae, Kyoung-hun
;
Bondarenko, Oleg
;
Lee, Eun Jung
; …
-
2020
Persistent link: https://www.econbiz.de/10012494223
Saved in:
10
Industrial organization, order Internalization, and invariance
Bondarenko, Oleg
;
Obižaeva, Anna
;
Wang, Yajun
-
2020
Persistent link: https://www.econbiz.de/10012494238
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