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~person:"Barberis, Nicholas"
~person:"Kyle, Albert S."
~person:"Obizhaeva, Anna A."
~person:"Pástor, Ľuboš"
~person:"Ranaldo, Angelo"
~person:"Stein, Jeremy C."
~subject:"Geld-Brief-Spanne"
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Geld-Brief-Spanne
Trading volume
55
Handelsvolumen der Börse
52
Theorie
25
Theory
25
Volatility
18
Volatilität
18
Market microstructure
17
Marktmikrostruktur
17
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16
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11
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7
1979-2011
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Aktienmarkt
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Barberis, Nicholas
Kyle, Albert S.
Obizhaeva, Anna A.
Pástor, Ľuboš
Ranaldo, Angelo
Stein, Jeremy C.
Theissen, Erik
8
Lagos, Ricardo
6
Fleming, Michael J.
5
Obižaeva, Anna
5
Rocheteau, Guillaume
5
Yamada, Masahiro
5
Chung, Kee H.
4
Easley, David
4
Freihube, Thorsten
4
O'Hara, Maureen
4
Ryu, Doojin
4
Verousis, Thanos
4
Abudy, Menachem
3
Anderson, Hamish D.
3
Biais, Bruno
3
Brooks, Raymond M.
3
Chakravarty, Sugato
3
Chordia, Tarun
3
Declerck, Fany
3
Foucault, Thierry
3
Frino, Alex
3
Kozhan, Roman
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Köksal, Bülent
3
Lepone, Andrew
3
Marshall, Ben R.
3
Moinas, Sophie
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Norden, Lars L.
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Pham, Thu Phuong
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Sarkar, Asani
3
Subrahmanyam, Avanidhar
3
Tham, Wing Wah
3
Upper, Christian
3
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3
Wu, Chunchi
3
Ahn, Hee-joon
2
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2
Ap Gwilym, Owain
2
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2
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NES working paper series : working paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of financial markets
1
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ECONIS (ZBW)
5
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1
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
Saved in:
4
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:
5
Market microstructure invariance : empirical hypotheses
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1345-1404
Persistent link: https://www.econbiz.de/10011611092
Saved in:
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