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~person:"Bernhardt, Dan"
~person:"Langedijk, Sven"
~person:"Misaki, Hiroumi"
~type_genre:"Article in journal"
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Search: subject_exact:"Microstructure of markets"
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Bernhardt, Dan
Langedijk, Sven
Misaki, Hiroumi
O'Hara, Maureen
22
Frino, Alex
14
Easley, David
13
Chung, Kee H.
10
Gradojevic, Nikola
10
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10
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10
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9
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8
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8
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8
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8
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8
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7
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7
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7
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7
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7
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7
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7
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7
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7
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7
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7
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7
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7
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7
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7
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2
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1
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ECONIS (ZBW)
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1
Benchmarking liquidity proxies : the case of EU sovereign bonds
Langedijk, Sven
;
Monokroussos, George
;
Papanagiotou, …
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 321-329
Persistent link: https://www.econbiz.de/10012033770
Saved in:
2
Robustness of equilibrium in the Kyle model of informed speculation
Boulatov, Alex
;
Bernhardt, Dan
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 297-318
Persistent link: https://www.econbiz.de/10011458996
Saved in:
3
On robust properties of the SIML estimation of volatility under micro-market noise and random sampling
Misaki, Hiroumi
;
Kunitomo, Naoto
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 265-281
Persistent link: https://www.econbiz.de/10011573588
Saved in:
4
Asymmetric information and stock return cross-autocorrelations
Bernhardt, Dan
;
Mahani, Reza S.
- In:
Economics letters
96
(
2007
)
1
,
pp. 14-22
Persistent link: https://www.econbiz.de/10003485770
Saved in:
5
Kyle v. Kyle ('85 v. '89)
Bernhardt, Dan
;
Taub, Bart
- In:
Annals of finance
2
(
2006
)
1
,
pp. 23-38
Persistent link: https://www.econbiz.de/10003229731
Saved in:
6
Why do larger orders receive discounts on the London Stock Exchange?
Bernhardt, Dan
;
Dvoracek, Vladimir
;
Hughson, Eric
; …
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1343-1368
Persistent link: https://www.econbiz.de/10003352826
Saved in:
7
Intraday trade in dealership markets
Bernhardt, Dan
;
Hughson, Eric
- In:
European economic review : EER
46
(
2002
)
9
,
pp. 1697-1732
Persistent link: https://www.econbiz.de/10001705124
Saved in:
8
Splitting orders
Bernhardt, Dan
- In:
The review of financial studies
10
(
1997
)
1
,
pp. 69-101
Persistent link: https://www.econbiz.de/10001216513
Saved in:
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