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~person:"Cao, H. Henry"
~person:"Cont, Rama"
~person:"Nyholm, Ken"
~person:"O'Hara, Maureen"
~person:"Takayama, Shino"
~subject:"Asymmetrische Information"
~subject:"Theory"
~subject:"Trading volume"
~type:"article"
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Asymmetrische Information
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Market microstructure
36
Marktmikrostruktur
36
Securities trading
17
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17
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17
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12
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10
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Cao, H. Henry
Cont, Rama
Nyholm, Ken
O'Hara, Maureen
Takayama, Shino
Easley, David
8
Ryu, Doojin
8
Aït-Sahalia, Yacine
7
Bouchaud, Jean-Philippe
7
Lillo, Fabrizio
7
Theissen, Erik
7
Abergel, Frédéric
6
Bernhardt, Dan
6
Hautsch, Nikolaus
6
Lyons, Richard K.
6
Rime, Dagfinn
6
Sensoy, Ahmet
6
Subrahmanyam, Avanidhar
6
Westerhoff, Frank H.
6
Evans, Martin D. D.
5
Lux, Thomas
5
Manzano Tovar, Carolina
5
Mykland, Per A.
5
Stenfors, Alexis
5
Chiarella, Carl
4
Frino, Alex
4
Gau, Yin-feng
4
Gerke, Wolfgang
4
Gradojevic, Nikola
4
Grammig, Joachim
4
He, Xue-zhong
4
Krahnen, Jan Pieter
4
Kyle, Albert S.
4
Madhavan, Ananth Narayan
4
Marsh, Ian
4
Menkhoff, Lukas
4
Moore, Michael J.
4
Obižaeva, Anna
4
Pascual, Roberto
4
Piccotti, Louis R.
4
Schwartz, Robert A.
4
Seppi, Duane J.
4
Stoll, Hans R.
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4
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3
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3
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2
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1
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1
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1
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Long memory in economics : with 50 tables
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ECONIS (ZBW)
22
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1
Cross-impact of order flow imbalance in equity markets
Cont, Rama
;
Cucuringu, Mihai
;
Zhang, Chao
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1373-1393
Persistent link: https://www.econbiz.de/10014419165
Saved in:
2
Analysis and modeling of client order flow in limit order markets
Cont, Rama
;
Cucuringu, Mihai
;
Glukhov, Vacslav
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10014232614
Saved in:
3
Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading
Takayama, Shino
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012666959
Saved in:
4
Universal features of price formation in financial markets : perspectives from deep learning
Sirignano, Justin
;
Cont, Rama
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1449-1459
Persistent link: https://www.econbiz.de/10012194797
Saved in:
5
Discerning information from trade data
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Journal of financial economics
120
(
2016
)
2
,
pp. 269-285
Persistent link: https://www.econbiz.de/10011590080
Saved in:
6
Optimal execution horizon
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 640-672
Persistent link: https://www.econbiz.de/10011350553
Saved in:
7
High frequency market microstructure
O'Hara, Maureen
- In:
Journal of financial economics
116
(
2015
)
2
,
pp. 267-270
Persistent link: https://www.econbiz.de/10011348519
Saved in:
8
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
9
The price impact of order book events
Cont, Rama
;
Kukanov, Arseniy
;
Stoikov, Sasha
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 47-88
Persistent link: https://www.econbiz.de/10010233613
Saved in:
10
Price, trade size, and information revelation in multi-period securities markets
Ozsoylev, Han N.
;
Takayama, Shino
- In:
Journal of financial markets
13
(
2010
)
1
,
pp. 49-76
Persistent link: https://www.econbiz.de/10003935476
Saved in:
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