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~person:"Cao, H. Henry"
~person:"Cont, Rama"
~person:"Nyholm, Ken"
~person:"O'Hara, Maureen"
~subject:"Asymmetrische Information"
~subject:"Theory"
~type:"article"
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Asymmetrische Information
Theory
Market microstructure
34
Marktmikrostruktur
34
Securities trading
16
Theorie
16
Wertpapierhandel
16
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11
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11
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market microstructure
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17
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Cao, H. Henry
Cont, Rama
Nyholm, Ken
O'Hara, Maureen
Aït-Sahalia, Yacine
7
Abergel, Frédéric
6
Bernhardt, Dan
6
Bouchaud, Jean-Philippe
6
Easley, David
6
Lillo, Fabrizio
6
Lyons, Richard K.
6
Ryu, Doojin
6
Westerhoff, Frank H.
6
Evans, Martin D. D.
5
Lux, Thomas
5
Manzano Tovar, Carolina
5
Mykland, Per A.
5
Rime, Dagfinn
5
Subrahmanyam, Avanidhar
5
Theissen, Erik
5
Chiarella, Carl
4
Gau, Yin-feng
4
Gerke, Wolfgang
4
Grammig, Joachim
4
Hautsch, Nikolaus
4
He, Xue-zhong
4
Madhavan, Ananth Narayan
4
Pascual, Roberto
4
Piccotti, Louis R.
4
Schwartz, Robert A.
4
Seppi, Duane J.
4
Stenfors, Alexis
4
Stoll, Hans R.
4
Sviščuk, Anatolij
4
Alfonsi, Aurélien
3
Ap Gwilym, Owain
3
Blocher, Jesse
3
Brockman, Paul
3
Chelley-Steeley, Patricia L.
3
Chordia, Tarun
3
Christensen, Kim
3
Chung, Dennis Y.
3
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Journal of financial economics
3
The journal of finance : the journal of the American Finance Association
3
Quantitative finance
2
Finance
1
Financial markets and asset pricing
1
Journal of applied econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Long memory in economics : with 50 tables
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of business : B
1
The review of financial studies
1
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ECONIS (ZBW)
17
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Volatility clustering in financial markets : empirical facts and agent-based models
Cont, Rama
- In:
Long memory in economics : with 50 tables
,
(pp. 289-309)
.
2006
Persistent link: https://www.econbiz.de/10003375648
Saved in:
7
Inventory information
Cao, H. Henry
;
Evans, Martin D. D.
;
Lyons, Richard K.
- In:
The journal of business : B
79
(
2006
)
1
,
pp. 325-364
Persistent link: https://www.econbiz.de/10003302018
Saved in:
8
Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken
- In:
Journal of applied econometrics
18
(
2003
)
4
,
pp. 457-470
Persistent link: https://www.econbiz.de/10001779861
Saved in:
9
Microstructure and asset pricing
Easley, David
;
O'Hara, Maureen
-
2003
Persistent link: https://www.econbiz.de/10001832920
Saved in:
10
Presidential address : liquidity and price discovery
O'Hara, Maureen
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1335-1354
Persistent link: https://www.econbiz.de/10001780663
Saved in:
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