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~person:"Cao, H. Henry"
~person:"Cont, Rama"
~person:"Nyholm, Ken"
~person:"Takayama, Shino"
~subject:"Asymmetrische Information"
~subject:"Theory"
~type:"article"
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Asymmetrische Information
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Market microstructure
10
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7
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7
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7
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6
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Cao, H. Henry
Cont, Rama
Nyholm, Ken
Takayama, Shino
O'Hara, Maureen
11
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
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4
Seppi, Duane J.
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
Chung, Kee H.
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Quantitative finance
2
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1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Long memory in economics : with 50 tables
1
The journal of business : B
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ECONIS (ZBW)
8
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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
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:
3
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:
4
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:
5
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:
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:
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