//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Frino, Alex"
~person:"Mykland, Per A."
~person:"Rime, Dagfinn"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Marktmikrostruktur"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Market microstructure
32
Marktmikrostruktur
32
Volatility
12
Volatilität
12
Theorie
9
Theory
9
Securities trading
8
Wertpapierhandel
8
Börsenkurs
7
Estimation theory
7
Schätztheorie
7
Share price
7
Australia
6
Australien
6
Capital income
6
Devisenmarkt
6
Foreign exchange market
6
Kapitaleinkommen
6
Derivat
4
Derivative
4
Estimation
4
Exchange rate
4
Microstructure
4
Schätzung
4
Wechselkurs
4
Bid-ask spread
3
CAPM
3
Geld-Brief-Spanne
3
Index futures
3
Index-Futures
3
Liquidity
3
Noise Trading
3
Noise trading
3
Arbitrage
2
Asymmetric information
2
Asymmetrische Information
2
Asynchronous times
2
Börsenmakler
2
Consistency
2
Currency speculation
2
more ...
less ...
Online availability
All
Undetermined
8
Free
4
Type of publication
All
Article
32
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
32
Graue Literatur
26
Non-commercial literature
26
Arbeitspapier
25
Working Paper
25
Aufsatz im Buch
3
Book section
3
Conference paper
2
Konferenzbeitrag
2
more ...
less ...
Language
All
English
31
Norwegian
1
Author
All
Frino, Alex
Mykland, Per A.
Rime, Dagfinn
O'Hara, Maureen
22
Easley, David
13
Chung, Kee H.
10
Gradojevic, Nikola
10
Ryu, Doojin
10
Theissen, Erik
10
Hung, Pi-Hsia
9
Grammig, Joachim
8
Li, Yingying
8
Menkhoff, Lukas
8
Nolte, Ingmar
8
Sensoy, Ahmet
8
Taylor, Mark P.
8
Van Ness, Robert A.
8
Andersen, Torben
7
Ap Gwilym, Owain
7
Aït-Sahalia, Yacine
7
Hautsch, Nikolaus
7
Kyle, Albert S.
7
Lepone, Andrew
7
Lien, Da-hsiang Donald
7
Liu, Zhi
7
Lyons, Richard K.
7
Marsh, Ian
7
Pagano, Michael S.
7
Reitz, Stefan
7
Schwartz, Robert A.
7
Subrahmanyam, Avanidhar
7
Yamamoto, Ryuichi
7
Zhang, Lan
7
Abergel, Frédéric
6
Bernhardt, Dan
6
Bollerslev, Tim
6
Bouchaud, Jean-Philippe
6
Frijns, Bart
6
Lehalle, Charles-Albert
6
Lillo, Fabrizio
6
more ...
less ...
Published in...
All
Journal of econometrics
5
Pacific-Basin finance journal
4
Australasian accounting business and finance journal : AABF
3
Journal of banking & finance
3
Journal of international money and finance
2
The journal of futures markets
2
Abacus : a journal of accounting, finance and business studies
1
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 business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international economics
1
Journal of money, credit and banking : JMCB
1
Journal of multinational financial management
1
Journal of the American Statistical Association : JASA
1
Pacific economic review
1
Penger og kreditt
1
The Scandinavian journal of economics
1
The financial review : the official publication of the Eastern Finance Association
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Reporting delays and the information content of off-market trades
Frino, Alex
;
Galati, Luca
;
Gerace, Dionigi
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2053-2067
Persistent link: https://www.econbiz.de/10013465864
Saved in:
2
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
3
Local parametric estimation in high frequency data
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 679-692
Persistent link: https://www.econbiz.de/10012262505
Saved in:
4
Algorithmic trading in turbulent markets
Zhou, Hao
;
Kalev, Petko S.
;
Frino, Alex
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012491255
Saved in:
5
The pricing and efficiency of Australian treasury bond futures
Frino, Alex
;
He, William Peng
;
Lepone, Andrew
- In:
Australasian accounting business and finance journal : AABF
8
(
2014
)
2
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010520035
Saved in:
6
Informed trading, flow toxucity and the impact on intraday trading factors
Wang Chun Wei
;
Gerace, Dionigi
;
Frino, Alex
- In:
Australasian accounting business and finance journal : AABF
7
(
2013
)
2
,
pp. 3-24
Persistent link: https://www.econbiz.de/10010246991
Saved in:
7
The impact of market maker copetition on market quality : evidence from an options exchange
Aspris, Angelo
;
Frino, Alex
;
Lepone, Andrew
- In:
Australasian accounting business and finance journal : AABF
6
(
2012
)
5
,
pp. 23-46
Persistent link: https://www.econbiz.de/10010244999
Saved in:
8
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
9
Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data
Chen, Richard Y.
;
Mykland, Per A.
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 79-103
Persistent link: https://www.econbiz.de/10011897700
Saved in:
10
Between data cleaning and inference : pre-averaging and robust estimators of the efficient price
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 242-262
Persistent link: https://www.econbiz.de/10011705124
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->