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~person:"Grammig, Joachim"
~person:"Linton, Oliver"
~person:"Obižaeva, Anna"
~subject:"Financial market"
~subject:"Share price"
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Search: subject_exact:"Mikrostrukturanalyse"
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Financial market
Share price
Market microstructure
51
Marktmikrostruktur
51
Theorie
24
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24
Volatility
19
Volatilität
19
Börsenkurs
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Grammig, Joachim
Linton, Oliver
Obižaeva, Anna
Hautsch, Nikolaus
27
Theissen, Erik
13
Horst, Ulrich
12
Lux, Thomas
12
Kyle, Albert S.
10
Cont, Rama
9
Diebold, Francis X.
9
Lillo, Fabrizio
9
O'Hara, Maureen
9
Hung, Pi-Hsia
8
Stoll, Hans R.
8
Bouchaud, Jean-Philippe
7
Hess, Dieter
7
Veredas, David
7
Abergel, Frédéric
6
Easley, David
6
Fohlin, Caroline
6
Frijns, Bart
6
Frino, Alex
6
Ibikunle, Gbenga
6
Large, Jeremy
6
Lien, Da-hsiang Donald
6
Podolskij, Mark
6
Pohlmeier, Winfried
6
Tourani Rad, Alireza
6
Alfarano, Simone
5
Bibinger, Markus
5
Fleming, Michael J.
5
Foucault, Thierry
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Gerhard, Frank
5
Gilbert, Aaron
5
Grass, Gunnar
5
Howison, Sam
5
Härdle, Wolfgang
5
Lo, Andrew W.
5
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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NES working paper series : working paper
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Cambridge working papers in economics
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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1
Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
22
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1
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
3
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
6
,
pp. 2163-2203
Persistent link: https://www.econbiz.de/10014445768
Saved in:
4
Market microstructure invariance: a dynamic equilibrium model
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494205
Saved in:
5
Adverse selection and liquidity: from theory to practice
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494209
Saved in:
6
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494212
Saved in:
7
The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
Saved in:
8
Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494216
Saved in:
9
Invariance in buy-sell switching points
Bae, Kyoung-hun
;
Bondarenko, Oleg
;
Lee, Eun Jung
; …
-
2020
Persistent link: https://www.econbiz.de/10012494223
Saved in:
10
Industrial organization, order Internalization, and invariance
Bondarenko, Oleg
;
Obižaeva, Anna
;
Wang, Yajun
-
2020
Persistent link: https://www.econbiz.de/10012494238
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