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~person:"Hall, Anthony D."
~subject:"Transaktionskosten"
~subject:"Volatility"
~subject:"Wertpapierhandel"
~type_genre:"Aufsatz in Zeitschrift"
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Transaktionskosten
Volatility
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Hall, Anthony D.
Chung, Kee H.
9
Frino, Alex
9
Theissen, Erik
7
Wu, Chunchi
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O'Hara, Maureen
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Kyle, Albert S.
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Lepone, Andrew
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Hautsch, Nikolaus
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Tripathi, Abhinava
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of economic dynamics & control
1
Journal of financial markets
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ECONIS (ZBW)
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1
Resiliency of the limit order book
Lo, Danny K.
;
Hall, Anthony D.
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 222-244
Persistent link: https://www.econbiz.de/10011589534
Saved in:
2
Modelling the buy and sell intensity in a limit order book market
Hall, Anthony D.
;
Hautsch, Nikolaus
- In:
Journal of financial markets
10
(
2007
)
3
,
pp. 249-286
Persistent link: https://www.econbiz.de/10003612991
Saved in:
3
Order aggressiveness and order book dynamics
Hall, Anthony D.
;
Hautsch, Nikolaus
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 973-1005
Persistent link: https://www.econbiz.de/10003233831
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