//--> //--> //-->
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:"Hautsch, Nikolaus"
~person:"Kyle, Albert S."
~person:"Pástor, Ľuboš"
~person:"Stein, Jeremy C."
~subject:"Investmentfonds"
~subject:"Securities trading"
~subject:"Share price"
~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:"trading volume"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Investmentfonds
Securities trading
Share price
Handelsvolumen der Börse
12
Trading volume
12
Theorie
9
Theory
9
USA
6
United States
6
Market microstructure
5
Marktmikrostruktur
5
Börsenkurs
4
Estimation
4
Schätzung
4
Volatility
3
Volatilität
3
Wertpapierhandel
3
ARCH model
2
ARCH-Modell
2
Anlageverhalten
2
Behavioural finance
2
Bid-ask spread
2
Capital income
2
Dauer
2
Duration
2
Financial market
2
Finanzmarkt
2
Geld-Brief-Spanne
2
Kapitaleinkommen
2
Liquidity
2
Transaction costs
2
Transaktionskosten
2
1965-1989
1
1979-2011
1
Adverse Selektion
1
Adverse selection
1
Aktienmarkt
1
Behavioral economics
1
CAPM
1
Capital market returns
1
Clustering
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Graue Literatur
23
Non-commercial literature
23
Arbeitspapier
22
Working Paper
22
Aufsatz in Zeitschrift
6
Collection of articles written by one author
1
Hochschulschrift
1
Sammlung
1
Thesis
1
more ...
less ...
Language
All
English
6
Author
All
Hautsch, Nikolaus
Kyle, Albert S.
Pástor, Ľuboš
Stein, Jeremy C.
Biktimirov, Ernest N.
5
Easley, David
5
Frino, Alex
5
Ryu, Doojin
5
Subrahmanyam, Avanidhar
5
Wu, Chunchi
5
Abraham, Rebecca
4
Bhattacharjee, Nayanjyoti
4
Blau, Benjamin
4
Będowska-Sójka, Barbara
4
Chou, Robin K.
4
Chung, Kee H.
4
De, Anupam
4
Hendershott, Terrence
4
Huang, Han-Ching
4
Kalev, Petko S.
4
McInish, Thomas H.
4
Narayan, Paresh Kumar
4
O'Hara, Maureen
4
Olibe, Kingsley O.
4
Pascual, Roberto
4
Rhee, S. Ghon
4
Shen, Dehua
4
Singh, Balwinder
4
Van Ness, Robert A.
4
Zhang, Wei
4
Abudy, Menachem
3
Afego, Pyemo N.
3
Ante, Lennart
3
Asai, Manabu
3
Cai, Jun
3
Chan, Kalok
3
Chiah, Mardy
3
Ciner, Cetin
3
Corwin, Shane Anthony
3
Dey, Malay K.
3
Dodd, Olga
3
Fong, Wai-ming
3
Garvey, Ryan
3
Gurgul, Henryk
3
more ...
less ...
Published in...
All
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial markets
1
Market microstructure and liquidity
1
The journal of finance : the journal of the American Finance Association
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obižaeva, Anna
;
Tuzun, Tugkan
- In:
Journal of financial markets
49
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013531193
Saved in:
2
Order exposure and liquidity coordination : does hidden liquidity harm price efficiency?
Cebiroglu, Gökhan
;
Hautsch, Nikolaus
;
Horst, Ulrich
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012819933
Saved in:
3
Do funds make more when they trade more?
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1483-1528
Persistent link: https://www.econbiz.de/10011738903
Saved in:
4
Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model
Hautsch, Nikolaus
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3978-4015
Persistent link: https://www.econbiz.de/10003804813
Saved in:
5
Stochastic conditional intensity processes
Bauwens, Luc
;
Hautsch, Nikolaus
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 450-493
Persistent link: https://www.econbiz.de/10003354109
Saved in:
6
Forecasting crashes:
trading
volume
, past returns, and conditional skewness in stock prices
Cheng, Zhenyi
;
Hong, Harrison G.
;
Stein, Jeremy C.
- In:
Journal of financial economics
61
(
2001
)
3
,
pp. 345-381
Persistent link: https://www.econbiz.de/10001596508
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->