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~person:"Hong, Harrison G."
~person:"Kyle, Albert S."
~person:"Pástor, Ľuboš"
~person:"Stein, Jeremy C."
~subject:"Estimation"
~subject:"Geld-Brief-Spanne"
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Search: subject:"trading volume"
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Estimation
Geld-Brief-Spanne
Handelsvolumen der Börse
34
Trading volume
34
Theorie
17
Theory
17
USA
16
United States
16
Volatility
14
Volatilität
14
Market microstructure
13
Marktmikrostruktur
13
Securities trading
10
Wertpapierhandel
10
Schätzung
9
Capital income
8
Kapitaleinkommen
8
Anlageverhalten
7
Behavioural finance
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Börsenkurs
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1979-2011
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Aktienmarkt
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Capital market returns
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Investmentfonds
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Bid-ask spread
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Financial analysis
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Finanzanalyse
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Information dissemination
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Informationsverbreitung
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Transaction costs
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Transaktionskosten
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liquidity
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Electronic trading
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Elektronisches Handelssystem
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Hong, Harrison G.
Kyle, Albert S.
Pástor, Ľuboš
Stein, Jeremy C.
Hautsch, Nikolaus
16
Theissen, Erik
11
Taylor, Lucian A.
10
Stambaugh, Robert F.
9
Easley, David
7
O'Hara, Maureen
7
Frino, Alex
6
Härdle, Wolfgang
6
Lagos, Ricardo
6
Lo, Andrew W.
6
Pohlmeier, Winfried
6
Wang, Jiang
6
Ben-David, Itzhak
5
Birru, Justin
5
Christiano, Lawrence J.
5
Fleming, Michael J.
5
Kempf, Alexander
5
Lauterbach, Beni
5
Malec, Peter
5
Obižaeva, Anna
5
Prokopenya, Viktor
5
Rime, Dagfinn
5
Rocheteau, Guillaume
5
Ryu, Doojin
5
Schienle, Melanie
5
Solheim, Haakon
5
Yamada, Masahiro
5
Bjønnes, Geir H.
4
Będowska-Sójka, Barbara
4
Chari, Varadarajan V.
4
Cheung, Yin-Wong
4
Chung, Kee H.
4
Freihube, Thorsten
4
Grammig, Joachim
4
Gurgul, Henryk
4
Han, Song
4
Henke, Harald
4
Korn, Olaf
4
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3
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
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1
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ECONIS (ZBW)
13
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date (oldest first)
1
The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
Saved in:
2
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:
3
Intraday trading invariancein the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012494219
Saved in:
4
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:
5
Do funds make more when they trade more?
Pástor, Ľuboš
;
Stanbaugh, Robert F.
;
Taylor, Lucian A.
-
2016
Persistent link: https://www.econbiz.de/10011843740
Saved in:
6
Do funds make more when they trade more?
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
-
2015
Persistent link: https://www.econbiz.de/10011522122
Saved in:
7
Do funds make more when they trade more?
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
-
2014
Persistent link: https://www.econbiz.de/10010484240
Saved in:
8
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:
9
Market microstructure invariance : empirical hypotheses
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1345-1404
Persistent link: https://www.econbiz.de/10011611092
Saved in:
10
Forecasting Crashes :
Trading
Volume
, Past Returns and Conditional Skewness in Stock Prices
Chen, Joseph
-
2010
pronounced in stocks that have experienced: 1) an increase in
trading
volume
relative to trend over the prior six months; and 2 …
Persistent link: https://www.econbiz.de/10012763325
Saved in:
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