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~person:"Piccotti, Louis R."
~subject:"Market efficiency"
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Market efficiency
Devisenmarkt
5
Foreign exchange market
5
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Foreign exchange market microstructure
3
Market microstructure
3
Marktmikrostruktur
3
Theorie
3
Theory
3
Asymmetric information
2
Asymmetrische Information
2
Börsenkurs
2
Estimation
2
Information share
2
Price discovery
2
Schätzung
2
Share price
2
Bid-ask spread
1
Bid–Ask spreads
1
Cojumps
1
Currency derivative
1
Currency option
1
Devisenoption
1
Efficiency
1
Effizienz
1
FX options
1
Geld-Brief-Spanne
1
Geography of trade
1
Information dissemination
1
Informationsverbreitung
1
Jumps
1
Stochastic process
1
Stochastic volatility bias
1
Stochastischer Prozess
1
Volatility
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Volatilität
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Währungsderivat
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Piccotti, Louis R.
Levich, Richard M.
3
Potì, Valerio
3
Brown, Alasdair
1
Cheung, Adrian Wai Kong
1
Choo, Astrophel Kim
1
Conlon, Thomas
1
Cucurachi, Paolo
1
Diniz-Maganini, Natalia
1
Dockery, Everton
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Flepp, Raphael
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Franck, Egon
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Inci, Ahmet Can
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Jayakumar, Chaithanya
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Kamaiah, Bandi
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Kara, Hakan
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Kayal, Parthajit
1
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1
Kim, Young Ju
1
Kitamura, Yoshihiro
1
Kumar, Anoop S.
1
Maheswaran, S.
1
Merz, Oliver
1
Pattitoni, Pierpaolo
1
Ramirez, Andrés
1
Rasheed, Abdul M. A.
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Saraoglu, Hakan
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Sheng, Hsia Hua
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Su, Jen-je
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Journal of banking & finance
1
Journal of financial markets
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ECONIS (ZBW)
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Jumps, cojumps, and efficiency in the spot foreign exchange market
Piccotti, Louis R.
- In:
Journal of banking & finance
87
(
2018
),
pp. 49-67
Persistent link: https://www.econbiz.de/10011962493
Saved in:
2
Pricing errors and the geography of trade in the foreign exchange market
Piccotti, Louis R.
- In:
Journal of financial markets
28
(
2016
),
pp. 46-69
Persistent link: https://www.econbiz.de/10011722230
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