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~person:"Potiron, Yoann"
~person:"Theissen, Erik"
~subject:"Marktmikrostruktur"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Aktienkurs"
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Marktmikrostruktur
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Börsenkurs
22
Share price
22
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11
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11
Estimation
10
Market microstructure
10
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6
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Aufsatz in Zeitschrift
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Potiron, Yoann
Theissen, Erik
Gupta, Rangan
17
Jarrow, Robert A.
14
O'Hara, Maureen
14
Subrahmanyam, Avanidhar
13
Timmermann, Allan
12
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11
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11
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11
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10
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10
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9
Faff, Robert W.
9
Garcia, René
9
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9
Madhavan, Ananth Narayan
9
Viswanathan, S.
9
Wohar, Mark E.
9
Foucault, Thierry
8
Frijns, Bart
8
Gil-Alaña, Luis A.
8
He, Xue-zhong
8
Hung, Pi-Hsia
8
Levy, Haim
8
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8
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8
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8
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8
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8
Allen, Franklin
7
Chung, Kee H.
7
Dai, Zhifeng
7
Dow, James
7
Frino, Alex
7
Gorton, Gary
7
Harvey, David I.
7
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7
Hudson, Robert
7
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
The European journal of finance
2
European financial management : the journal of the European Financial Management Association
1
Journal of empirical finance
1
Journal of financial intermediation
1
Journal of institutional and theoretical economics : JITE
1
Schmalenbach business review : sbr
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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ECONIS (ZBW)
13
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1
Disentangling sources of high frequency market microstructure noise
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 18-39
Persistent link: https://www.econbiz.de/10012424496
Saved in:
2
Local parametric estimation in high frequency data
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 679-692
Persistent link: https://www.econbiz.de/10012262505
Saved in:
3
Liquidity in the German stock market
Johann, Thomas
;
Scharnowski, Stefan
;
Theissen, Erik
; …
- In:
Schmalenbach business review : sbr
71
(
2019
)
4
,
pp. 443-473
Persistent link: https://www.econbiz.de/10012108571
Saved in:
4
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 289-337
Persistent link: https://www.econbiz.de/10012302598
Saved in:
5
What can we learn from stock prices? : cash flow, risk, and shareholder welfare
Theissen, Erik
- In:
Journal of institutional and theoretical economics : JITE
175
(
2019
)
1
,
pp. 200-204
Persistent link: https://www.econbiz.de/10012057243
Saved in:
6
Efficient asymptotic variance reduction when estimating volatility in high frequency data
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 103-142
Persistent link: https://www.econbiz.de/10012110370
Saved in:
7
Liquidity dynamics in an electronic open limit order book : an event study approach
Gomber, Peter
;
Schweickert, Uwe
;
Theissen, Erik
- In:
European financial management : the journal of the …
21
(
2015
)
1
,
pp. 52-78
Persistent link: https://www.econbiz.de/10010516705
Saved in:
8
A partially linear approach to modeling the dynamics of spot and futures prices
Gaul, Jürgen
;
Theissen, Erik
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 371-384
Persistent link: https://www.econbiz.de/10011348414
Saved in:
9
Price discovery in spot and futures markets : a reconsideration
Theissen, Erik
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 969-987
Persistent link: https://www.econbiz.de/10009691772
Saved in:
10
Price discovery in floor and screen trading systems
Theissen, Erik
- In:
Journal of empirical finance
9
(
2002
)
4
,
pp. 455-474
Persistent link: https://www.econbiz.de/10001711976
Saved in:
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