//--> //--> //-->
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
~subject:"Marktmikrostruktur"
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:"Toxicity"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Marktmikrostruktur
Toxicity
16
VPIN
13
toxicity
13
Market microstructure
9
Securities trading
9
Wertpapierhandel
9
Flash crash
6
PIN
6
Pollution
6
Umweltbelastung
6
VIX
6
Handelsvolumen der Börse
5
Order flow toxicity
5
Pesticide
5
Pestizid
5
Trading volume
5
Welt
5
World
5
High-frequency trading
4
India
4
Order imbalance
4
Profitability
4
Volatility forecasting
4
pesticides
4
Acute toxicity
3
Agriculture
3
Agrochemicals
3
Börsenkurs
3
Chemical industry
3
Chemieindustrie
3
Fairtrade
3
Financial toxicity
3
Flash Crash
3
Flow toxicity
3
Landwirtschaft
3
Liquidity
3
Order Flow Toxicity
3
Order Imbalance
3
Pesticides
3
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Easley, David
5
O'Hara, Maureen
5
López de Prado, Marcos M.
4
Andersen, Torben
3
Bondarenko, Oleg
2
Bambade, Antoine
1
Frino, Alex
1
Gerace, Dionigi
1
Li, Te
1
Low, Rand Kwong Yew
1
Marsh, Terry Alan
1
Prado, Marcos M. López de
1
Wang Chun Wei
1
more ...
less ...
Published in...
All
Journal of financial markets
3
Australasian accounting business and finance journal : AABF
1
Journal of financial economics
1
Journal of mathematical finance
1
Journal of risk
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new way to compute the probability of informed trading
Bambade, Antoine
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 637-666
Persistent link: https://www.econbiz.de/10012433131
Saved in:
2
BV-VPIN: measuring the impact of order flow
toxicity
and liquidity on international equity markets
Low, Rand Kwong Yew
;
Li, Te
;
Marsh, Terry Alan
- In:
Journal of risk
21
(
2018/2019
)
2
,
pp. 63-97
Persistent link: https://www.econbiz.de/10011981423
Saved in:
3
Informed trading, flow toxucity and the impact on intraday trading factors
Wang Chun Wei
;
Gerace, Dionigi
;
Frino, Alex
- In:
Australasian accounting business and finance journal : AABF
7
(
2013
)
2
,
pp. 3-24
Persistent link: https://www.econbiz.de/10010246991
Saved in:
4
Discerning information from trade data
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Journal of financial economics
120
(
2016
)
2
,
pp. 269-285
Persistent link: https://www.econbiz.de/10011590080
Saved in:
5
Optimal execution horizon
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 640-672
Persistent link: https://www.econbiz.de/10011350553
Saved in:
6
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
7
VPIN and the Flash Crash : a rejoinder
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Journal of financial markets
17
(
2014
),
pp. 47-52
Persistent link: https://www.econbiz.de/10010436247
Saved in:
8
VPIN and the flash crash
Andersen, Torben
;
Bondarenko, Oleg
;
O'Hara, Maureen
- In:
Journal of financial markets
17
(
2014
),
pp. 1-46
Persistent link: https://www.econbiz.de/10010436257
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->