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~subject:"Marktmikrostruktur"
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Marktmikrostruktur
Trade direction
6
Latin America
4
income inequality
4
trade direction
4
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3
Behavioural finance
3
Börsenkurs
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Handelsvolumen der Börse
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Inferring trade direction
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Information content
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Lateinamerika
2
Limits to arbitrage
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Schätzung
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Short-selling restrictions
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TORQ database
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Trade liberalization
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Trade openness
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Trade size
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Trading volume
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liquidity
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trade direction algorithm
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trade openness
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Aktienmarkt
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Arbitrage
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Clinet, Simon
1
Jurkatis, Simon Willi
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Potiron, Yoann
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Ryu, Doojin
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Emerging markets review
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Three essays in financial economics
Jurkatis, Simon Willi
-
2018
Persistent link: https://www.econbiz.de/10012169133
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2
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
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3
Price impact asymmetry of futures trades :
trade
direction
and trade size
Ryu, Doojin
- In:
Emerging markets review
14
(
2013
),
pp. 110-130
Persistent link: https://www.econbiz.de/10009727962
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