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~subject:"Wertpapierhandel"
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Wertpapierhandel
Theorie
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Liquidity
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Share price
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France
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Frankreich
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Mixture of distribution hypothesis
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2000-2009
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LeFol, Gaëlle
5
Darolles, Serge
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Gouriéroux, Christian
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Mero, Gulten
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Białkowski, Je̜drzej
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Boyer, Cécile
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ECONIS (ZBW)
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1
Mixture of distribution hypothesis : analyzing daily liquidity frictions and information flows
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 367-383
Persistent link: https://www.econbiz.de/10011920520
Saved in:
2
Measuring the liquidity part of volume
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of banking & finance
50
(
2015
),
pp. 92-105
Persistent link: https://www.econbiz.de/10010509138
Saved in:
3
Improving VWAP strategies : a dynamic volume approach
Białkowski, Je̜drzej
;
Darolles, Serge
;
LeFol, Gaëlle
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1709-1722
Persistent link: https://www.econbiz.de/10003774720
Saved in:
4
Ajustement des prix bid et ask en présence d'information privée
Boyer, Cécile
;
Gouriéroux, Christian
;
LeFol, Gaëlle
-
2001
Persistent link: https://www.econbiz.de/10001620407
Saved in:
5
Intraday transaction price dynamics
Darolles, Serge
;
Gouriéroux, Christian
;
LeFol, Gaëlle
- In:
Annales d'économie et de statistique
(
2000
),
pp. 207-238
Persistent link: https://www.econbiz.de/10001543535
Saved in:
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