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Mid-Price Prediction in a Limi...
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Tijs, Stef
22
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18
Brânzei, Rodica
18
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11
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10
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9
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7
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7
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7
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7
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7
Strijbosch, L. W. G.
7
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7
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6
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Raa, Thijs ten
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Duyn Schouten, Frank A. van der
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Quant, Marieke
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Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
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Modeling comovements in trading intensities to distinguish sector and stock specific news
Spierdijk, Laura
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692418
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Aggressive orders and the resiliency of a limit order market
Degryse, Hans
;
Jong, Frank de
;
Van Ravenswaaij, Maarten
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701524
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3
An empirical analysis of the role of the trading intensity in information dissemination on the NYSE
Spierdijk, Laura
(
contributor
)
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001660994
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The price impact of trades in illuquid stocks in periods of high and low market activity
Spierdijk, Laura
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contributor
); …
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001659719
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Stochastic volatility models with transaction time risk
Renault, Eric
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989255
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Forecast accuracy after pretesting with an application to the stock market
Danilov, Dmitry L.
(
contributor
);
Magnus, Jan R.
(
contributor
)
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692432
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Old folks and spoiled brats : why the baby boomers' saving crisis need not be that bad
Bütler, Monika
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contributor
);
Harms, Philipp
(
contributor
)
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001586638
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8
Empirical evidence on the role of trading suspensions in disseminating new information to the capital market
Engelen, Peter-Jan
(
contributor
);
Kabir, Rezaul
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001630203
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9
Do macroeconomic announcements cause asymmetric volatility
Goeij, Peter de
(
contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901531
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The economic value of predicting stock index returns and volatility
Marquering, Wessel A.
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contributor
); …
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2000
Persistent link: https://www.econbiz.de/10001528578
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