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Privileges and their effect on the efficiency of stock markets : an experimental study
Gerke, Wolfgang; Arneth, Stefan; Kugler, Patrick - In: German financial markets and institutions: selected studies, (pp. 225-253). 2002
Persistent link: https://www.econbiz.de/10001705560
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The market maker privilege in an experimental computerised stock market
Gerke, Wolfgang; Arneth, Stefan; Bosch, Robert - In: Finanzmärkte im Umbruch, (pp. 173-201). 2000
Persistent link: https://www.econbiz.de/10001554011
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Large Large-trader activity weakens the long memory of limit order markets
Primicerio, Kevin; Challet, Damien - In: Market microstructure and liquidity 4 (2018) 1/2, pp. 1-12
Persistent link: https://www.econbiz.de/10012256411
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Three essays in financial economics
Jurkatis, Simon Willi - 2018
Persistent link: https://www.econbiz.de/10012169133
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Information, liquidity, and dynamic limit order markets
Riccò, Roberto; Rindi, Barbara; Seppi, Duane J. - 2020 - This Version: March, 2020
Persistent link: https://www.econbiz.de/10012200670
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Estimating probability of informed trading on the Bucharest stock exchange
Cepoi, Cosmin Octavian; Toma, Filip Mihai - In: Finance a úvěr 66 (2016) 2, pp. 140-160
Persistent link: https://www.econbiz.de/10011618713
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Equity trading
Fohlin, Caroline - In: Research handbook of financial markets, (pp. 358-377). 2023
Persistent link: https://www.econbiz.de/10014331077
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Liquidity and information-based trading on the order driven capital market : the case of the Prague stock exchange
Němček, Libor - 1997
Persistent link: https://www.econbiz.de/10000645684
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Limit order book dynamics and asset liquidity
Pristas, Georg - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003754583
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A blocking and regularization approach to high dimensional realized covariance estimation
Hautsch, Nikolaus; Kyj, Lada M.; Oomen, Roel C.A. - 2009
We introduce a regularization and blocking estimator for well-conditioned high-dimensional daily covariances using high-frequency data. Using the Barndorff-Nielsen, Hansen, Lunde, and Shephard (2008a) kernel estimator, we estimate the covariance matrix block-wise and regularize it. A data-driven...
Persistent link: https://www.econbiz.de/10003893144