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~subject:"Estimation"
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Estimation
Trading volume
3,128
Handelsvolumen der Börse
2,991
Börsenkurs
1,425
Share price
1,416
Volatility
948
Volatilität
923
Theorie
765
Theory
763
Capital income
708
Kapitaleinkommen
708
Aktienmarkt
649
Stock market
643
Wertpapierhandel
623
Securities trading
615
Schätzung
586
USA
506
Behavioural finance
501
United States
501
Anlageverhalten
500
Liquidity
404
Liquidität
357
Market microstructure
307
Marktmikrostruktur
303
trading volume
300
Bid-ask spread
273
Geld-Brief-Spanne
270
Ankündigungseffekt
252
Announcement effect
252
Börse
174
Market liquidity
173
Bourse
172
Marktliquidität
168
Portfolio selection
166
Portfolio-Management
166
Welt
166
World
166
Asymmetric information
155
Asymmetrische Information
155
Derivat
154
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Free
193
Undetermined
175
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Article
353
Book / Working Paper
227
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Article in journal
324
Aufsatz in Zeitschrift
324
Graue Literatur
130
Non-commercial literature
130
Arbeitspapier
120
Working Paper
120
Aufsatz im Buch
28
Book section
28
Hochschulschrift
26
Thesis
23
Collection of articles written by one author
7
Sammlung
7
Conference paper
2
Konferenzbeitrag
2
Systematic review
2
Übersichtsarbeit
2
Amtsdruckschrift
1
Bibliografie enthalten
1
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1
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1
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1
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1
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1
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English
556
German
22
French
1
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1
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Hautsch, Nikolaus
17
Taylor, Lucian A.
10
Stambaugh, Robert F.
9
Ben-David, Itzhak
6
Härdle, Wolfgang
6
Lo, Andrew W.
6
Pohlmeier, Winfried
6
Pástor, Ľuboš
6
Theissen, Erik
6
Wang, Jiang
6
Birru, Justin
5
Christiano, Lawrence J.
5
Kempf, Alexander
5
Lauterbach, Beni
5
Malec, Peter
5
Prokopenya, Viktor
5
Rime, Dagfinn
5
Schienle, Melanie
5
Solheim, Haakon
5
Bjønnes, Geir H.
4
Chari, Varadarajan V.
4
Cheung, Yin-Wong
4
Freihube, Thorsten
4
Grammig, Joachim
4
Gurgul, Henryk
4
Han, Song
4
Henke, Harald
4
Huang, Ruihong
4
Korn, Olaf
4
Krahnen, Jan Pieter
4
Liesenfeld, Roman
4
Mamaysky, Harry
4
Narayan, Paresh Kumar
4
Pastor, Lubos
4
Ranaldo, Angelo
4
Schertler, Andrea
4
Weber, Martin
4
Wulff, Christian
4
Yamada, Masahiro
4
Amihud, Yakov
3
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National Bureau of Economic Research
7
Bonn Graduate School of Economics
1
Centre for Economic Policy Research
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Institut für Mobilitätsforschung
1
Institut für Weltwirtschaft
1
Nationalekonomiska Institutionen <Göteborg>
1
New York Stock Exchange
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Svenska Handelshögskolan <Helsinki>
1
Türkiye Cumhuriyet Merkez Bankası
1
United Nations University / Institute for New Technologies
1
University of Reading / Department of Economics
1
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Finance research letters
13
International review of financial analysis
12
Journal of financial markets
12
Applied financial economics
9
Journal of banking & finance
8
Pacific-Basin finance journal
8
Research in international business and finance
8
SFB 649 discussion paper
8
Working paper / National Bureau of Economic Research, Inc.
8
Applied economics
7
NBER Working Paper
7
NBER working paper series
7
The European journal of finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Quantitative finance
6
The journal of futures markets
6
CFS working paper series
5
Economic modelling
5
Journal of international financial markets, institutions & money
5
Review of Pacific Basin financial markets and policies
5
Review of finance : journal of the European Finance Association
5
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
International journal of finance & economics : IJFE
4
International journal of forecasting
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of empirical finance
4
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
4
Applied economics letters
3
Asia-Pacific journal of financial studies
3
CESifo working papers
3
CoFE discussion papers
3
Economics working paper
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance and economics discussion series
3
International journal of bonds and derivatives
3
International review of economics & finance : IREF
3
Journal of accounting, auditing & finance
3
Journal of financial economics
3
Managerial economics
3
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ECONIS (ZBW)
579
RePEc
1
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1
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580
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1
Price impact on term structure
Brigo, Damiano
;
Graceffa, Federico
;
Neuman, Eyal
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 171-195
Persistent link: https://www.econbiz.de/10012872530
Saved in:
2
The impact of XBRL reporting on market efficiency
Cong, Yu
;
Hao, Jia
;
Zou, Lin
- In:
The journal of information systems : JIS ; a semiannual …
28
(
2014
)
2
,
pp. 181-207
Persistent link: https://www.econbiz.de/10010474841
Saved in:
3
The multiple dimensions of liquidity
Garabedian, Garo
;
Inghelbrecht, Koen
-
2020
Persistent link: https://www.econbiz.de/10012793065
Saved in:
4
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
5
High-frequency cross-market trading : model free measurement and applications
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2017
-
This version: December 30, 2016
Persistent link: https://www.econbiz.de/10012805580
Saved in:
6
Price impact of corporate bond trading : evidence from the australian securities exchange
Frino, Alex
;
Lepone, Andrew
;
Lepone, Grace
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
3
,
pp. 1950020-1-1950020-22
Persistent link: https://www.econbiz.de/10012156159
Saved in:
7
Fast and slow informed trading
Roşu, Ioanid
- In:
Journal of financial markets
43
(
2019
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012316293
Saved in:
8
Analysis of order book flows using a non-parametric estimation of the branching ratio matrix
Achab, Massil
;
Bacry, E.
;
Muzy, J. F.
;
Rambaldi, M.
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 199-212
Persistent link: https://www.econbiz.de/10011905857
Saved in:
9
Cross-sectional variation of intraday liquidity, cross-impact, and their effect on portfolio execution
Min, Seungki
;
Maglaras, Costis
;
Moallemi, Ciamac C.
- In:
Operations research
70
(
2022
)
2
,
pp. 830-846
Persistent link: https://www.econbiz.de/10013365796
Saved in:
10
Transaction duration and asymmetric price impact of trades : evidence from Australia
Yang, Joey Wenling
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 91-102
Persistent link: https://www.econbiz.de/10009301172
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