//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Geld-Brief-Spanne"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Liquidity estimates and select...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Geld-Brief-Spanne
Market microstructure
16
Marktmikrostruktur
16
Bid-ask spread
10
Theorie
10
Theory
10
Handelsvolumen der Börse
9
Trading volume
9
Volatility
9
Volatilität
9
Liquidity
8
Transaction costs
8
invariance
8
Transaktionskosten
7
liquidity
7
Aktienmarkt
6
Börsenkurs
6
Financial market
6
Finanzmarkt
6
Securities trading
6
Share price
6
Stock market
6
Wertpapierhandel
6
market microstructure
6
Anlageverhalten
5
Behavioural finance
5
Liquidität
5
bid-ask spread
4
volatility
4
Asymmetric information
3
Asymmetrische Information
3
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Financial investment
3
Kapitalanlage
3
USA
3
United States
3
market impact
3
trans-action costs
3
Financial crisis
2
more ...
less ...
Online availability
All
Free
6
Undetermined
3
Type of publication
All
Book / Working Paper
6
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
10
Author
All
Kyle, Albert S.
10
Obižaeva, Anna
10
Andersen, Torben
1
Bondarenko, Oleg
1
Kritzman, Mark
1
Tuzun, Tugkan
1
Published in...
All
NES working paper series : working paper
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of financial markets
1
Review of finance : journal of the European Finance Association
1
The journal of portfolio management : a publication of Institutional Investor
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market microstructure invariance: a dynamic equilibrium model
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494205
Saved in:
2
Adverse selection and liquidity: from theory to practice
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494209
Saved in:
3
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494212
Saved in:
4
The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
Saved in:
5
Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494216
Saved in:
6
Intraday trading invariancein the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012494219
Saved in:
7
Market microstructure invariance : empirical hypotheses
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1345-1404
Persistent link: https://www.econbiz.de/10011611092
Saved in:
8
A practitioner's guide to market microstructure invariance
Kyle, Albert S.
;
Obižaeva, Anna
;
Kritzman, Mark
- In:
The journal of portfolio management : a publication of …
43
(
2016
)
1
,
pp. 43-53
Persistent link: https://www.econbiz.de/10011686160
Saved in:
9
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
6
,
pp. 2163-2203
Persistent link: https://www.econbiz.de/10014445768
Saved in:
10
Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obižaeva, Anna
;
Tuzun, Tugkan
- In:
Journal of financial markets
49
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013531193
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->