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~subject:"Transaktionskosten"
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Transaktionskosten
Market microstructure
16
Marktmikrostruktur
16
Bid-ask spread
10
Geld-Brief-Spanne
10
Theorie
10
Theory
10
Handelsvolumen der Börse
9
Trading volume
9
Volatility
9
Volatilität
9
Liquidity
8
Transaction costs
8
invariance
8
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
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5
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2
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Book / Working Paper
5
Article
2
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Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
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English
7
Author
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Obižaeva, Anna
6
Kyle, Albert S.
5
Gorban, Stepan
1
Obizhaeva, Anna
1
Tuzun, Tugkan
1
Wang, Yajun
1
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NES working paper series : working paper
4
CEFIR and NES working papers
1
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
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ECONIS (ZBW)
7
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1
Portfolio transitions and stock price dynamics
Obizhaeva, Anna
-
2009
Persistent link: https://www.econbiz.de/10011633482
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2
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
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3
Market microstructure invariance: a dynamic equilibrium model
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494205
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
Trading in crowded markets
Gorban, Stepan
;
Obižaeva, Anna
;
Wang, Yajun
-
2020
Persistent link: https://www.econbiz.de/10012494244
Saved in:
7
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
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