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~subject:"Volatilität"
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Volatilität
Finance
5,715
Public finance
5,633
Öffentliche Finanzen
5,629
Market microstructure
3,220
Marktmikrostruktur
3,032
Theory
2,305
Theorie
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2,112
Finanzpolitik
1,713
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1,674
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1,012
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998
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988
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970
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919
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905
United States
808
USA
799
Öffentliche Schulden
785
Public debt
776
market microstructure
709
Volatility
691
Schätzung
594
Estimation
593
Finanzmarkt
574
Welt
570
Financial market
568
World
564
EU countries
559
EU-Staaten
559
Öffentliche Ausgaben
499
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485
Deutschland
464
Germany
446
Bid-ask spread
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Aktienmarkt
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Geld-Brief-Spanne
427
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415
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English
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German
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Kyle, Albert S.
22
Obizhaeva, Anna A.
15
Mykland, Per A.
14
Hautsch, Nikolaus
12
Li, Yingying
12
Bollerslev, Tim
11
Andersen, Torben
9
Obižaeva, Anna
9
Rime, Dagfinn
9
Hounyo, Ulrich
8
Liu, Zhi
8
Meddahi, Nour
8
Aït-Sahalia, Yacine
7
Bibinger, Markus
7
Bondarenko, Oleg
7
Dijk, Dick van
7
Härdle, Wolfgang
7
Nolte, Ingmar
7
Veredas, David
7
Zhang, Lan
7
Cartea, Álvaro
6
Diebold, Francis X.
6
Gonçalves, Sílvia
6
Grammig, Joachim
6
Horst, Ulrich
6
Huang, Han-Ching
6
Podolskij, Mark
6
Solheim, Haakon
6
Su, Yong-chern
6
Ait-Sahalia, Yacine
5
Evans, Martin D. D.
5
Hess, Dieter
5
Li, Z. Merrick
5
Lux, Thomas
5
Martens, Martin
5
Pierdzioch, Christian
5
Russell, Jeffrey R.
5
Stübinger, Johannes
5
Winkelmann, Lars
5
Zheng, Xinghua
5
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National Bureau of Economic Research
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Handelshøyskolen BI
1
Nationalekonomiska Institutionen <Göteborg>
1
Türkiye Cumhuriyet Merkez Bankası
1
Universität Mannheim
1
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Journal of econometrics
41
European journal of operational research : EJOR
22
Journal of banking & finance
13
Quantitative finance
12
International review of financial analysis
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of empirical finance
10
Finance research letters
9
Journal of financial markets
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of financial economics
8
Research in international business and finance
8
Pacific-Basin finance journal
7
SFB 649 discussion paper
7
CFS working paper series
6
Econometric reviews
6
Economic modelling
6
International journal of finance & economics : IJFE
6
Journal of international financial markets, institutions & money
6
The European journal of finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
CEFIR and NES working papers
5
CESifo working papers
5
Cambridge working papers in economics
5
Discussion paper / Tinbergen Institute
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial econometrics
5
Journal of international money and finance
5
Journal of risk and financial management : JRFM
5
NES working paper series : working paper
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Finance and stochastics
4
International review of economics & finance : IREF
4
Investment management and financial innovations
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Market microstructure and liquidity
4
Research paper series / Swiss Finance Institute
4
The journal of futures markets
4
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ECONIS (ZBW)
668
EconStor
5
USB Cologne (EcoSocSci)
2
BASE
1
ArchiDok
1
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1
The relation between relative order imbalance and intraday futures returns : an application of the quantile regression model of Taiwan
Chang, Chiao-yi
;
Shie, Fu-shuen
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
)
3
,
pp. 69-87
Persistent link: https://www.econbiz.de/10009313728
Saved in:
2
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
3
VPIN and the flash crash
Andersen, Torben
;
Bondarenko, Oleg
;
O'Hara, Maureen
- In:
Journal of financial markets
17
(
2014
),
pp. 1-46
Persistent link: https://www.econbiz.de/10010436257
Saved in:
4
Order imbalance and selling aggression under a shorting ban : evidence from the UK
Sifat, Imtiaz Mohammad
;
Azhar Mohamad
- In:
International review of financial analysis
42
(
2015
),
pp. 368-379
Persistent link: https://www.econbiz.de/10011573532
Saved in:
5
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
6
Algorithmic trading in turbulent markets
Zhou, Hao
;
Kalev, Petko S.
;
Frino, Alex
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012491255
Saved in:
7
Invariance in buy-sell switching points
Bae, Kyoung-hun
;
Bondarenko, Oleg
;
Lee, Eun Jung
; …
-
2020
Persistent link: https://www.econbiz.de/10012494223
Saved in:
8
Market efficiency around the announcement day of self-tender offers
Huang, Han-Ching
;
Su, Yong-chern
;
Wang, Hsin-Ying
- In:
The international journal of business and finance …
9
(
2015
)
1
,
pp. 121-128
Persistent link: https://www.econbiz.de/10010515349
Saved in:
9
Speed of convergence to market efficiency : example of top loser stocks
Huang, Han-Ching
;
Su, Yong-chern
;
Shih, Chun-Chi
- In:
International journal of economics and financial issues …
3
(
2013
)
3
,
pp. 591-601
Persistent link: https://www.econbiz.de/10010518975
Saved in:
10
Evidence on the speed of convergence to market efficiency : evidence from stock spin-offs
Huang, Han-Ching
;
Su, Yong-chern
;
Shih, Chun-E.
- In:
Global journal of business research : GJBR
9
(
2015
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011284760
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