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volatility
Market microstructure
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Marktmikrostruktur
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Bid-ask spread
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invariance
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liquidity
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market microstructure
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bid-ask spread
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ECONIS (ZBW)
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The market impact puzzle
Kyle, Albert S.
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Obižaeva, Anna
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2020
Persistent link: https://www.econbiz.de/10012494214
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Intraday trading invariancein the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
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2020
Persistent link: https://www.econbiz.de/10012494219
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3
Invariance in buy-sell switching points
Bae, Kyoung-hun
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Bondarenko, Oleg
;
Lee, Eun Jung
; …
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2020
Persistent link: https://www.econbiz.de/10012494223
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Industrial organization, order Internalization, and invariance
Bondarenko, Oleg
;
Obižaeva, Anna
;
Wang, Yajun
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2020
Persistent link: https://www.econbiz.de/10012494238
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