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Bayesian learning in financial markets : price adjustments, fundamentals, and risk
Müller, Christoph - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003866148
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Empirical models of the intraday process of price changes and liquidity : a transaction level approach
Gerhard, Frank (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001763098
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Essays on information, hedging, volatility in financial market
Xiao, Yajun - 2009
Persistent link: https://www.econbiz.de/10003916641
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Informationsaggregation und Insidererkennung in Finanzmärkten
Nöth, Markus - 1998
Persistent link: https://www.econbiz.de/10000651175
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Insiderhandel und Optionspreisspannen
Behr, Matina L. - 2000 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001516335
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Innovation and information : a study of financial markets' evolution
Güth, Sandra; Ludwig, Sven - 2000
Persistent link: https://www.econbiz.de/10001598277
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Zur Theorie der Marktmikrostruktur
Hirth, Hans - 2000
Persistent link: https://www.econbiz.de/10001480741
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Multifractal models, intertrade durations and return volatility
Segnon, Mawuli - 2015
Persistent link: https://www.econbiz.de/10011299266
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Informing or being informed : essays on enforcement and asset pricing
Franke, Benedikt - 2015
Persistent link: https://www.econbiz.de/10011433712
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Information asymmetries: three essays in market microstructure
Zehnder, Lars Simon - 2015
Persistent link: https://www.econbiz.de/10011443113