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Market microstructure
Stoll, Hans R. - 2003
Persistent link: https://www.econbiz.de/10001832864
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Entscheidungsregeln und ihr Einfluss auf den Aktienkurs
Trifan, Emanuela - 2004
Persistent link: https://www.econbiz.de/10002015560
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Kurspolitik von Aktienhändlern : ein Finanzmarktmodell mit unvollständiger Information
Kaul, Michael - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001573529
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The impact of limit order executions on trading costs in NYSE stocks
Greene, Jason Thomas - In: Trading costs on US exchanges : an empirical examination, (pp. 23-69). 1996
Persistent link: https://www.econbiz.de/10001433304
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Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001455779
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Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001455818
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Market microstructure models and the Markov property
Amaro de Matos, João; Fernandes, Marcelo - 2000
Persistent link: https://www.econbiz.de/10001541064
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The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc; Giot, Pierre - In: Annales d'économie et de statistique (2000), pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
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Insiderhandel und Optionspreisspannen
Behr, Matina L. - 2000 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001516335
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Trading costs on US exchanges : an empirical examination
Greene, Jason Thomas - 1996
Persistent link: https://www.econbiz.de/10001421297