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21
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30
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21
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
22
Market transparency, market quality, and sunshine trading
Frutos, Maria Angeles de
;
Manzano Tovar, Carolina
- In:
Journal of financial markets
17
(
2014
),
pp. 174-198
Persistent link: https://www.econbiz.de/10010437251
Saved in:
23
Do informed traders trade more when the market is thick? : evidence from the Nikkei 225 index redefinition of April 2000
Ahn, Hee-joon
;
Cai, Jun
;
Chung, Jay M.
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
4
,
pp. 495-523
Persistent link: https://www.econbiz.de/10009231516
Saved in:
24
Effizienz in Aktienmärkten : Bewertung von Information unter Berücksichtigung von Wechselwirkungen in Multiagentensystemen
Rothenstein, Roland
-
2004
Persistent link: https://www.econbiz.de/10002230490
Saved in:
25
Wettbewerb, Liquidität und die Rolle von Intermediation im
Wertpapierhandel
Freihube, Thorsten
-
2004
Persistent link: https://www.econbiz.de/10002122262
Saved in:
26
Strategic trading in illiquid markets
Mönch, Burkart
-
2005
Persistent link: https://www.econbiz.de/10002581606
Saved in:
27
Essays on the microstructure of stock markets : empirical evidence from trading arrangements without dealer intermediation
Næs, Randi
-
2005
Persistent link: https://www.econbiz.de/10003122300
Saved in:
28
Estimating the probability of informed trading : does trade misclassification matter?
Grammig, Joachim
(
contributor
);
Theissen, Erik
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001828752
Saved in:
29
Estimating the probability of informed trading : does trade misclassification matter?
Grammig, Joachim
;
Theissen, Erik
-
2003
Persistent link: https://www.econbiz.de/10001744209
Saved in:
30
Kurspolitik von Aktienhändlern : ein Finanzmarktmodell mit unvollständiger Information
Kaul, Michael
-
2001
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001573529
Saved in:
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