Similar Search Results

Assessing market microstructure effects via realized volatility measures with an application to the Dow Jones Industrial Average stocks

Awartani, Basel; Corradi, Valentina; Distaso, Walter - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 251-265

Persistent link: https://www.econbiz.de/10003885789

Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel

Freihube, Thorsten - 2004

Persistent link: https://www.econbiz.de/10002122262

Analysis of intraday herding behavior among the sector ETFs

Gleason, Kimberly; Mathur, Iqbal; Peterson, Mark A. - In: Journal of empirical finance 11 (2004) 5, pp. 681-694

Persistent link: https://www.econbiz.de/10002260868

Noise traders' trigger rates, FX options, and smiles

Pierdzioch, Christian - 2000

the pricing of European-style foreign currency options and for the volatility strike structure implicit in these contracts … is devoloped. The curvature of the volatility strike structure is explained by focusing attention on the expected … characteristic convex shape of volatility strike structures documented in the empirical literature. A volatility-based test for …

Persistent link: https://www.econbiz.de/10011476532