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Eine Intermarket-Analyse der Komponenten der Geld-Brief-Spanne : am Beispiel des deutschen Aktienmarktes
Wolff, Jürgen - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001823348
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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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The market microstructure and relative performance of Taiwan stock index futures : a comparison of the Singapore exchange and the Taiwan futures exchange
Huang, Yu chuan - In: Journal of financial markets 7 (2004) 3, pp. 335-350
Persistent link: https://www.econbiz.de/10002019394
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An empirical analysis of the role of the trading intensity in information dissemination on the NYSE
Spierdijk, Laura - In: Journal of empirical finance 11 (2004) 2, pp. 163-184
Persistent link: https://www.econbiz.de/10001880919
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Information in securities markets : Kyle meets Glosten and Milgrom
Back, Kerry E.; Baruch, Shmuel - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 2, pp. 433-465
Persistent link: https://www.econbiz.de/10001978001
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Stock splits and stock returns for Nasdaq stocks : the effects of investor trading and bid-ask spreads on ex-date returns
Grinblatt, Mark; Keim, Donald B. - In: Security market imperfections in worldwide equity markets, (pp. 276-293). 2000
Persistent link: https://www.econbiz.de/10001506426
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Middle men versus market makers : a theory of competitive exchange
Rust, John; Hall, George - 2001
Persistent link: https://www.econbiz.de/10001573440
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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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Transactionally efficient markets, dynamic arbitrage and microstructure
Apreda, Rodolfo - 1999
Persistent link: https://www.econbiz.de/10001547402
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Share repurchase tender offers and bid-ask spreads
Ahn, Hee-joon; Cao, Charles Q.; Cho̕e, Hyuk - In: Journal of banking & finance 25 (2001) 3, pp. 445-478
Persistent link: https://www.econbiz.de/10001550670