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61
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61
The anatomy of a call market
Kehr, Carl-Heinrich
;
Krahnen, Jan Pieter
;
Theissen, Erik
- In:
Journal of financial intermediation
10
(
2001
)
3/4
,
pp. 249-270
Persistent link: https://www.econbiz.de/10001639519
Saved in:
62
Distribution of trading activity across strike prices in the DAX index options market
Lazarov, Zdravetz
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002040448
Saved in:
63
Essays on stock options : price dynamics, liquidity, and information transmission
Kalodera, Iskra
-
2005
Persistent link: https://www.econbiz.de/10003139167
Saved in:
64
Kurseinfluss mittlerer und großer Transaktionen am deutschen Aktienmarkt
Oehler, Andreas
(
contributor
);
Häcker, Mirko
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001915470
Saved in:
65
Theoretical and practical aspects of algorithmic trading
Fränkle, Jan
-
2010
Persistent link: https://www.econbiz.de/10008842360
Saved in:
66
Kurseinfluss mittlerer und großer Transaktionen am deutschen Aktienmarkt
Oehler, Andreas
;
Häcker, Mirko
- In:
Journal of business economics : JBE
74
(
2004
)
5
,
pp. 461-486
Persistent link: https://www.econbiz.de/10002068940
Saved in:
67
Intraday volume-volatility nexus in the FX markets : evidence from an emerging market
Sensoy, Ahmet
;
Serdengeçti, Süleyman
- In:
International review of financial analysis
64
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012208202
Saved in:
68
The anatomy of a call market : evidence from Germany
Kehr, Carl-Heinrich
-
1998
Persistent link: https://www.econbiz.de/10013444379
Saved in:
69
Was leisten die Kursmakler? : e. empirische Untersuchung am Beispiel d. Frankfurter Wertpapierbörse
Freihube, Thorsten
;
Kehr, Carl-Heinrich
;
Krahnen, Jan Pieter
-
1998
Persistent link: https://www.econbiz.de/10013453313
Saved in:
70
A study of the lead-lag relationship between price change and trading volume in futures market using high-frequency data
Streeter, Denise W.
;
Najand, Mohammad
;
Dondeti, V. Reddy
; …
- In:
International journal of bonds and derivatives
1
(
2015
)
4
,
pp. 284-301
Persistent link: https://www.econbiz.de/10011546737
Saved in:
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