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Entscheidungsregeln und ihr Einfluss auf den Aktienkurs
Trifan, Emanuela - 2004
Der vorliegende Beitrag quantifiziert anhand eines Marktmikrostruktur-Modells mit asymmetrischer Information den …
Persistent link: https://www.econbiz.de/10011525122
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Market composition and price informativeness in a large market with endogenous order types
Challe, Edouard; Chrétien, Edouard - In: Journal of economic theory 158 (2015), pp. 679-696
Persistent link: https://www.econbiz.de/10011548934
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When overconfident traders meet feedback traders
Boco, Hervé; Germain, Laurent; Rousseau, Fabrice - 2016
Persistent link: https://www.econbiz.de/10011553073
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Dynamic optimal execution in a mixed-market-impact Hawkes price model
Alfonsi, Aurélien; Blanc, Pierre - In: Finance and stochastics 20 (2016) 1, pp. 183-218
Persistent link: https://www.econbiz.de/10011460309
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Foreign exchange market intervention and price discovery
Chen, Yu-Lun; Gau, Yin-feng - In: Journal of the Japanese and international economies : … 38 (2015), pp. 214-227
Persistent link: https://www.econbiz.de/10011481138
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A comparison of U.S and Chinese financial market microstructure : heterogeneous agent-based multi-asset artificial stock markets approach
Yang, Haijun; Wang, Harry Jiannan; Sun, Gui Ping; Wang, Li - In: Journal of evolutionary economics : JEE 25 (2015) 5, pp. 901-924
Persistent link: https://www.econbiz.de/10011481578
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Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei; Tse, Yiu Kuen - In: Journal of econometrics 189 (2015) 2, pp. 437-446
Persistent link: https://www.econbiz.de/10011504612
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Information shares of two parallel currency options markets : trading costs versus transparency/tradability
Piccotti, Louis R.; Shraiber, Bentsi - In: Journal of empirical finance 32 (2015), pp. 210-229
Persistent link: https://www.econbiz.de/10011556820
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Limit order book transparency and order aggressiveness at the closing call : lessons from the TWSE 2012 new information disclosure mechanism
Tseng, Yi-Heng; Chen, Shu-Heng - In: Pacific-Basin finance journal 35 (2015) 1, pp. 241-272
Persistent link: https://www.econbiz.de/10011538265
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Order flows and stock returns : compensation for market makers with inventory concerns
Kang, Moonsoo; Lee, Bong-soo - In: The financial review : the official publication of the … 49 (2014) 3, pp. 511-538
Persistent link: https://www.econbiz.de/10010401376