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Information dissemination on asset markets with endogenous and exogenous information
an experimental approach -
The microstructure of the Euro money market
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The microstructure of the euro money market
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Ökonomische Analyse des Energiehandels am Beispiel der European Energy Exchange
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How do investors' expectations drive asset prices?
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Liquiditätsmessung auf experimentellen Aktienmärkten
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Informationsbasierter Aktienhandel über IBIS
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Was leisten die Kursmakler?
eine empirische Untersuchung am Beispiel der Frankfurter Wertpapierbörse -
The anatomy of a call market
evidence from Germany -
Der "Overconfidence Bias" und seine Konsequenzen in Finanzmärkten
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Essays on empirical market microstructure and high frequency data
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Foreign exchange order flow as a risk factor
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Intraday market making with overnight inventory costs
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Institutional environment and the microstructure of the interbank market
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The microstructure of the euro money market
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Trading in fragmented markets
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Foreign exchange order flow as a risk factor
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Volume and volatility in the FX-market
does it matter who you are? -
The value of trading consolidation
evidence from the exercise of warrants -
The price impact of trades in illuquid stocks in periods of high and low market activity
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Information production, cash flow and corporate investment
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Modeling comovements in trading intensities to distinguish sector and stock specific news
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Learning to predict rationally when beliefs are heterogeneous
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Intraday and intranight bid-ask spreads of American-style 3-year treasury bond options trading on the Sydney futures exchange
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When continous trade is not continous
stock market performance in different trading systems at the Warsaw Stock Exchange