Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Handelsvolumen"'
Autor:
Somogyi, Fabricius
This dissertation consists of three essays that uncover the origins of market frictions and their implications for the functioning of the global foreign exchange (FX) market. The first research paper speaks to the hegemony of the US dollar in FX trad
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_________2::7b212b93547b0e4bd976585b1b492e0b
http://www.alexandria.unisg.ch/267391/
http://www.alexandria.unisg.ch/267391/
The financialization view is that increased trading in commodity futures markets is associated with increases in the growth rate and volatility of commodity spot prices. This view gained credence because in the 2000s trading volume increased sharply
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::e9a23aa842786e0321b59d688f2756c0
https://hdl.handle.net/10419/200567
https://hdl.handle.net/10419/200567
Autor:
Dekker, Vincent, Strohmaier, Kristina
We analyse the effect of transfer pricing regulations on trade ows. We base our estimation on a panel gravity model, where the transfer pricing regulations are modeled as trade costs. To abstract from any aggregate demand shocks, we focus on intermed
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::a705dadd0701042cf8a2c40e214ed543
https://hdl.handle.net/10419/172319
https://hdl.handle.net/10419/172319
Autor:
Bommes, Elisabeth
In Zeiten, in welchen Informationen öffentlich im Internet verfügbar sind und Computer in der Lage sind große Datenmengen zu verarbeiten, ist es sinnvoll News und andere Textquellen zu nutzen um unser Verständnis von Aktienreaktionen zu verbesser
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______133::8ed846e72c5f9815d99110200c6b8acc
http://edoc.hu-berlin.de/18452/14890
http://edoc.hu-berlin.de/18452/14890
Autor:
Niemann, Rainer, Rünger, Silke
In diesem Beitrag wird untersucht, ob die Einführung der Wertpapier-KESt zum 1. Jänner 2011 einen signifikanten Einfluss auf das Handelsvolumen am österreichischen Kapitalmarkt hatte. Basierend auf der Annahme, dass Investoren die Information übe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::f26750293e4d4bf9574f8cb563a19d8b
https://hdl.handle.net/10419/65487
https://hdl.handle.net/10419/65487
Multiplicative error models (MEM) became a standard tool for modeling conditional durations of intraday transactions, realized volatilities and trading volumes. The parametric estimation of the corresponding multivariate model, the so-called vector M
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::a31257810ddcc39fd4606ad6f74436bb
https://hdl.handle.net/10419/79591
https://hdl.handle.net/10419/79591
Autor:
Bodnar, Taras, Hautsch, Nikolaus
We introduce a copula-based dynamic model for multivariate processes of (non-negative) high-frequency trading variables revealing time-varying conditional variances and correlations. Modeling the variables' conditional mean processes using a multipli
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::4863ae86ddc1f2f44eb27dba80015889
https://hdl.handle.net/10419/79582
https://hdl.handle.net/10419/79582
Autor:
Scholtus, Martin, van Dijk, Dick
This paper investigates the importance of speed for technical trading rule performance for three highly liquid ETFs listed on NASDAQ over the period January 6, 2009 up to September 30, 2009. In addition we examine the characteristics of market activi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::6547d4d3a6f484866867503fa49188a0
https://pure.eur.nl/en/publications/3a907a1b-aa55-4791-ba52-dadbfeb5c55b
https://pure.eur.nl/en/publications/3a907a1b-aa55-4791-ba52-dadbfeb5c55b
Autor:
Malec, Peter, Schienle, Melanie
Standard fixed symmetric kernel type density estimators are known to encounter problems for positive random variables with a large probability mass close to zero. We show that in such settings, alternatives of asymmetric gamma kernel estimators are s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::de8b8a53df4f907a933e064cf284b96d
https://hdl.handle.net/10419/79594
https://hdl.handle.net/10419/79594
Christian Raimund Josef Ratzi
Klagenfurt, Alpen-Adria-Univ., Master-Arb., 2012
Klagenfurt, Alpen-Adria-Univ., Master-Arb., 2012
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______4193::e5415028630b1b3ee809e131a3b7091f
https://resolver.obvsg.at/urn:nbn:at:at-ubk:1-13015
https://resolver.obvsg.at/urn:nbn:at:at-ubk:1-13015