Výsledky vyhledávání - "Mikrostrukturtheorie <Kapitalmarkttheorie>"

Themen der empirischen Marktmikrostruktur: Quantifizierung des Information im Handelsprozess

Autor: Wünsche, Oliver

In three essays, the disseration presents and extends models used to measure the informational content of trading. Two model classes having gained attention in the market microstructure literature, namely a spread decompositon model and a sequential

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______707::eb31921c1d036040f3f855266ef06806
https://hdl.handle.net/10900/47752

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Handelssysteme, Volatilität und die Regulierung von Aktienmärkten: Eine Untersuchung der Mikrostruktur der Warschauer Börse

Autor: Henke, Harald

The present thesis is a microstructure study of the Warsaw Stock Exchange (WSE). In the first part, I find evidence in favor of the so-calles mixture of distributions hypothesis according to which the time-variant daily order flow translates into vol

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______1566::2f670d80290f733ae057e3ca80b9eff0
https://opus4.kobv.de/opus4-euv/frontdoor/index/index/docId/10

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Institutional Trading, Trading Mechanisms and Equity Market Integration: Essays on the Polish Stock Market

Autor: Voronkova, Svitlana

The launch of financial reforms in Central and Eastern Europe (CEE) at the beginning of the 1990s stimulated increased interest of investors and academics in the newly-born stock markets of this region. Most of the existing studies, however, consider

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______1566::301c8b44a29f352747e526b006193bad
https://nbn-resolving.org/urn:nbn:de:kobv:521-opus-00125

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