Results 281 to 290 of about 83,313 (304)

How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise

Review of Financial Studies, 2005
Yacine Ait-Sahalia, Lan Zhang
exaly  

Assessing Market Microstructure Effects via Realized Volatility Measures with an Application to the Dow Jones Industrial Average Stocks

Journal of Business and Economic Statistics, 2009
Basel Awartani, Walter Distaso
exaly  

Macroeconomic and market microstructure modelling of Ugandan exchange rate

Economic Modelling, 2015
Lorna Katusiime, Abul Shamsuddin
exaly  

Market Microstructure Design and Flash Crashes: A Simulation Approach

Journal of Applied Economics, 2013
Jaksa Cvitanic
exaly  

Market microstructure during financial crisis: Dynamics of informed and heuristic-driven trading

Finance Research Letters, 2016
Mihály Ormos, Dusán Timotity
exaly  

High frequency market microstructure

Journal of Financial Economics, 2015
exaly  

Empirical Market Microstructure

2019
openaire   +1 more source

Asset market microstructure

2005
openaire   +1 more source

The microstructure of the euro money market

Journal of International Money and Finance, 2001
exaly  

Market microstructure and corporate finance

Journal of Corporate Finance, 2003
exaly