Results 281 to 290 of about 19,543 (310)

Market Microstructure

2009
Clara Vega, Christian S. Miller
openaire   +1 more source

Realized Variance and Market Microstructure Noise

Journal of Business and Economic Statistics, 2006
Asger Lunde
exaly  

Market Microstructure

2008
openaire   +1 more source

Market microstructure and corporate finance

Journal of Corporate Finance, 2003
Marc L Lipson
exaly  

The market microstructure approach to foreign exchange: Looking back and looking forward

Journal of International Money and Finance, 2013
Michael R KING, Carol L Osler, Dagfinn Rime   +2 more
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, Valentina Corrádi, Walter Distaso   +2 more
exaly  

Market microstructure: A review from down under

Accounting and Finance, 2011
Henk Berkman, Carole Comerton-Forde
exaly  

High frequency market microstructure noise estimates and liquidity measures

Annals of Applied Statistics, 2009
Yacine Ait-Sahalia, Jialin Yu
exaly  

Market Microstructure Design and Flash Crashes: A Simulation Approach

Journal of Applied Economics, 2013
Jakša Cvitanic, Charles R Plott
exaly  

Some tests of market microstructure hypotheses in the foreign exchange market

Journal of Multinational Financial Management, 1997
Ronald Macdonald
exaly