Skip to main navigation Skip to main content
info(at)avldigital.remove-this.de
Deutsch English
Last searches

Results for *

Displaying results 1 to 25 of 42.

  1. Information dissemination on asset markets with endogenous and exogenous information
    an experimental approach
    Author: Dittrich, Dennis; Maciejovsky, Boris
    Published: 2002
    Publisher:  Max Planck Institute for Research into Economic Systems, Jena

    Location:
    Thüringer Universitäts- und Landesbibliothek
    Signature:
    2002 SB 86
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1433 (2002.03)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Papers on strategic interaction ; 03-2002
    Subjects: Kapitalmarkttheorie; Informationsverbreitung; Marktmikrostruktur; Informationsökonomik; Experiment; Theorie
    Scope: 9 S
    Notes:

    Internetausg.: ftp://ftp.mpiew-jena.mpg.de/pub/esi/discussionpapers/2002-03.pdf

    Literaturverz. S. 8 - 9
  2. Ökonomische Analyse des Energiehandels am Beispiel der European Energy Exchange
    Author: Grichnik, Dietmar; Vortmeyer, Karin
    Published: 2002
    Publisher:  Fernuniv., Fachbereich Wirtschaftswiss., Hagen

    Location:
    Universitätsbibliothek Braunschweig
    Signature:
    3491-4777
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    Signature:
    KAP 11817
    Inter-library loan:
    No loan of volumes, only paper copies will be sent

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 691 (319)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
    Signature:
    02-3976
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Bibliotheks-und Informationssystem der Carl von Ossietzky Universität Oldenburg (BIS)
    Signature:
    N vwl 001 SA 0562-319
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Print
    Series: Discussion paper / Fachbereich Wirtschaftswissenschaft, Fernuniversität Hagen ; 319
    Subjects: Elektrizität; Warenbörse; Marktmikrostruktur; Energie; EU-Staaten; Deutschland
    Scope: graph. Darst
    Notes:

    Literaturverz. S. 43 - 49
  3. A global optimization heuristic for estimating agent based models
    Author: Gilli, Manfred; Winker, Peter
    Published: 2002
    Publisher:  School of Business Administration, Internat. Univ. in Germany, Bruchsal

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1416 (12)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper / School of Business Administration, International University in Germany, Bruchsal ; 12
    Subjects: Mathematische Optimierung; Heuristik; Marktmikrostruktur; Schätztheorie; Theorie; Agentenbasierte Modellierung
    Scope: 16 Bl, graph. Darst
    Notes:
  4. The Markov switching ACD model
    Author: Hujer, Reinhard; Vuletic, Sandra; Kokot, Stefan
    Published: 2002
    Publisher:  Johann-Wolfgang-Goethe-Univ., Fachbereich Wirtschaftswiss., Frankfurt am Main

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    Signature:
    2 : V Kz 260 -90-
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1055 (90)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
    Signature:
    02-4457
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Array ; 90
    Subjects: Zeitreihenanalyse; Dauer; ARCH-Modell; Markov-Kette; Wertpapierhandel; Marktmikrostruktur; Theorie; Schätzung; USA
    Scope: 42 S, graph. Darst
    Notes:

    ACD = autoregressive conditional duration
  5. Liquidity supply and demand in limit order markets
    Published: 2002
    Publisher:  Centre for Economic Policy Research, London

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 32 (3676)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Universität Konstanz, Kommunikations-, Informations-, Medienzentrum (KIM)
    Signature:
    wrc 10.06:i/d55-3676
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QB 910
    Series: Array ; 3676
    Subjects: Liquidität; Marktmikrostruktur; Börsenhandel; Vancouver; Kanada
    Scope: 51 S., graph. Darst.
    Notes:

    Literaturverz. S. 29 - 30
  6. The Markov switching ACD model
    Author: Hujer, Reinhard
    Published: 2002
    Publisher:  Johann-Wolfgang-Goethe-Univ., Fachbereich Wirtschaftswiss., Frankfurt am Main

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    Signature:
    2 : V Kz 260 -90-
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1055 (90)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Universität Konstanz, Kommunikations-, Informations-, Medienzentrum (KIM)
    Signature:
    wrc 10.06:i/f71-90
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
    Signature:
    02-4457
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Array ; 90
    Subjects: Zeitreihenanalyse; Dauer; ARCH-Modell; Markov-Kette; Wertpapierhandel; Marktmikrostruktur; Theorie; Schätzung; USA
    Scope: 42 S., graph. Darst.
    Notes:

    ACD = autoregressive conditional duration
  7. A global optimization heuristic for estimating agent based models
    Author: Gilli, Manfred; Winker, Peter
    Published: 2002
    Publisher:  School of Business Administration, Internat. Univ. in Germany, Bruchsal

    Location:
    Badische Landesbibliothek
    Signature:
    103 K 941
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1416 (12)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Universitätsbibliothek Mannheim
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Württembergische Landesbibliothek
    Signature:
    52Ca/81371
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper / School of Business Administration, International University in Germany, Bruchsal ; 12
    Subjects: Mathematische Optimierung; Heuristik; Marktmikrostruktur; Schätztheorie; Theorie; Agentenbasierte Modellierung
    Scope: 16 Bl, graph. Darst
    Notes:
  8. Ökonomische Analyse des Energiehandels am Beispiel der European Energy Exchange
    Author: Grichnik, Dietmar; Vortmeyer, Karin
    Published: 2002
    Publisher:  Fernuniv., Fachbereich Wirtschaftswiss., Hagen

    Location:
    Universitätsbibliothek Braunschweig
    Signature:
    3491-4777
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    Signature:
    KAP 11817
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 691 (319)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Universität Konstanz, Kommunikations-, Informations-, Medienzentrum (KIM)
    Signature:
    sta 2.80/d49-319
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
    Signature:
    02-3976
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Bibliotheks-und Informationssystem der Carl von Ossietzky Universität Oldenburg (BIS)
    Signature:
    N vwl 001 SA 0562-319
    Inter-library loan:
    No inter-library loan

    Location:
    Saarländische Universitäts- und Landesbibliothek
    Signature:
    MV 303
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Print
    Series: Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen ; 319
    Subjects: Elektrizität; Warenbörse; Marktmikrostruktur; Energie; EU-Staaten; Deutschland
    Scope: IV, 49 S., graph. Darst., Kt.
    Notes:

    Literaturverz. S. 43 - 49
  9. Information dissemination on asset markets with endogenous and exogenous information
    an experimental approach
    Author: Dittrich, Dennis; Maciejovsky, Boris
    Published: 2002
    Publisher:  Max Planck Institute for Research into Economic Systems, Strategic Interaction Group, Jena

    Location:
    Archiv der Max-Planck-Gesellschaft, Bibliothek
    Signature:
    Z 689 - 2002,03
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Thüringer Universitäts- und Landesbibliothek
    Signature:
    2002 SB 86
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1433 (2002.03)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Papers on strategic interaction ; 03-2002
    Subjects: Kapitalmarkttheorie; Informationsverbreitung; Marktmikrostruktur; Informationsökonomik; Experiment; Theorie
    Scope: 9 S
    Notes:

    Internetausg.: ftp://ftp.mpiew-jena.mpg.de/pub/esi/discussionpapers/2002-03.pdf

    Literaturverz. S. 8 - 9
  10. The microstructure of stock markets
    Author: Biais, Bruno
    Published: 2002
    Publisher:  Centre for Economic Policy Research, London

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 32 (3288)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Universität Konstanz, Kommunikations-, Informations-, Medienzentrum (KIM)
    Signature:
    wrc 10.06:i/d55-3288
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QB 910
    Series: Array ; 3288
    Subjects: Marktmikrostruktur; Geld-Brief-Spanne; Adverse Selektion; Transaktionskosten; Aktienmarkt; Theorie
    Scope: 52 S.
  11. The use of flow analysis in foreign exchange
    explanatory analysis
    Author: Gehring, Thomas; Menkhoff, Lukas
    Published: 2002
    Publisher:  Centre for Economic Policy Research, London

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 32 (3221)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Universität Konstanz, Kommunikations-, Informations-, Medienzentrum (KIM)
    Signature:
    wrc 10.06:i/d55-3221
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QB 910
    Series: Array ; 3221
    Subjects: Devisenmarkt; Marktmikrostruktur; Handelsvolumen der Börse; Finanzanalyse; Deutschland
    Scope: 29 S., graph. Darst.
  12. Bubbles and long-range dependence in asset prices volatilities
    Author: Kirman, Alan P.; Teyssière, Gilles
    Published: 2002
    Publisher:  CORE, Louvain-la-Neuve

    Location:
    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    Signature:
    RN 2490(2002,60)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 159 (2002.60)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: CORE discussion paper ; 2002,60
    Subjects: Börsenkurs; Volatilität; Spekulationsblase; Marktmikrostruktur; Erwartungsbildung; Stochastischer Prozess; Theorie
    Scope: 19 S
    Notes:
  13. An application of evolutionary finance to firms listed in the Swiss market index
    Author: Hens, Thorsten; Schenk-Hoppé, Klaus Reiner; Stalder, Marco
    Published: 2002
    Publisher:  Inst. for Empirical Research in Economics, Zürich

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1443 (128)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper / Institute for Empirical Research in Economics, Univ. of Zurich ; 128
    Subjects: Portfolio-Management; Aktienmarkt; Anlageverhalten; Evolutionsökonomik; Marktmikrostruktur; Theorie; Schweiz
    Scope: 25 S, graph. Darst
    Notes:

    Literaturverz
  14. Multi-agent market modeling based on neural networks
    Author: Grothmann, Ralph
    Published: [12 Dec. 2002]
    Publisher:  Staats- und Universitätsbibliothek [Host], Bremen

    Multi-agent, financial forecasting, neural networks, dynamical systems, market modeling, cognitive systems, econometrics. - One of the challenges of financial research is to develop models that are capable of explaining and forecasting market price... more

    Location:
    Universitätsbibliothek Braunschweig
    Inter-library loan:
    No inter-library loan

    Location:
    Staats- und Universitätsbibliothek Bremen
    Inter-library loan:
    No inter-library loan

    Location:
    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    C 235300
    Inter-library loan:
    No inter-library loan

     

    Multi-agent, financial forecasting, neural networks, dynamical systems, market modeling, cognitive systems, econometrics. - One of the challenges of financial research is to develop models that are capable of explaining and forecasting market price movements and returns.Agent based models focus directly on the underlying structure of the market. The basic idea is, that the market price dynamics arises from the interaction of many individual agents. Approaching financial markets in this manner, one starts off with the modeling of the agents ́decision making schemes on the microeconomic level of the market. Thereafter, market price changes can be determined on the macroeconomic level by a superposition of the agents ́buying and selling decisions. The aim of a (micro-)economic model is ...

     
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    Other identifier:
    Edition: [Elektronische Ressource]
    Subjects: Börsenkurs; Finanzmarkt; Marktmikrostruktur; Neuronale Netze; Devisenmarkt; Theorie; Agentenbasierte Modellierung; Kognition
    Scope: 320 p. = 1808 KB, text and images
    Notes:

    Bremen, Univ., Diss., 2002
  15. Rational investor sentiment
    Author: Gerber, Anke; Hens, Thorsten; Vogt, Bodo
    Published: 2002
    Publisher:  Inst. for Empirical Research in Economics, Zürich

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1443 (126)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper / Institute for Empirical Research in Economics, Univ. of Zurich ; 126
    Subjects: Anlageverhalten; Börsenkurs; Volatilität; Marktmikrostruktur; Experiment; Wiederholte Spiele
    Scope: 65 S, graph. Darst
    Notes:

    Literaturverz
  16. Stationary equilibria in discounted stochastic games with weakly interacting players
    Author: Horst, Ulrich
    Published: 2002
    Publisher:  Sonderforschungsbereich 373, Berlin

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1190 (2002.77)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse ; 2002,77
    Subjects: Nash-Gleichgewicht; Marktmikrostruktur; Finanzmarkt; Theorie; Stochastisches Spiel
    Scope: 32 S, 21 cm
    Notes:

    Literaturverz. S. 30 - 32
  17. Modeling comovements in trading intensities to distinguish sector and stock specific news
    Published: July 2002
    Publisher:  Center for Economic Research, Tilburg

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 436 (2002.69)
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: [Elektronische Ressource]
    Series: Discussion paper / Center for Economic Research ; 2002-69
    Subjects: Marktmikrostruktur; Börsenkurs; Wertpapierhandel; Kapitalmarkttheorie; Theorie; Comovement
    Scope: Online-Ressource, 25 p, = 283 Kb, text
  18. The value of trading consolidation
    evidence from the exercise of warrants
    Author: Amihud, Yakov; Lauterbach, Beni; Mendelson, Haim
    Published: 2002

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 938 (02.13)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business ; 02,13
    Subjects: Optionsanleihe; Wertpapierhandel; Marktmikrostruktur; Handelsvolumen der Börse; Schätzung; Israel
    Scope: 32 S
  19. Market dynamics around public information arrivals
    Author: Ranaldo, Angelo
    Published: 2002
    Publisher:  FAME, Geneva

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1355 (45)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Research paper / FAME, International Center for Financial Asset Management and Engineering ; 45
    Subjects: Wertpapierhandel; Handelsvolumen der Börse; Marktmikrostruktur; Informationsverbreitung; Transaktionskosten; Schätzung
    Scope: 37 S, graph. Darst
    Notes:

    Literaturverz
  20. Malliavin's calculus in insider models
    additional utility and free lunches
    Author: Imkeller, Peter
    Published: 2002
    Publisher:  Sonderforschungsbereich 373, Berlin

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1190 (2002.14)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QB 910
    Series: Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse ; 2002,14
    Subjects: Insiderhandel; Marktmikrostruktur; Börsenkurs; Stochastischer Prozess; Informationswert; Nutzen; Theorie; Martingal; Malliavin
    Scope: 20 S, graph. Darst, 21 cm
    Notes:

    Literaturverz. S. 18 - 20
  21. The microstructure of multiple-dealer equity and government securities markets
    how they differ
    Author: Gravelle, Toni
    Published: 2002
    Publisher:  Bank of Canada, Ottawa, Ontario

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
    Signature:
    6 B 49767
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 765 (2002.9)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper / Bank of Canada ; 2002-9
    Subjects: Marktmikrostruktur; Insiderhandel; Schuldenmanagement; Finanzmarkt; Theorie
    Scope: V, 32 S
    Notes:

    Zsfassung in franz. Sprache

    Literaturverz. S. 21 - 23
  22. Hot potato dynamics
    Author: Westerhoff, Frank H.
    Published: 2002
    Publisher:  Fachbereich Wirtschaftswiss., Osnabrück

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    Signature:
    K 2003 B 965
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Gottfried Wilhelm Leibniz Bibliothek - Niedersächsische Landesbibliothek
    Signature:
    3 Kap. 25113
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 60 (2002.04)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Universitätsbibliothek Osnabrück
    Signature:
    PIO / Bei 02/04
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück ; 2002,04
    Subjects: Devisenmarkt; Börsenmakler; Lagermanagement; Devisenmarkt; Marktmikrostruktur; Begrenzte Rationalität; Wechselkurs; Volatilität; Theorie; hot potato trading
    Scope: 19 Bl, graph. Darst
    Notes:

    Literaturverz. Bl. 15 - 16
  23. Information production, cash flow and corporate investment
    Author: Liu, Qiao; Qi, Rong
    Published: 2002

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1099 (376)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Array ; 376
    Subjects: Investitionsentscheidung; Cash Flow; Börsenkurs; Marktmikrostruktur; Theorie
    Scope: 29, [18] S, graph. Darst
  24. Volume and volatility in the FX-market
    does it matter who you are?
    Author: Bjønnes, Geir H.; Rime, Dagfinn; Solheim, Haakon
    Published: 2002
    Publisher:  Center for Economic Studies; Ifo Institute for Economic Research, Munich

    The relationship between volume and volatility has received much attention in the the literature of financial markets. However, due to the lack of data, few results have been presented for the foreign exchange market. Further, most studies contain... more

    Location:
    Staats- und Universitätsbibliothek Bremen
    Signature:
    bc 1391-786
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    Signature:
    1 : Z 104.53 -786-
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 624 (786)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    ifo Institut für Wirtschaftsforschung an der Universität München, Bibliothek
    Signature:
    S32-786 a
    Inter-library loan:
    No inter-library loan
    Location:
    ifo Institut für Wirtschaftsforschung an der Universität München, Bibliothek
    Signature:
    S32-786 b
    Inter-library loan:
    No inter-library loan
    Location:
    ifo Institut für Wirtschaftsforschung an der Universität München, Bibliothek
    Signature:
    S32-786 c
    Inter-library loan:
    No inter-library loan

     

    The relationship between volume and volatility has received much attention in the the literature of financial markets. However, due to the lack of data, few results have been presented for the foreign exchange market. Further, most studies contain only aggregate series, and can not distinguish between the impact of different instruments or participants.We study the impact of volume on volatility in the the FX-market using a unique data set of daily trading in the Swedish krona (SEK) market. The data set covers 95 per cent of worldwide SEK-trading, and is disaggregated on a number of reporting banks' buying and selling in five different instruments on a daily basis over a period of nine years. We find that volume in general depict a positive correlation with volatility. However, the strength of the relationship depends on the instrument used and the identity of the reporting bank. In particular we find that it is the large Swedish banks that dominate the relationship. These banks are probably also the best informed banks. We interpret this is as evidence that heterogeneous expectations are important to understand the volume-volatility relationship.

     
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Array ; 786
    Subjects: Wechselkurs; Volatilität; Devisenmarkt; Handelsvolumen der Börse; Marktmikrostruktur; Schätzung; Schweden
    Scope: 26 S, graph. Darst
    Notes:

    Literaturverz. S. 25 - 26
  25. Middlemen versus market makers
    a theory of competitive exchange
    Author: Rust, John; Hall, George
    Published: 2002
    Publisher:  NBER, Cambridge, Mass.

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1 (8883)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: NBER working paper series ; 8883
    Subjects: Suchtheorie; Marktmikrostruktur; Vermittlungstätigkeit; Geld-Brief-Spanne; Theorie; Market Maker
    Scope: 45 S, graph. Darst
    Notes:

    Internetausg.: papers.nber.org/papers/w8883.pdf - lizenzpflichtig

    Literaturverz. S. 44 - 45