Results for *

Displaying results 1 to 25 of 38.

  1. The Italian overnight market
    microstructure effects, the marginale hypothesis and the payment system
    Published: 2003

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 140 (475)
    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: Temi di discussione del Servizio Studi / Banca d'Italia ; 475
    Subjects: Geldmarkt; Marktmikrostruktur; Clearing; Italien
    Scope: 58 S
    Notes:
  2. Volatility of interest rates in the Euro area
    evidence from high frequency data
    Published: 2003
    Publisher:  European Central Bank, Frankfurt am Main

    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
    6 B 54260
    Unlimited inter-library loan, copies and loan
    Staats- und Universitätsbibliothek Bremen
    bc 1389-235
    Unlimited inter-library loan, copies and loan
    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    oek 4130/500-235
    Unlimited inter-library loan, copies and loan
    Bundesverfassungsgericht, Bibliothek
    XG 1345-235
    Unlimited inter-library loan, copies and loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 1225 (235)
    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 / European Central Bank ; 235
    Subjects: Geldmarkt; Marktmikrostruktur; Zins; Liquiditätseffekt; Volatilität; Kointegration; EU-Staaten
    Scope: 73 S.
    Notes:
  3. The italian overnight market
    microstructure effects, the Martingale hypothesis and the payment system
    Published: 2003
    Publisher:  Banca d'Italia, Roma

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 140 (475)
    Unlimited inter-library loan, copies and loan
    Universität Konstanz, Kommunikations-, Informations-, Medienzentrum (KIM)
    wrc 10.06:i/t25-475
    Unlimited inter-library loan, copies and loan
    Deutsches Historisches Institut in Rom, Bibliothek
    Zs 1894 c (475 - 4°
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Temi di discussione del Servizio Studi ; 475
    Subjects: Geldmarkt; Marktmikrostruktur; Clearing; Italien
    Scope: 58 S., graph. Darst.
    Notes:
  4. Empirical models of the intraday process of price changes and liquidity
    a transaction level approach
    Published: [2003]

    Universitätsbibliothek Braunschweig
    No inter-library loan
    Staats- und Universitätsbibliothek Bremen
    No inter-library loan
    Universitätsbibliothek Clausthal
    No inter-library loan
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    No inter-library loan
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    No inter-library loan
    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    C 235838
    No inter-library loan
    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    Edition: [Elektronische Ressource]
    Subjects: Börsenkurs; Handelsvolumen der Börse; Volatilität; Wertpapierhandel; Finanzmarkt; Marktmikrostruktur; Theorie; Schätzung; Zinsderivat; Deutschland; Ökonometrisches Modell
    Scope: Online-Ressource, 197 p., text
    Notes:

    Konstanz, Univ., Diss, 2001

  5. The use of flow analysis in foreign exchange
    exploratory evidence
    Published: Mar. 2003
    Publisher:  Fachbereich Wirtschaftswiss., Univ., Hannover

    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 163 (276)
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    DS 8 (276)
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/78366
    Edition: [Elektronische Ressource]
    Series: Diskussionspapiere des Fachbereichs Wirtschaftswissenschaften, Universität Hannover ; 276
    Subjects: Devisenmarkt; Marktmikrostruktur; Handelsvolumen der Börse; Finanzanalyse; Deutschland
    Scope: Online-Ressource, 29, [8] p. = 131 KB, text, ill
  6. How often to sample a continuous-time process in the presence of market microstructure noise
    Published: 2003
    Publisher:  NBER, Cambridge, Mass.

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 1 (9611)
    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 ; 9611
    Subjects: Marktmikrostruktur; Stichprobenerhebung; Statistische Methode; Schätztheorie; Theorie; Corporate profits; Securities; Stock exchanges
    Scope: 51 S, graph. Darst
    Notes:

    Internetausg.: papers.nber.org/papers/w9611.pdf - lizenzpflichtig

    Literaturverz. S. 46 - 47

  7. Was there front running during the LTCM crisis?
    Author: Cai, Fang
    Published: 2003
    Publisher:  Board of Governors of the Federal Reserve System, Washington, DC

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 132 (758)
    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: International finance discussion papers ; 758
    Subjects: Wertpapierhandel; Marktmikrostruktur; Staatspapier; Derivat; USA; Finanzkrise; Strategic trading
    Scope: 45 S, graph. Darst
    Notes:

    Literaturverz. S. 42 - 43

  8. The impact of microstructure innovations in emerging stock markets
    evidence from Mumbai, India
    Published: Mar. 2003
    Publisher:  Loughborough Univ., Dep. of Economics, Loughborough

    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 1013 (2003.04)
    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: Economic research paper / Loughborough University, Department of Economics ; 03,04
    Subjects: Marktmikrostruktur; Schwellenländer; Electronic Commerce; Indien
    Scope: Online-Ressource, 51 p., text, ill
  9. Spill-over dynamics of central bank interventions
    Published: 2003
    Publisher:  Univ., Fachbereich Wirtschaftswiss., Osnabrück

    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    K 2003 B 2613
    Unlimited inter-library loan, copies and loan
    Gottfried Wilhelm Leibniz Bibliothek - Niedersächsische Landesbibliothek
    3 Kap. 25762
    Unlimited inter-library loan, copies and loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 60 (2003.06)
    Unlimited inter-library loan, copies and loan
    Universitätsbibliothek Osnabrück
    PIO / Bei 2003,6
    No inter-library loan
    Universitätsbibliothek Osnabrück
    PIO / Bei 2003,6
    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 ; 2003,06
    Subjects: Wechselkurspolitik; Währungsspekulation; Spillover-Effekt; Devisenmarkt; Marktmikrostruktur; Finanzanalyse; Anlageverhalten; Theorie
    Scope: 18 Bl, graph. Darst
    Notes:

    Literaturverz. Bl. 12 - 13

  10. When continuous trading becomes continuous
    Published: 2003
    Publisher:  Dep. of Economics, European Univ. Viadrina, Frankfurt (Oder)

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 1390 (2003.1)
    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
    RVK Categories: QB 910
    Series: Capital markets and finance in the enlarged Europe - the postgraduate research programme working paper series ; No. 2003,1
    Subjects: Börsenkurs; Wertpapierhandel; Institutioneller Investor; Börsenhandel; Marktmikrostruktur; Schätzung; Polen
    Scope: 33 S, graph. Darst
    Notes:
  11. Volume shocks and short-horizon stock return autocovariances
    evidence from the Warsaw stock exchange
    Published: 2003
    Publisher:  Dep. of Economics, European Univ. Viadrina, Frankfurt (Oder)

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 1390 (2003.2)
    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: Capital markets and finance in the enlarged Europe - the postgraduate research programme working paper series ; No. 2003,2
    Subjects: Börsenkurs; Kapitaleinkommen; Handelsvolumen der Börse; Marktmikrostruktur; Schätzung; Polen
    Scope: 25 S
    Notes:
  12. Multi-asset market dynamics
    Published: 2003
    Publisher:  Univ., Fachbereich Wirtschaftswiss., Osnabrück

    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    K 2003 B 2609
    Unlimited inter-library loan, copies and loan
    Gottfried Wilhelm Leibniz Bibliothek - Niedersächsische Landesbibliothek
    3 Kap. 25547
    Unlimited inter-library loan, copies and loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 60 (2003.01)
    Unlimited inter-library loan, copies and loan
    Universitätsbibliothek Osnabrück
    PIO / Bei 03/01
    No inter-library loan
    Universitätsbibliothek Osnabrück
    PIO / Bei 03/01
    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 ; 2003,01
    Subjects: Börsenkurs; Finanzmarkt; Marktmikrostruktur; Anlageverhalten; Finanzanalyse; Theorie; Agentenbasierte Modellierung; comovement
    Scope: 27 Bl, graph. Darst
    Notes:

    Literaturverz. Bl. 16 - 18

  13. A minimal noise trader model with realistic time series properties
    Published: 2003
    Publisher:  Univ., Dep. of Economics, Kiel

    Universitätsbibliothek Kiel, Zentralbibliothek
    EZ 180
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    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: Economics working paper / Christian-Albrechts-Universität Kiel, Department of Economics ; 2003,15
    Subjects: Kapitaleinkommen; Börsenkurs; Finanzmarkt; Noise Trading; Währungsspekulation; Marktmikrostruktur; Anlageverhalten; Zeitreihenanalyse; Theorie; Agentenbasierte Modellierung; herding behaviour; Statistische Physik
    Scope: Online-Ressource, 18 p., text, ill
  14. The effects of e-commerce on the markets
    Published: 2003

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    C 236620
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Print
    Subjects: Electronic Commerce; Marktmikrostruktur
    Scope: 6, 68 Bl, graph. Darst
    Notes:

    Literaturverz. S. 63 - 68

    Bangkok, Thammasat Univ., Diss., 2003

  15. Asymmetric price behaviour surrounding block trades
    a market microstructure explanation
    Published: July 2003
    Publisher:  Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business, Aarhus

    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 1248 (154)
    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 Resource]
    Series: Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business ; 154
    Subjects: Asymmetrische Information; Systematischer Fehler; Optionsgeschäft; Marktmikrostruktur
    Scope: Online-Ressource, 27 p., text, ill
    Notes:

    nBibliography

  16. Heterogeneous expectations in the foreign exchange market
    evidence from the daily dollar/DM exchange rate
    Published: 2003
    Publisher:  CFS, Frankfurt am Main

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 1251 (2003.11)
    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: CFS working paper ; No. 2003,11
    Subjects: Monetäre Wechselkurstheorie; Devisenmarkt; Marktmikrostruktur; Erwartungsbildung; Finanzanalyse; Schätzung; USA; Deutschland; regime-switching model
    Scope: 29 S, graph. Darst, 21 cm
    Notes:

    Auch im Internet unter der Adresse www.ifk-cfs.de verfügbar

  17. Price discovery in fragmented markets
    Published: 2003
    Publisher:  Centre for Economic Policy Research, London

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 32 (3987)
    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 ; 3987
    Subjects: Marktmikrostruktur; Marktstruktur; Zeitreihenanalyse; Börsenkurs; Theorie; New Economy
    Scope: 25 S
  18. When do central bank interventions influence intra-daily and longer-term exchange rate movements?
    Published: 2003
    Publisher:  National Bureau of Economic Research, Cambridge, Mass.

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 1 (9875)
    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: NBER working paper series ; 9875
    Subjects: Wechselkurs; Wechselkurspolitik; Devisenmarkt; Marktmikrostruktur; USA; Japan; Deutschland
    Scope: 37 S, graph. Darst
    Notes:

    Internetausg.: papers.nber.org/papers/w9875.pdf - lizenzpflichtig

    Literaturverz. S. 22 - 25

  19. Anatomy of a market crash
    a market microstructure analysis of the Turkish overnight liquidity crisis
    Published: 2003

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 766 (456)
    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 series / LSE Financial Markets Group ; 456
    Subjects: Marktmikrostruktur; Liquidität; Türkei; Finanzkrise
    Scope: 35 S, graph. Darst
  20. Essays on the interface of market microstructure and behavioral finance
    Published: 2003
    Publisher:  Helsinki School of Economics and Business Administration, Helsinki

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    B 329922
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Print
    ISBN: 9517917821
    Series: Array ; 219
    Subjects: Marktmikrostruktur; Börsenhandel; Ambulanter Handel; Anlageverhalten; Theorie; Finnland; Investments; Capital market; Finance
    Scope: 112 S, graph. Darst
    Notes:

    Enth. 3 Beitr. - Literaturangaben

    Zugl.: Helsinki, School of Economics, Diss., 2003

  21. Noise traders and the volatility of exchange rates
    Published: 2003
    Publisher:  Univ., Rechts- und Wirtschaftswiss. Fak., Bayreuth

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    A 237816
    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 papers in economics ; 2003,5
    Subjects: Wechselkurs; Volatilität; Devisenmarkt; Marktmikrostruktur; Noise Trading; Schätzung; Welt
    Scope: 42 S, graph. Darst, 21 cm
    Notes:

    Literaturverz. S. 28 - 31

  22. Tobin tax effects seen from the foreign exchange market's microstructure
    Published: Jan. 2003
    Publisher:  Fachbereich Wirtschaftswiss., Univ., Hannover

    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 163 (268)
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    DS 8 (268)
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/78370
    Edition: [Elektronische Ressource]
    Series: Diskussionspapiere des Fachbereichs Wirtschaftswissenschaften, Universität Hannover ; 268
    Subjects: Tobinsteuer; Devisenmarkt; Marktmikrostruktur; Währungsspekulation; Theorie
    Scope: Online-Ressource, 19 p., text, ill
  23. Estimating the probability of informed trading
    does trade misclassification matter?
    Published: 2003
    Publisher:  FGN, Forschungsgemeinschaft für Nationalökonomie an der Univ. St. Gallen, St. Gallen

    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    1 : Z 105.515 -2003-01-
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 249 (2003.01)
    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 / Universität St. Gallen, Volkswirtschaftliche Abteilung ; 2003-01
    Subjects: Wertpapierhandel; Aktienmarkt; Marktmikrostruktur; Informationsverhalten; Systematischer Fehler; Handelsvolumen der Börse; Theorie; USA
    Scope: 23, 7 S, graph. Darst
    Notes:

    Literaturverz. S. 18 - 19

  24. Inventory information
    Published: 2003
    Publisher:  National Bureau of Economic Research, Cambridge, Mass.

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 1 (9893)
    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 ; 9893
    Subjects: Devisenmarkt; Asymmetrische Information; Währungsspekulation; Marktmikrostruktur; Theorie; Bond market; Foreign exchange market; Investment analysis
    Scope: 42 S
    Notes:

    Internetausg.: papers.nber.org/papers/w9893.pdf - lizenzpflichtig

    Literaturverz. S. 27 - 31

  25. Why do larger orders receive discounts on the London Stock Exchange?
    Published: 29 May 2003
    Publisher:  Charles A. Dice Center for Research in Financial Economics, Columbus, Ohio

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 1328 (2003.15)
    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: Working papers series / Charles A. Dice Center for Research in Financial Economics ; 2003,15
    Subjects: Niedrigpreisstrategie; Wertpapierhandel; Marktmikrostruktur; Handelsvolumen der Börse; Theorie; Großbritannien
    Scope: Online-Ressource, 31, [17] p., text, ill
    Notes:

    Gesamttitel von der Homepage