Matches in SemOpenAlex for { <https://semopenalex.org/work/W2479395598> ?p ?o ?g. }
Showing items 1 to 92 of
92
with 100 items per page.
- W2479395598 endingPage "426" @default.
- W2479395598 startingPage "383" @default.
- W2479395598 abstract "Publisher Summary The introduction of widely available ultra high-frequency data sets over the past decade has spurred interest in empirical market microstructure. Intraday transaction-by-transaction dynamics of asset prices, volume, and spreads are available for analysis. Classic asset pricing research assumes only that prices eventually reach their equilibrium value; the route taken and speed of achieving equilibrium are not specified. The introduction of widely available ultra-high-frequency data sets over the past decade has spurred interest in empirical market microstructure. The black box determining equilibrium prices in financial markets has been opened up. Intraday transaction-by-transaction dynamics of asset prices, volume, and spreads are available for analysis. These vast data sets present new and interesting challenges to econometricians. While artificially discretizing the time intervals at which prices (or other marks) is a common practice in the literature, it does not come without cost. Different discretizing schemes trade of bias associated with temporally aggregating with variance. Averaging reduces the variability but blurs the timing of events." @default.
- W2479395598 created "2016-08-23" @default.
- W2479395598 creator A5047040699 @default.
- W2479395598 creator A5055161914 @default.
- W2479395598 date "2010-01-01" @default.
- W2479395598 modified "2023-10-10" @default.
- W2479395598 title "Analysis of High-Frequency Data" @default.
- W2479395598 cites W1610487738 @default.
- W2479395598 cites W1721315448 @default.
- W2479395598 cites W1738720631 @default.
- W2479395598 cites W1963787328 @default.
- W2479395598 cites W1966977762 @default.
- W2479395598 cites W1979575715 @default.
- W2479395598 cites W1980541697 @default.
- W2479395598 cites W1982316839 @default.
- W2479395598 cites W1984272629 @default.
- W2479395598 cites W1985808284 @default.
- W2479395598 cites W1999814123 @default.
- W2479395598 cites W1999996900 @default.
- W2479395598 cites W2003486631 @default.
- W2479395598 cites W2014394327 @default.
- W2479395598 cites W2034664902 @default.
- W2479395598 cites W2041904546 @default.
- W2479395598 cites W2043619364 @default.
- W2479395598 cites W2050238052 @default.
- W2479395598 cites W2069849731 @default.
- W2479395598 cites W2085727045 @default.
- W2479395598 cites W2086624954 @default.
- W2479395598 cites W2093362178 @default.
- W2479395598 cites W2100862493 @default.
- W2479395598 cites W2108032253 @default.
- W2479395598 cites W2110752212 @default.
- W2479395598 cites W2150053857 @default.
- W2479395598 cites W2150605640 @default.
- W2479395598 cites W2151400558 @default.
- W2479395598 cites W2157403008 @default.
- W2479395598 cites W2157495061 @default.
- W2479395598 cites W2158120228 @default.
- W2479395598 cites W2169532830 @default.
- W2479395598 cites W2171943708 @default.
- W2479395598 cites W2272135037 @default.
- W2479395598 cites W3121278172 @default.
- W2479395598 cites W3121364726 @default.
- W2479395598 cites W3121375561 @default.
- W2479395598 cites W3121960989 @default.
- W2479395598 cites W3123102284 @default.
- W2479395598 cites W3123292615 @default.
- W2479395598 cites W3124009593 @default.
- W2479395598 cites W3124263521 @default.
- W2479395598 cites W3124399064 @default.
- W2479395598 cites W3147777389 @default.
- W2479395598 cites W4246784033 @default.
- W2479395598 cites W4247381564 @default.
- W2479395598 doi "https://doi.org/10.1016/b978-0-444-50897-3.50010-9" @default.
- W2479395598 hasPublicationYear "2010" @default.
- W2479395598 type Work @default.
- W2479395598 sameAs 2479395598 @default.
- W2479395598 citedByCount "42" @default.
- W2479395598 countsByYear W24793955982012 @default.
- W2479395598 countsByYear W24793955982013 @default.
- W2479395598 countsByYear W24793955982014 @default.
- W2479395598 countsByYear W24793955982015 @default.
- W2479395598 countsByYear W24793955982016 @default.
- W2479395598 countsByYear W24793955982017 @default.
- W2479395598 countsByYear W24793955982018 @default.
- W2479395598 countsByYear W24793955982020 @default.
- W2479395598 countsByYear W24793955982022 @default.
- W2479395598 countsByYear W24793955982023 @default.
- W2479395598 crossrefType "book-chapter" @default.
- W2479395598 hasAuthorship W2479395598A5047040699 @default.
- W2479395598 hasAuthorship W2479395598A5055161914 @default.
- W2479395598 hasConcept C41008148 @default.
- W2479395598 hasConceptScore W2479395598C41008148 @default.
- W2479395598 hasLocation W24793955981 @default.
- W2479395598 hasOpenAccess W2479395598 @default.
- W2479395598 hasPrimaryLocation W24793955981 @default.
- W2479395598 hasRelatedWork W1596801655 @default.
- W2479395598 hasRelatedWork W2130043461 @default.
- W2479395598 hasRelatedWork W2350741829 @default.
- W2479395598 hasRelatedWork W2358668433 @default.
- W2479395598 hasRelatedWork W2376932109 @default.
- W2479395598 hasRelatedWork W2382290278 @default.
- W2479395598 hasRelatedWork W2390279801 @default.
- W2479395598 hasRelatedWork W2748952813 @default.
- W2479395598 hasRelatedWork W2899084033 @default.
- W2479395598 hasRelatedWork W2530322880 @default.
- W2479395598 isParatext "false" @default.
- W2479395598 isRetracted "false" @default.
- W2479395598 magId "2479395598" @default.
- W2479395598 workType "book-chapter" @default.