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accessRights:"restricted"
~person:"Jaimungal, Sebastian"
~person:"Stenfors, Alexis"
~subject:"Market microstructure"
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Market microstructure
Securities trading
12
Wertpapierhandel
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Electronic trading
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Elektronisches Handelssystem
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Marktmikrostruktur
6
Theorie
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high-frequency trading
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algorithmic trading
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Jaimungal, Sebastian
Stenfors, Alexis
Hung, Pi-Hsia
9
Lien, Da-hsiang Donald
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Abergel, Frédéric
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Garvey, Ryan
4
Lehalle, Charles-Albert
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Pani, Sudhanshu
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Sensoy, Ahmet
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Toke, Ioane Muni
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Yamamoto, Ryuichi
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Bouchaud, Jean-Philippe
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Cartea, Álvaro
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Huang, Tao
3
Ibikunle, Gbenga
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Kallinterakis, Vasileios
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Kyle, Albert S.
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O'Hara, Maureen
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Rosenbaum, Mathieu
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Susai, Masayuki
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Wu, Fei
3
Alfonsi, Aurélien
2
Arumugam, Devika
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Azhar Mohamad
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Bel Hadj Ayed, Ahmed
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Blanc, Pierre
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Cebiroglu, Gökhan
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Cenesizoglu, Tolga
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Chen, Jing
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Choi, Jin Hyuk
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Dixit, Alok
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Fohlin, Caroline
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Gao, Xuefeng
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Gould, Martin
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Journal of international financial markets, institutions & money
3
Applied mathematical finance
2
Mathematics and financial economics
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Cross-market spoofing
Stenfors, Alexis
;
Doraghi, Mehrdaad
;
Soviany, Cristina
; …
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014306362
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2
Spoofing and pinging in foreign exchange markets
Stenfors, Alexis
;
Susai, Masayuki
- In:
Journal of international financial markets, …
70
(
2021
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012668408
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3
Liquidity withdrawal in the FX spot market : a cross-country study using high-frequency data
Stenfors, Alexis
;
Susai, Masayuki
- In:
Journal of international financial markets, …
59
(
2019
),
pp. 36-57
Persistent link: https://www.econbiz.de/10012127871
Saved in:
4
Foreign exchange markets with Last Look
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Walton, Jamie
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012055750
Saved in:
5
Mean-field game strategies for optimal execution
Huang, Xuancheng
;
Jaimungal, Sebastian
;
Nourian, Mojtaba
- In:
Applied mathematical finance
26
(
2019
)
2
,
pp. 153-185
Persistent link: https://www.econbiz.de/10012210268
Saved in:
6
Enhancing trading strategies with order book signals
Cartea, Álvaro
;
Donnelly, Ryan
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011959112
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