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isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Market microstructure and liquidity"
~type_genre:"Article in journal"
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Securities trading
92
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Börsenkurs
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Theorie
39
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39
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38
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Blau, Benjamin
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He, Xue-zhong
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Horst, Ulrich
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Lehalle, Charles-Albert
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Lien, Da-hsiang Donald
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Journal of economic dynamics & control
Market microstructure and liquidity
Journal of banking & finance
126
Journal of financial markets
123
Journal of financial economics
86
Pacific-Basin finance journal
81
The review of financial studies
80
Journal of securities operations & custody
73
Finance research letters
70
The journal of finance : the journal of the American Finance Association
69
International review of financial analysis
62
Journal of financial and quantitative analysis : JFQA
58
Journal of empirical finance
57
The journal of trading
51
Journal of international financial markets, institutions & money
44
The journal of futures markets
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Review of quantitative finance and accounting
42
Quantitative finance
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The European journal of finance
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The financial review : the official publication of the Eastern Finance Association
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Applied economics letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
33
Applied economics
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International review of economics & finance : IREF
32
International journal of theoretical and applied finance
31
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
27
Journal of financial intermediation
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The North American journal of economics and finance : a journal of financial economics studies
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Applied financial economics
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Computational economics
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Economic modelling
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Research in international business and finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of finance : journal of the European Finance Association
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Die Bank
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The American economic review
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Asia-Pacific journal of financial studies
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Investment management and financial innovations
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ECONIS (ZBW)
92
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1
Competition among high-frequency traders and market quality
Breckenfelder, Johannes
- In:
Journal of economic dynamics & control
166
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10015051273
Saved in:
2
An intraday analysis of block orders on the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Wu, Yi-Hsien
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 133-147
Persistent link: https://www.econbiz.de/10014427948
Saved in:
3
Order scoring, bandit learning and order cancellations
Gao, Xuefeng
;
Xu, Tianrun
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013384695
Saved in:
4
High-frequency trading, stock volatility, and intraday crashes
Ben Ammar, Imen
;
Hellara, Slaheddine
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 337-344
Persistent link: https://www.econbiz.de/10013334894
Saved in:
5
Reinforcement learning equilibrium in limit order markets
He, Xue-zhong
;
Lin, Shen
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013543147
Saved in:
6
Over-the-counter versus double auction in asset markets with near-zero-intelligence traders
Lu, Dong
;
Zhan, Yaosong
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013539524
Saved in:
7
Machine learning and speed in high-frequency trading
Arifovic, Jasmina
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013464913
Saved in:
8
What drives intraday reversal? : illiquidity or liquidity oversupply?
Kang, Junqing
;
Lin, Shen
;
Xiong, Xiong
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013393677
Saved in:
9
Who knows more and makes more? : a perspective of order submission decisions across investor types
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Chen, Hung-Ju
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 381-398
Persistent link: https://www.econbiz.de/10012655075
Saved in:
10
Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading
Takayama, Shino
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012666959
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