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language:"eng"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
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Search: subject_exact:"Effektenhandel"
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Securities trading
76
Wertpapierhandel
76
Börsenkurs
38
Share price
38
Market microstructure
32
Marktmikrostruktur
32
Theorie
30
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Abergel, Frédéric
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Cont, Rama
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Nolte, Ingmar
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Cucuringu, Mihai
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Gregoriou, Andros
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Quantitative finance
The European journal of finance
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
72
The journal of finance : the journal of the American Finance Association
69
Finance research letters
66
International review of financial analysis
62
Journal of empirical finance
58
Journal of financial and quantitative analysis : JFQA
58
The journal of trading
51
Journal of international financial markets, institutions & money
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Review of quantitative finance and accounting
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The financial review : the official publication of the Eastern Finance Association
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Applied economics letters
34
Applied economics
32
International review of economics & finance : IREF
32
Management science : journal of the Institute for Operations Research and the Management Sciences
32
International journal of theoretical and applied finance
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Journal of economic dynamics & control
30
Market microstructure and liquidity
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
26
Journal of financial intermediation
25
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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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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The journal of business : B
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Applied mathematical finance
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ECONIS (ZBW)
76
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76
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1
Cross-impact of order flow imbalance in equity markets
Cont, Rama
;
Cucuringu, Mihai
;
Zhang, Chao
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1373-1393
Persistent link: https://www.econbiz.de/10014419165
Saved in:
2
Bank funding constraints and stock liquidity
Molyneux, Philip
;
Wang, Qingwei
;
Xie, Ru
;
Zhao, Binru
- In:
The European journal of finance
29
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014322443
Saved in:
3
Analysis and modeling of client order flow in limit order markets
Cont, Rama
;
Cucuringu, Mihai
;
Glukhov, Vacslav
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10014232614
Saved in:
4
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
5
State-dependent Hawkes processes and their application to limit order book modelling
Morariu-Patrichi, Maxime
;
Pakkanen, Mikko S.
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 563-583
Persistent link: https://www.econbiz.de/10013167781
Saved in:
6
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
7
Rule-based trading on an order-driven exchange : a reassessment
Isaac, Alan Glen
;
Ramaswamy, Vasudeva
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1871-1886
Persistent link: https://www.econbiz.de/10014452482
Saved in:
8
Price discovery and gains from trade in asset markets with insider trading
Brünner, Tobias
;
Levínský, René
- In:
The European journal of finance
29
(
2023
)
3
,
pp. 255-277
Persistent link: https://www.econbiz.de/10014322519
Saved in:
9
Media trading groups and short selling manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1035-1052
Persistent link: https://www.econbiz.de/10014321662
Saved in:
10
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
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