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language:"eng"
~person:"Chiarella, Carl"
~source:"econis"
~type_genre:"Non-commercial literature"
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Securities trading
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Chiarella, Carl
Hautsch, Nikolaus
22
Foucault, Thierry
21
Menkveld, Albert J.
20
Theissen, Erik
19
Werner, Ingrid M.
18
Sarkar, Asani
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Rindi, Barbara
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Pelizzon, Loriana
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Weill, Pierre-Olivier
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Horst, Ulrich
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Bellia, Mario
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Westheide, Christian
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Caporale, Guglielmo Maria
9
Duffie, Darrell
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Massa, Massimo
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Pedersen, Lasse Heje
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Giot, Pierre
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Gomber, Peter
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Koeppl, Thorsten V.
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Ranaldo, Angelo
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Sandås, Patrik
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Subrahmanyam, Marti G.
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Weber, Martin
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Yuferova, Darya
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Edelen, Roger M.
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7
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Vives, Xavier
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
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ECONIS (ZBW)
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On candlestick-based trading rules profitability analysis via parametric bootstraps and multivariate Pair-Copula based models
Röthig, Andreea
;
Röthig, Andreas
;
Chiarella, Carl
-
2015
Persistent link: https://www.econbiz.de/10011344226
Saved in:
2
A behavioural model of investor sentiment in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Shi, Lei
;
Wei, Lijian
-
2014
Persistent link: https://www.econbiz.de/10010349284
Saved in:
3
Learning and evolution of trading strategies in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Wei, Lijian
-
2013
Persistent link: https://www.econbiz.de/10009775514
Saved in:
4
A dynamic analysis of the microstructure of moving average rules in a double auction market
Chiarella, Carl
;
He, Xue-zhong
;
Pellizzari, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003857530
Saved in:
5
The impact of heterogeneous trading rules on the limit order book and order flows
Chiarella, Carl
;
Iori, Guilia
-
2005
Persistent link: https://www.econbiz.de/10002765032
Saved in:
6
Asset price dynamics with time-varying second moment
Chiarella, Carl
;
He, Xue-zhong
;
Wang, Duo
-
2004
Persistent link: https://www.econbiz.de/10002554388
Saved in:
7
Asset price and wealth dynamics in a financial market with heterogeneous agents
Chiarella, Carl
;
Dieci, Roberto
;
Gardini, Laura
-
2004
Persistent link: https://www.econbiz.de/10002431655
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