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subject:"Börse"
~accessRights:"free"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~subject:"Marktmikrostruktur"
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Börse
Marktmikrostruktur
Securities trading
19
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Arumugam, Devika
1
Bayona, Anna
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Chen, Xinyun
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Chu, Gang
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Dumitrescu, Ariadna
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Gradojevic, Nikola
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Hu, Yingyi
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Long, Xingchen
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Rannou, Yves
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Economic modelling
Quantitative finance
24
Market microstructure and liquidity
22
Finance research letters
21
Journal of financial markets
17
Pacific-Basin finance journal
16
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13
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SAFE working paper
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International review of financial analysis
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Management science : journal of the Institute for Operations Research and the Management Sciences
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NBER working paper series
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The financial review : the official publication of the Eastern Finance Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics
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International review of economics & finance : IREF
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NBER Working Paper
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Research paper series / Swiss Finance Institute
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1
Market price determination : Interpreting quote order imbalance under zero-profit equilibrium
Long, Yunshen
;
Yan, Jingzhou
;
Wu, Liang
;
Long, Xingchen
- In:
Economic modelling
134
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014548479
Saved in:
2
Information and optimal trading strategies with dark pools
Bayona, Anna
;
Dumitrescu, Ariadna
;
Manzano Tovar, Carolina
- In:
Economic modelling
126
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462407
Saved in:
3
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
Saved in:
4
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
5
An analysis of impact of cancellation activity on market quality : evidence from China
Chu, Gang
;
Zhang, Yongjie
;
Zhang, Xiaotao
- In:
Economic modelling
102
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012796584
Saved in:
6
Information asymmetry, cluster trading, and market efficiency : evidence from the Chinese stock market
Hu, Yingyi
;
Prigent, Jean-Luc
- In:
Economic modelling
80
(
2019
),
pp. 11-22
Persistent link: https://www.econbiz.de/10012199161
Saved in:
7
Limit order books, uninformed traders and commodity derivatives : insights from the European carbon futures
Rannou, Yves
- In:
Economic modelling
81
(
2019
),
pp. 387-410
Persistent link: https://www.econbiz.de/10012202116
Saved in:
8
Multiscale analysis of foreign exchange order flows and technical trading profitability
Gradojevic, Nikola
;
Lento, Camillo
- In:
Economic modelling
47
(
2015
),
pp. 156-165
Persistent link: https://www.econbiz.de/10011439041
Saved in:
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