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subject:"Börse"
~isPartOf:"Applied economics"
~subject:"Agent-based modeling"
~subject:"Marktmikrostruktur"
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Börse
Agent-based modeling
Marktmikrostruktur
Securities trading
31
Wertpapierhandel
31
Börsenkurs
16
Share price
16
Capital income
11
Kapitaleinkommen
11
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8
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Altay-Salih, Aslihan
1
Arumugam, Devika
1
Fu, Yuan
1
Hu, Xiaoyi
1
Li, Daye
1
Li, Rongrong
1
Li, Zhuwei
1
Lu, Xuejiao
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Mazza, Paolo
1
McInish, Thomas H.
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Mishra, Ajay Kumar
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Mohammadpour, Adel
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Naghshineh A., Omid
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1
Prasanna, P. Krishna
1
Salavati, Erfan
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Sun, Qiankun
1
Tiniç, Murat
1
Trilochan, Tripathy
1
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1
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Applied economics
Journal of financial markets
43
Journal of banking & finance
32
Pacific-Basin finance journal
25
Journal of international financial markets, institutions & money
24
Quantitative finance
24
Journal of financial economics
22
Market microstructure and liquidity
22
Finance research letters
17
International review of financial analysis
17
Journal of economic dynamics & control
16
The financial review : the official publication of the Eastern Finance Association
14
Journal of empirical finance
12
The European journal of finance
12
SAFE working paper
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
Journal of financial and quantitative analysis : JFQA
10
Review of quantitative finance and accounting
10
The journal of finance : the journal of the American Finance Association
10
The journal of trading
10
Economic modelling
9
Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied mathematical finance
8
Computational economics
8
Gabler Edition Wissenschaft
8
International review of economics & finance : IREF
8
CFS working paper series
7
The North American journal of economics and finance : a journal of financial economics studies
7
International journal of theoretical and applied finance
6
Investment management and financial innovations
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
NBER working paper series
6
Nonlinear dynamics and heterogeneous interacting agents : [this volume contains a selection of contributions presented ath the WEHIA 03 (Workshop on Economics with Heterogeneous Interacting Agents), which was held at the Institute of World Economics in Kiel, Germany, on May 29-31, 2003 ; WEHIA 03 has been the 8th edition of a workshop ...]
6
Rodney L. White Center for Financial Research
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Applied economics letters
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Discussion paper series / LSE Financial Markets Group
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Journal of economic interaction and coordination : JEIC
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Journal of securities operations & custody
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ECONIS (ZBW)
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1
Interaction influence of trading rules on the quality of stock markets : the price limit rule and day trading rule from the Shanghai and Shenzhen stock exchanges
Li, Zhuwei
;
Lu, Xuejiao
;
Fu, Yuan
- In:
Applied economics
54
(
2022
)
56
,
pp. 6467-6479
Persistent link: https://www.econbiz.de/10013411386
Saved in:
2
A game of hide-and-seek between proprietary and buy-side algorithmic traders : causal links with market quality
Arumugam, Devika
;
Prasanna, P. Krishna
- In:
Applied economics
53
(
2021
)
41
,
pp. 4788-4798
Persistent link: https://www.econbiz.de/10012609877
Saved in:
3
An agent-based model and detect price manipulation based on intraday transaction data with simulation
Zare, Mohammad
;
Naghshineh A., Omid
;
Salavati, Erfan
; …
- In:
Applied economics
53
(
2021
)
43
,
pp. 4931-4949
Persistent link: https://www.econbiz.de/10012609914
Saved in:
4
Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul
Tiniç, Murat
;
Altay-Salih, Aslihan
- In:
Applied economics
52
(
2020
)
13
,
pp. 1446-1459
Persistent link: https://www.econbiz.de/10012197543
Saved in:
5
Order imbalance beta and stock returns
Yang, Chunpeng
;
Hu, Xiaoyi
- In:
Applied economics
52
(
2020
)
56
,
pp. 6100-6113
Persistent link: https://www.econbiz.de/10012308455
Saved in:
6
Testing the effect of technical analysis on market quality and order book dynamics
Mazza, Paolo
;
Petitjean, Mikael
- In:
Applied economics
51
(
2019
)
18
,
pp. 1947-1976
Persistent link: https://www.econbiz.de/10012196620
Saved in:
7
How the heterogeneity in investment horizons affects market trends
Li, Daye
;
Li, Rongrong
;
Sun, Qiankun
- In:
Applied economics
49
(
2017
)
15
,
pp. 1473-1482
Persistent link: https://www.econbiz.de/10011813610
Saved in:
8
Price movement and trade size on the National Stock Exchange of India
Mishra, Ajay Kumar
;
McInish, Thomas H.
;
Trilochan, Tripathy
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4847-4854
Persistent link: https://www.econbiz.de/10011380898
Saved in:
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