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subject:"Elektronisches Handelssystem"
~accessRights:"restricted"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Market microstructure and liquidity"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~person:"Abergel, Frédéric"
~person:"Beetsma, Roel"
~person:"Chiarella, Carl"
~person:"Chou, Robin K."
~subject:"Derivat"
~subject:"Handelsvolumen der Börse"
~subject:"Hawkes processes"
~subject:"Schätzung"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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Elektronisches Handelssystem
Derivat
Handelsvolumen der Börse
Hawkes processes
Schätzung
USA
Volatility
Securities trading
8
Wertpapierhandel
8
Börsenkurs
5
Market microstructure
5
Marktmikrostruktur
5
Share price
5
Theorie
5
Theory
5
Electronic trading
4
Volatilität
3
Bourse
2
Börse
2
Estimation
2
Financial market
2
Finanzmarkt
2
Limit order books
2
Stochastic process
2
Stochastischer Prozess
2
Anlageverhalten
1
Auction theory
1
Auktionstheorie
1
Automated trading
1
Behavioural finance
1
Bid-ask spread
1
Bid-to-cover ratios
1
Börsenmakler
1
Decision
1
Dynamic equilibrium
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Entscheidung
1
Euro area
1
Eurozone
1
Fair pricing
1
Financial analysis
1
Finanzanalyse
1
Geld-Brief-Spanne
1
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Article in journal
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7
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English
7
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Abergel, Frédéric
Beetsma, Roel
Chiarella, Carl
Chou, Robin K.
Lehalle, Charles-Albert
3
Bel Hadj Ayed, Ahmed
2
Bouchaud, Jean-Philippe
2
Lillo, Fabrizio
2
Roseman, Brian S.
2
Rosenbaum, Mathieu
2
Said, Emilio
2
Tapia, Mikel
2
Toke, Ioane Muni
2
Achab, Massil
1
Aitken, Michael J.
1
Alfonsi, Aurélien
1
Amaya, Diego
1
Aquilina, Matteo
1
Babiak, Mykola
1
Bacry, E.
1
Bacry, Emmanuel
1
Baldacci, Bastien
1
Bazzana, Flavio
1
Bechler, Kyle
1
Bergault, Philippe
1
Bianchi, Daniele
1
Black, Jeffrey R.
1
Blanc, Pierre
1
Blau, Benjamin
1
Bonart, Julius
1
Brigida, Matt
1
Bucci, Frederic
1
Cai, Wenye
1
Cartea, Álvaro
1
Cebiroglu, Gökhan
1
Chaboud, Alain
1
Chague, Fernando
1
Chakrabarty, Bidisha
1
Chang, Ya-Kai
1
Ciacci, Alberto
1
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Gabler Edition Wissenschaft
Journal of banking & finance
Market microstructure and liquidity
Quantitative finance
The journal of futures markets
Asia-Pacific journal of financial studies
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Source
All
ECONIS (ZBW)
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1
Algorithmic trading and market quality : evidence from the Taiwan index futures market
Chang, Ya-Kai
;
Chou, Robin K.
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1837-1855
Persistent link: https://www.econbiz.de/10013465825
Saved in:
2
Market impact : a systematic study of the high frequency options market
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Thillou, Damien
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 69-84
Persistent link: https://www.econbiz.de/10012424634
Saved in:
3
Algorithmic trading in a microstructural limit order book model
Abergel, Frédéric
;
Huré, Côme
;
Pham, Huyên
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1263-1283
Persistent link: https://www.econbiz.de/10012262662
Saved in:
4
Bid-to-cover and yield changes around public debt auctions in the euro area
Beetsma, Roel
;
Giuliodori, Massimo
;
Hanson, Jesper
; …
- In:
Journal of banking & finance
87
(
2018
),
pp. 118-134
Persistent link: https://www.econbiz.de/10011962504
Saved in:
5
High-dimensional Hawkes processes for limit order books : modelling, empirical analysis and numerical calibration
Lu, Xiaofei
;
Abergel, Frédéric
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 249-264
Persistent link: https://www.econbiz.de/10011905913
Saved in:
6
Market impact : a systematic study of limit orders
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Husson, Alexandre
; …
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011988894
Saved in:
7
Chasing trends at the micro-level : the effect of technical trading on order book dynamics
Chiarella, Carl
;
Ladley, Dan
- In:
Journal of banking & finance
72
(
2016
),
pp. 119-131
Persistent link: https://www.econbiz.de/10011637085
Saved in:
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