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subject:"Elektronisches Handelssystem"
~accessRights:"restricted"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~person:"Abergel, Frédéric"
~person:"Beetsma, Roel"
~person:"Chiarella, Carl"
~person:"Chou, Robin K."
~person:"Cumming, Douglas J."
~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
7
Wertpapierhandel
7
Börsenkurs
5
Share price
5
Electronic trading
4
Market microstructure
4
Marktmikrostruktur
4
Volatilität
4
Theorie
3
Theory
3
Estimation
2
Market liquidity
2
Marktliquidität
2
Stochastic process
2
Stochastischer Prozess
2
Algorithmic trading
1
Anlageverhalten
1
Auction theory
1
Auktionstheorie
1
Automated trading
1
Behavioural finance
1
Bid-ask spread
1
Bid-to-cover ratios
1
Bourse
1
Börse
1
Colocation
1
Dynamic equilibrium
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Euro area
1
Eurozone
1
Fair pricing
1
Financial analysis
1
Financial market
1
Finanzanalyse
1
Finanzmarkt
1
Geld-Brief-Spanne
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Article in journal
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English
7
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Abergel, Frédéric
Beetsma, Roel
Chiarella, Carl
Chou, Robin K.
Cumming, Douglas J.
Lillo, Fabrizio
2
Roseman, Brian S.
2
Tapia, Mikel
2
Achab, Massil
1
Aitken, Michael J.
1
Amaya, Diego
1
Babiak, Mykola
1
Bacry, E.
1
Baldacci, Bastien
1
Bazzana, Flavio
1
Bel Hadj Ayed, Ahmed
1
Bergault, Philippe
1
Bianchi, Daniele
1
Black, Jeffrey R.
1
Bouchaud, Jean-Philippe
1
Bucci, Frederic
1
Cai, Wenye
1
Cartea, Álvaro
1
Chaboud, Alain
1
Chague, Fernando
1
Chakrabarty, Bidisha
1
Chang, Ya-Kai
1
Ciacci, Alberto
1
Cox, Justin
1
Davis, Ryan L.
1
De-Losso, Rodrigo
1
Dickerson, Alexander
1
Donatoni, Enrico
1
Dong, Ming
1
Dufour, Alfonso
1
Eisler, Zoltan
1
Filbien, Jean-Yves
1
Fishe, Raymond P. H.
1
Frei, Christoph
1
Gao, Ming
1
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Gabler Edition Wissenschaft
Journal of banking & finance
Quantitative finance
The journal of futures markets
Asia-Pacific journal of financial studies
1
Market microstructure and liquidity
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
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ECONIS (ZBW)
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1
Algorithmic trading and market quality : international evidence of the impact of errors in colocation dates
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014463062
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
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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