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subject:"Elektronisches Handelssystem"
~isPartOf:"Applied economics"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of business : B"
~isPartOf:"The journal of futures markets"
~subject:"Börsenkurs"
~subject:"Handelsvolumen der Börse"
~subject:"Schätzung"
~subject:"Securities trading"
~subject:"USA"
~type_genre:"Article in journal"
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Elektronisches Handelssystem
Börsenkurs
Handelsvolumen der Börse
Schätzung
Securities trading
USA
Wertpapierhandel
283
Share price
100
Theorie
75
Theory
75
Market microstructure
58
Marktmikrostruktur
58
Anlageverhalten
54
Behavioural finance
54
Aktienmarkt
50
Stock market
50
Capital income
48
Kapitaleinkommen
48
United States
48
Volatility
41
Volatilität
41
Estimation
38
Liquidity
34
Asymmetric information
31
Asymmetrische Information
31
Electronic trading
30
Liquidität
29
Trading volume
28
Bourse
27
Börse
27
Portfolio selection
24
Portfolio-Management
24
Market liquidity
23
Marktliquidität
23
Bid-ask spread
22
Geld-Brief-Spanne
22
Financial analysis
21
Finanzanalyse
21
Derivat
19
Derivative
19
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Online availability
All
Undetermined
118
Free
7
Type of publication
All
Article
281
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
283
Collection of articles of several authors
2
Conference paper
2
Konferenzbeitrag
2
Sammelwerk
2
Aufsatzsammlung
1
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Language
All
English
283
Author
All
Frino, Alex
7
Subrahmanyam, Avanidhar
4
Abergel, Frédéric
3
Aitken, Michael J.
3
Cont, Rama
3
Kang, Jangkoo
3
Mazza, Paolo
3
Payne, Richard
3
Wu, Fei
3
Berkman, Henk
2
Boehmer, Beatrice
2
Boehmer, Ekkehart
2
Cai, Jun
2
Cartea, Álvaro
2
Cheung, Stephen Y. L.
2
Chou, Robin K.
2
Chung, Kee H.
2
Chuwonganant, Chairat
2
Cucuringu, Mihai
2
Darolles, Serge
2
Fonseca, José da
2
Fung, Hung-gay
2
Fung, Joseph K. W.
2
Garvey, Ryan
2
Huang, Han-Ching
2
Kaserer, Christoph
2
Khil, Jaeuk
2
Lai, Hung-neng
2
LeFol, Gaëlle
2
Lepone, Andrew
2
Lillo, Fabrizio
2
Lin, William
2
Locke, Peter R.
2
Marshall, Ben R.
2
McKenzie, Michael D.
2
Menkhoff, Lukas
2
Nam, Kiseok
2
Ng, Lilian K.
2
Nordén, Lars
2
Oppenheimer, Henry R.
2
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Published in...
All
Applied economics
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of banking & finance
Quantitative finance
The journal of business : B
The journal of futures markets
Journal of financial markets
121
Journal of financial economics
86
The review of financial studies
80
Pacific-Basin finance journal
79
Journal of securities operations & custody
72
The journal of finance : the journal of the American Finance Association
67
Finance research letters
62
International review of financial analysis
62
Journal of financial and quantitative analysis : JFQA
58
Journal of empirical finance
57
The journal of trading
51
Journal of international financial markets, institutions & money
43
Review of quantitative finance and accounting
42
The European journal of finance
39
The financial review : the official publication of the Eastern Finance Association
39
Applied economics letters
34
International journal of theoretical and applied finance
31
International review of economics & finance : IREF
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Journal of economic dynamics & control
30
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Market microstructure and liquidity
30
Journal of financial intermediation
25
The North American journal of economics and finance : a journal of financial economics studies
25
Applied financial economics
23
Economic modelling
22
Research in international business and finance
22
Computational economics
21
Mathematical finance : an international journal of mathematics, statistics and financial theory
21
Review of finance : journal of the European Finance Association
21
Die Bank
19
The American economic review
19
Asia-Pacific journal of financial studies
18
Investment management and financial innovations
18
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Source
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ECONIS (ZBW)
283
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1
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283
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1
Cross-impact of order flow imbalance in equity markets
Cont, Rama
;
Cucuringu, Mihai
;
Zhang, Chao
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1373-1393
Persistent link: https://www.econbiz.de/10014419165
Saved in:
2
Analysis and modeling of client order flow in limit order markets
Cont, Rama
;
Cucuringu, Mihai
;
Glukhov, Vacslav
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10014232614
Saved in:
3
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
4
State-dependent Hawkes processes and their application to limit order book modelling
Morariu-Patrichi, Maxime
;
Pakkanen, Mikko S.
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 563-583
Persistent link: https://www.econbiz.de/10013167781
Saved in:
5
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
6
Reporting delays and the information content of off-market trades
Frino, Alex
;
Galati, Luca
;
Gerace, Dionigi
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2053-2067
Persistent link: https://www.econbiz.de/10013465864
Saved in:
7
Trading behavior in Bitcoin futures : following the "smart money"
Baur, Dirk G.
;
Smales, Lee A.
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1304-1323
Persistent link: https://www.econbiz.de/10013287959
Saved in:
8
Are active individual investors in mutual funds momentums or contrarians?
Wu, Yanran
;
Li, Zhongtai
- In:
Applied economics
56
(
2024
)
13
,
pp. 1489-1508
Persistent link: https://www.econbiz.de/10014471114
Saved in:
9
Rule-based trading on an order-driven exchange : a reassessment
Isaac, Alan Glen
;
Ramaswamy, Vasudeva
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1871-1886
Persistent link: https://www.econbiz.de/10014452482
Saved in:
10
Ex-dividend day price and volume : the case of cum-ex trading
Wagner, Moritz
;
Wei, Xiaopeng
- In:
Applied economics
55
(
2023
)
51
,
pp. 6062-6075
Persistent link: https://www.econbiz.de/10014335894
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