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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 futures markets"
~subject:"Efficient market hypothesis"
~subject:"Handelsvolumen der Börse"
~subject:"Schätzung"
~subject:"Securities trading"
~subject:"USA"
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Elektronisches Handelssystem
Efficient market hypothesis
Handelsvolumen der Börse
Schätzung
Securities trading
USA
Wertpapierhandel
266
Börsenkurs
100
Share price
100
Theorie
72
Theory
72
Market microstructure
58
Marktmikrostruktur
58
Anlageverhalten
53
Behavioural finance
53
Capital income
48
Kapitaleinkommen
48
Aktienmarkt
46
Stock market
46
Volatility
40
Volatilität
40
United States
38
Estimation
36
Liquidity
32
Electronic trading
30
Asymmetric information
28
Asymmetrische Information
28
Bourse
27
Börse
27
Liquidität
27
Trading volume
26
Market liquidity
23
Marktliquidität
23
Portfolio selection
23
Portfolio-Management
23
Bid-ask spread
21
Financial analysis
21
Finanzanalyse
21
Geld-Brief-Spanne
21
Effizienzmarkthypothese
19
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Online availability
All
Undetermined
118
Free
7
Type of publication
All
Article
264
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
265
Aufsatz in Zeitschrift
265
Collection of articles of several authors
2
Conference paper
2
Konferenzbeitrag
2
Sammelwerk
2
Aufsatzsammlung
1
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Language
All
English
266
Author
All
Frino, Alex
7
Abergel, Frédéric
3
Aitken, Michael J.
3
Cont, Rama
3
Kang, Jangkoo
3
Mazza, Paolo
3
Payne, Richard
3
Subrahmanyam, Avanidhar
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
Menkhoff, Lukas
2
Nam, Kiseok
2
Nordén, Lars
2
Oppenheimer, Henry R.
2
Pascual, Roberto
2
Petitjean, Mikael
2
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Published in...
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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 futures markets
Working paper / National Bureau of Economic Research, Inc.
134
Journal of financial markets
121
NBER working paper series
105
Journal of financial economics
86
NBER Working Paper
83
Discussion paper / Centre for Economic Policy Research
81
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 empirical finance
58
Journal of financial and quantitative analysis : JFQA
58
The journal of trading
51
Journal of international financial markets, institutions & money
43
Review of quantitative finance and accounting
42
Research paper series / Swiss Finance Institute
39
The European journal of finance
39
The financial review : the official publication of the Eastern Finance Association
39
Applied economics letters
34
CFS working paper series
33
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
Wiley trading series
30
Fisher College of Business working paper series
29
SAFE working paper
29
SpringerLink / Bücher
27
Working paper / Centre for Financial Research
26
Journal of financial intermediation
25
The North American journal of economics and finance : a journal of financial economics studies
25
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ECONIS (ZBW)
266
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266
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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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