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subject:"Elektronisches Handelssystem"
~isPartOf:"Applied economics"
~isPartOf:"Fisher College of Business working paper series"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~person:"Cucuringu, Mihai"
~subject:"Handelsvolumen der Börse"
~subject:"Portfolio selection"
~subject:"Schätzung"
~subject:"Securities trading"
~subject:"USA"
~subject:"Wertpapierhandel"
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Elektronisches Handelssystem
Handelsvolumen der Börse
Portfolio selection
Schätzung
Securities trading
USA
Wertpapierhandel
Börsenkurs
2
Market microstructure
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Marktmikrostruktur
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Share price
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Aktienmarkt
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Capital income
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Cross-impact
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Forecasting model
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Kapitaleinkommen
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Market impact
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Order flow imbalance
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Cucuringu, Mihai
Werner, Ingrid M.
13
Frino, Alex
7
Stulz, René M.
7
Rindi, Barbara
6
Buti, Sabrina
4
Wu, Fei
4
Abergel, Frédéric
3
Aitken, Michael J.
3
Ben-David, Itzhak
3
Cont, Rama
3
Diether, Karl B.
3
Garvey, Ryan
3
Lee, Kuan-hui
3
Mazza, Paolo
3
Payne, Richard
3
Subrahmanyam, Avanidhar
3
Berkman, Henk
2
Bernhardt, Dan
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
Coval, Joshua
2
Darolles, Serge
2
Fonseca, José da
2
Franzoni, Francesco
2
Fung, Joseph K. W.
2
Griffin, John M.
2
Hirshleifer, David
2
Huang, Han-Ching
2
Kang, Jangkoo
2
Karolyi, G. Andrew
2
Kaserer, Christoph
2
Kho, Bong-Chan
2
Lai, Hung-neng
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Applied economics
Fisher College of Business working paper series
Journal of banking & finance
Quantitative finance
The journal of futures markets
Applied mathematical finance
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ECONIS (ZBW)
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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
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2
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
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