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subject:"Elektronisches Handelssystem"
~isPartOf:"Applied economics"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~subject:"Derivat"
~subject:"Geld-Brief-Spanne"
~subject:"Liquidität"
~subject:"Theory"
~subject:"USA"
~subject:"Volatility"
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Elektronisches Handelssystem
Derivat
Geld-Brief-Spanne
Liquidität
Theory
USA
Volatility
Securities trading
255
Wertpapierhandel
255
Börsenkurs
94
Share price
94
Theorie
80
Market microstructure
57
Marktmikrostruktur
57
Anlageverhalten
45
Behavioural finance
45
Capital income
39
Kapitaleinkommen
39
United States
39
Volatilität
37
Aktienmarkt
35
Stock market
35
Electronic trading
33
Estimation
31
Liquidity
31
Schätzung
31
Asymmetrische Information
28
Asymmetric information
27
Handelsvolumen der Börse
26
Trading volume
26
Bourse
25
Börse
25
Market liquidity
23
Marktliquidität
23
Portfolio selection
23
Portfolio-Management
23
Bid-ask spread
20
Financial analysis
19
Finanzanalyse
19
Efficient market hypothesis
18
Effizienzmarkthypothese
18
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154
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12
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154
Hochschulschrift
11
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156
German
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Frino, Alex
4
Abergel, Frédéric
3
Wu, Fei
3
Cartea, Álvaro
2
Chou, Robin K.
2
Chung, Kee H.
2
Chuwonganant, Chairat
2
Cont, Rama
2
Darolles, Serge
2
Fonseca, José da
2
Garvey, Ryan
2
Huang, Han-Ching
2
Kaserer, Christoph
2
LeFol, Gaëlle
2
Lepone, Andrew
2
Lillo, Fabrizio
2
Locke, Peter R.
2
Mazza, Paolo
2
Nordén, Lars
2
Oppenheimer, Henry R.
2
Payne, Richard
2
Petitjean, Mikael
2
Roseman, Brian S.
2
Sabherwal, Sanjiv
2
Sharma, Subhash Chandra
2
Shen, Qian
2
Su, Yong-chern
2
Subrahmanyam, Avanidhar
2
Szakmary, Andrew Charles
2
Tapia, Mikel
2
Wang, George H. K.
2
Wang, Qin
2
Zaatour, Riadh
2
Zhong, Zhaodong
2
Aitken, Michael J.
1
Amaya, Diego
1
Anderson, Alyssa Gray
1
Antonov, Anton
1
Arumugam, Devika
1
Assimakopoulos, V.
1
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Applied economics
Gabler Edition Wissenschaft
Journal of banking & finance
Quantitative finance
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
100
Journal of financial markets
81
The review of financial studies
71
Journal of financial economics
63
NBER working paper series
55
The journal of finance : the journal of the American Finance Association
49
Discussion paper / Centre for Economic Policy Research
47
NBER Working Paper
46
Journal of financial and quantitative analysis : JFQA
42
International review of financial analysis
37
Pacific-Basin finance journal
37
Journal of empirical finance
35
Finance research letters
34
The journal of trading
34
Research paper series / Swiss Finance Institute
32
Review of quantitative finance and accounting
30
The financial review : the official publication of the Eastern Finance Association
30
CFS working paper series
28
Journal of international financial markets, institutions & money
28
International journal of theoretical and applied finance
26
Market microstructure and liquidity
25
Journal of economic dynamics & control
22
Journal of financial intermediation
21
Swiss Finance Institute Research Paper
20
The European journal of finance
20
Fisher College of Business working paper series
19
International review of economics & finance : IREF
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
SFB 649 discussion paper
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Wiley trading series
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
SAFE working paper
18
Research in international business and finance
17
Rodney L. White Center for Financial Research
17
Staff reports / Federal Reserve Bank of New York
17
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ECONIS (ZBW)
166
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1
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166
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
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:
9
COVID-19 and market structure dynamics
Cox, Justin
;
Woods, Donovan
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248224
Saved in:
10
Stock liquidity and algorithmic market making during the COVID-19 crisis
Chakrabarty, Bidisha
;
Pascual, Roberto
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248225
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