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subject:"Elektronisches Handelssystem"
~isPartOf:"Applied economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~person:"Cont, Rama"
~source:"econis"
~subject:"Handelsvolumen der Börse"
~subject:"Schätzung"
~subject:"Securities trading"
~subject:"USA"
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Elektronisches Handelssystem
Handelsvolumen der Börse
Schätzung
Securities trading
USA
Börsenkurs
3
Market microstructure
3
Marktmikrostruktur
3
Share price
3
Wertpapierhandel
3
Theorie
2
Theory
2
Aktienmarkt
1
Artificial intelligence
1
Capital income
1
Cross-impact
1
Deep learning
1
Financial econometrics
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
High-frequency data
1
Intraday data
1
Kapitaleinkommen
1
Künstliche Intelligenz
1
Limit order book
1
Machine learning
1
Market impact
1
Order flow imbalance
1
Price formation
1
Prognoseverfahren
1
Return prediction
1
Stock market
1
Trading volume
1
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Cont, Rama
Frino, Alex
7
Wu, Fei
4
Abergel, Frédéric
3
Aitken, Michael J.
3
Garvey, Ryan
3
Mazza, Paolo
3
Payne, Richard
3
Subrahmanyam, Avanidhar
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, Joseph K. W.
2
Huang, Han-Ching
2
Kang, Jangkoo
2
Kaserer, Christoph
2
Lai, Hung-neng
2
LeFol, Gaëlle
2
Lepone, Andrew
2
Lillo, Fabrizio
2
Locke, Peter R.
2
Marshall, Ben R.
2
Menkhoff, Lukas
2
Nordén, Lars
2
Oppenheimer, Henry R.
2
Pascual, Roberto
2
Petitjean, Mikael
2
Rhee, S. Ghon
2
Roseman, Brian S.
2
Sabherwal, Sanjiv
2
Sharma, Subhash Chandra
2
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Applied economics
Journal of banking & finance
Quantitative finance
The journal of futures markets
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Long memory in economics : with 50 tables
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
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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
Universal features of price formation in financial markets : perspectives from deep learning
Sirignano, Justin
;
Cont, Rama
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1449-1459
Persistent link: https://www.econbiz.de/10012194797
Saved in:
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