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subject:"Elektronisches Handelssystem"
~isPartOf:"Applied economics letters"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~subject:"Derivat"
~subject:"Handelsvolumen der Börse"
~subject:"Portfolio selection"
~subject:"Portfolio-Management"
~subject:"Schätzung"
~subject:"USA"
~subject:"Volatility"
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Elektronisches Handelssystem
Derivat
Handelsvolumen der Börse
Portfolio selection
Portfolio-Management
Schätzung
USA
Volatility
Securities trading
214
Wertpapierhandel
214
Börsenkurs
86
Share price
86
Theorie
71
Theory
71
Market microstructure
55
Marktmikrostruktur
55
Anlageverhalten
39
Behavioural finance
39
Capital income
36
Kapitaleinkommen
36
Aktienmarkt
32
Stock market
32
Estimation
28
Liquidity
28
Asymmetrische Information
27
Asymmetric information
26
Electronic trading
25
United States
25
Bourse
24
Börse
24
Liquidität
24
Trading volume
24
Volatilität
22
Efficient market hypothesis
18
Effizienzmarkthypothese
18
Bid-ask spread
17
Geld-Brief-Spanne
17
Market liquidity
17
Marktliquidität
17
Financial analysis
15
Finanzanalyse
15
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54
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3
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Article
103
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8
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103
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103
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8
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8
Bibliografie enthalten
1
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1
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English
104
German
7
Author
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Wu, Fei
5
Garvey, Ryan
4
Huang, Tao
3
Abergel, Frédéric
2
Aitken, Michael J.
2
Cheng, Yirung
2
Chung, Kee H.
2
Chuwonganant, Chairat
2
Darolles, Serge
2
Day, Min-Yuh
2
Huang, Paoyu
2
LeFol, Gaëlle
2
Lillo, Fabrizio
2
Ni, Yensen
2
Oppenheimer, Henry R.
2
Payne, Richard
2
Roseman, Brian S.
2
Ryu, Doojin
2
Sabherwal, Sanjiv
2
Tapia, Mikel
2
Wu, Chunchi
2
Achab, Massil
1
Amaya, Diego
1
Andronikidi, Aikaterini
1
Babiak, Mykola
1
Bacidore, Jeffrey M.
1
Bacry, E.
1
Baldacci, Bastien
1
Bali, Rakesh
1
Banerjee, Anurag Narayan
1
Battalio, Robert H.
1
Bawa, Jaslene Kaur
1
Bazzana, Flavio
1
Beardsley, Xiaoxin Wang
1
Beetsma, Roel
1
Bel Hadj Ayed, Ahmed
1
Bergault, Philippe
1
Berkman, Henk
1
Bianchi, Daniele
1
Białkowski, Je̜drzej
1
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Applied economics letters
Gabler Edition Wissenschaft
Journal of banking & finance
Quantitative finance
Working paper / National Bureau of Economic Research, Inc.
78
Journal of financial markets
55
Journal of financial economics
50
The review of financial studies
44
The journal of finance : the journal of the American Finance Association
41
NBER working paper series
40
Journal of financial and quantitative analysis : JFQA
36
International review of financial analysis
35
Journal of empirical finance
34
The journal of futures markets
34
Pacific-Basin finance journal
32
NBER Working Paper
31
Finance research letters
30
Discussion paper / Centre for Economic Policy Research
28
The journal of trading
28
Review of quantitative finance and accounting
27
CFS working paper series
24
The financial review : the official publication of the Eastern Finance Association
24
Wiley trading series
21
Journal of international financial markets, institutions & money
20
Research in international business and finance
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Market microstructure and liquidity
18
The European journal of finance
18
Applied economics
17
International journal of theoretical and applied finance
17
International review of economics & finance : IREF
17
Journal of financial intermediation
17
Journal of securities operations & custody
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Research paper series / Swiss Finance Institute
16
Fisher College of Business working paper series
15
SFB 649 discussion paper
15
SpringerLink / Bücher
15
Staff reports / Federal Reserve Bank of New York
14
The journal of business : B
14
Applied financial economics
13
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ECONIS (ZBW)
111
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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
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
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Sign matters : stock-movement-based trading decisions of individual investors
Cao, Ji
;
Muhl, Stefan
;
Rieger, Marc Oliver
;
Chen, Hung-Ling
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248274
Saved in:
9
Intraday momentum in the VIX futures market
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Yang, …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248282
Saved in:
10
The profitability of Bollinger Bands trading bitcoin futures
Day, Min-Yuh
;
Cheng, Yirung
;
Huang, Paoyu
;
Ni, Yensen
- In:
Applied economics letters
30
(
2023
)
11
,
pp. 1437-1443
Persistent link: https://www.econbiz.de/10014304353
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