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subject:"Elektronisches Handelssystem"
~isPartOf:"Applied mathematical finance"
~isPartOf:"International review of financial analysis"
~subject:"Börse"
~subject:"Exchange rate"
~subject:"Schätzung"
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Search: subject_exact:"Mikrostrukturanalyse"
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Elektronisches Handelssystem
Börse
Exchange rate
Schätzung
Market microstructure
45
Marktmikrostruktur
45
Börsenkurs
23
Share price
23
Securities trading
19
Wertpapierhandel
19
Theorie
11
Theory
11
Volatility
11
Volatilität
11
Handelsvolumen der Börse
9
Trading volume
9
Bid-ask spread
8
Electronic trading
8
Geld-Brief-Spanne
8
Aktienmarkt
6
Anlageverhalten
6
Behavioural finance
6
Estimation
6
Stock market
6
Asymmetric information
5
Asymmetrische Information
5
Financial market
5
Finanzmarkt
5
Devisenmarkt
4
Foreign exchange market
4
Microstructure
4
Algorithmic trading
3
Bourse
3
Capital income
3
Futures
3
Index derivative
3
Indexderivat
3
Investment Fund
3
Investmentfonds
3
Kapitaleinkommen
3
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Article
19
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19
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19
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English
19
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Chau, Frankie
2
Donnelly, Ryan
2
Jaimungal, Sebastian
2
Ahmad, Nisar
1
Ahmed, Sheraz
1
Alfonsi, Aurélien
1
Anagnostidis, Panagiotis
1
Ap Gwilym, Owain
1
Ben Sita, Bernard
1
Cartea, Álvaro
1
Chelley-Steeley, Patricia L.
1
Daniel, Lawrence
1
Deesomsak, Rataporn
1
Elliott, Robert J.
1
Fontaine, Patrice
1
Frijns, Bart
1
Huang, Xuancheng
1
Hussain, Syed Mujahid
1
Ibikunle, Gbenga
1
Indriawan, Ivan
1
Infante, Arturo
1
Kalev, Petko S.
1
Kallinterakis, Vasileios
1
Kim, Suk-Joong
1
Lau, Chi Keung
1
Liu, Fei
1
Lorig, Matthew
1
McKenzie, Michael D.
1
Meshcheryakov, Artem
1
Nourian, Mojtaba
1
Pantelous, Athanasios A.
1
Rodrigues, Bruno Dore
1
Sensoy, Ahmet
1
Serdengeçti, Süleyman
1
Shao, Jia
1
Souza, Reinaldo Castro
1
Stevenson, Maxwell John
1
Sun, Yuxin
1
Tourani Rad, Alireza
1
Tsorakidis, Nikos
1
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Applied mathematical finance
International review of financial analysis
Journal of international financial markets, institutions & money
20
Pacific-Basin finance journal
20
Journal of financial markets
19
Quantitative finance
19
Journal of econometrics
18
Journal of banking & finance
17
Journal of international money and finance
17
Journal of financial economics
15
Finance research letters
12
Journal of empirical finance
12
Research in international business and finance
12
The European journal of finance
12
Market microstructure and liquidity
11
Working paper / Norges Bank
10
CFS working paper series
9
Economic modelling
9
International journal of finance & economics : IJFE
9
CESifo working papers
8
Journal of financial and quantitative analysis : JFQA
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
The review of financial studies
8
Working paper
8
Discussion paper / Tinbergen Institute
7
Economics letters
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
NBER working paper series
7
Research paper series / Swiss Finance Institute
7
Working paper / National Bureau of Economic Research, Inc.
7
Applied economics
6
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
6
Discussion paper / Centre for Economic Policy Research
6
International review of economics & finance : IREF
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
NBER Working Paper
6
Review of quantitative finance and accounting
6
SFB 649 discussion paper
6
The North American journal of economics and finance : a journal of financial economics studies
6
Working paper / Centre for Financial Research
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ECONIS (ZBW)
19
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1
Applications of high-frequency data in finance : a bibliometric literature review
Hussain, Syed Mujahid
;
Ahmad, Nisar
;
Ahmed, Sheraz
- In:
International review of financial analysis
89
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014467089
Saved in:
2
Retail investor attention and the limit order book : intraday analysis of attention-based trading
Meshcheryakov, Artem
;
Winters, Drew B.
- In:
International review of financial analysis
81
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013411594
Saved in:
3
Liquidity commonality and high frequency trading: evidence from the French stock market
Anagnostidis, Panagiotis
;
Fontaine, Patrice
- In:
International review of financial analysis
69
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012317380
Saved in:
4
Pricing inefficiencies and feedback trading: evidence from country ETFs
Kallinterakis, Vasileios
;
Liu, Fei
;
Pantelous, Athanasios A.
- In:
International review of financial analysis
70
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012317646
Saved in:
5
Optimal trading with differing trade signals
Donnelly, Ryan
;
Lorig, Matthew
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 317-344
Persistent link: https://www.econbiz.de/10012425325
Saved in:
6
Information or noise : what does algorithmic trading incorporate into the stock prices?
Zhou, Hao
;
Elliott, Robert J.
;
Kalev, Petko S.
- In:
International review of financial analysis
63
(
2019
),
pp. 27-39
Persistent link: https://www.econbiz.de/10012207365
Saved in:
7
Intraday volume-volatility nexus in the FX markets : evidence from an emerging market
Sensoy, Ahmet
;
Serdengeçti, Süleyman
- In:
International review of financial analysis
64
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012208202
Saved in:
8
Mean-field game strategies for optimal execution
Huang, Xuancheng
;
Jaimungal, Sebastian
;
Nourian, Mojtaba
- In:
Applied mathematical finance
26
(
2019
)
2
,
pp. 153-185
Persistent link: https://www.econbiz.de/10012210268
Saved in:
9
The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares
Frijns, Bart
;
Indriawan, Ivan
;
Tourani Rad, Alireza
- In:
International review of financial analysis
56
(
2018
),
pp. 136-152
Persistent link: https://www.econbiz.de/10012006239
Saved in:
10
Enhancing trading strategies with order book signals
Cartea, Álvaro
;
Donnelly, Ryan
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011959112
Saved in:
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