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subject:"Elektronisches Handelssystem"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~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:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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Elektronisches Handelssystem
Derivat
Geld-Brief-Spanne
USA
Volatility
Securities trading
207
Wertpapierhandel
207
Börsenkurs
74
Share price
74
Theorie
62
Theory
62
Market microstructure
48
Marktmikrostruktur
48
United States
36
Anlageverhalten
35
Behavioural finance
35
Liquidity
30
Volatilität
29
Capital income
28
Kapitaleinkommen
28
Electronic trading
26
Liquidität
26
Estimation
25
Schätzung
25
Asymmetric information
24
Asymmetrische Information
24
Aktienmarkt
22
Handelsvolumen der Börse
22
Market liquidity
22
Marktliquidität
22
Stock market
22
Trading volume
22
Bourse
18
Börse
18
Bid-ask spread
17
Derivative
16
Portfolio selection
16
Portfolio-Management
16
Efficient market hypothesis
15
Effizienzmarkthypothese
15
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Undetermined
38
Free
4
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Article
92
Book / Working Paper
1
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Article in journal
Aufsatz in Zeitschrift
93
Arbeitspapier
20
Working Paper
20
Graue Literatur
19
Non-commercial literature
19
Hochschulschrift
7
Thesis
7
Bibliografie enthalten
1
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English
93
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Abergel, Frédéric
3
Frino, Alex
3
Chou, Robin K.
2
Chung, Kee H.
2
Chuwonganant, Chairat
2
Fonseca, José da
2
Kaserer, Christoph
2
Lepone, Andrew
2
Lillo, Fabrizio
2
Locke, Peter R.
2
Nordén, Lars
2
Oppenheimer, Henry R.
2
Payne, Richard
2
Roseman, Brian S.
2
Sabherwal, Sanjiv
2
Sharma, Subhash Chandra
2
Shen, Qian
2
Szakmary, Andrew Charles
2
Tapia, Mikel
2
Wang, George H. K.
2
Wang, Qin
2
Wu, Fei
2
Zaatour, Riadh
2
Aitken, Michael J.
1
Amaya, Diego
1
Ates, Aysegul
1
Bacidore, Jeffrey M.
1
Bae, Sung-chul
1
Baldacci, Bastien
1
Battalio, Robert H.
1
Baur, Dirk G.
1
Bazzana, Flavio
1
Beardsley, Xiaoxin Wang
1
Beetsma, Roel
1
Bel Hadj Ayed, Ahmed
1
Bergault, Philippe
1
Bjursell, Johan
1
Black, Jeffrey R.
1
Boehmer, Beatrice
1
Boehmer, Ekkehart
1
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Discussion paper / Centre for Economic Policy Research
Gabler Edition Wissenschaft
Journal of banking & finance
Quantitative finance
The journal of futures markets
Journal of financial markets
57
Journal of financial economics
42
The review of financial studies
42
The journal of finance : the journal of the American Finance Association
36
Journal of financial and quantitative analysis : JFQA
35
Pacific-Basin finance journal
30
International review of financial analysis
26
The financial review : the official publication of the Eastern Finance Association
26
Journal of empirical finance
25
The journal of trading
25
Review of quantitative finance and accounting
23
Finance research letters
21
Market microstructure and liquidity
21
Journal of international financial markets, institutions & money
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
International journal of theoretical and applied finance
16
Journal of financial intermediation
16
Journal of securities operations & custody
15
Research in international business and finance
15
The European journal of finance
14
International review of economics & finance : IREF
13
Journal of risk and financial management : JRFM
13
Applied economics
12
Applied mathematical finance
12
The journal of business : B
12
Applied economics letters
11
Computational economics
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Economic modelling
10
Journal of economic dynamics & control
9
Municipal finance journal : the state and local financing and municipal securities advisor
9
The American economic review
9
The North American journal of economics and finance : a journal of financial economics studies
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
The journal of investment compliance
8
Advances in quantitative analysis of finance and accounting : a research annual
7
Applied financial economics
7
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ECONIS (ZBW)
93
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1
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10
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93
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1
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:
2
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:
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
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:
5
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:
6
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:
7
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:
8
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:
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
Strategic trading and manipulation in trade at settlement contracts
Pirrong, Craig
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 615-634
Persistent link: https://www.econbiz.de/10014293175
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