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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"
~subject:"Derivat"
~subject:"Geld-Brief-Spanne"
~subject:"Theorie"
~subject:"USA"
~subject:"Volatility"
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Elektronisches Handelssystem
Derivat
Geld-Brief-Spanne
Theorie
USA
Volatility
Securities trading
261
Wertpapierhandel
261
Theory
101
Börsenkurs
88
Share price
88
Market microstructure
52
Marktmikrostruktur
52
Capital income
40
Kapitaleinkommen
40
United States
35
Estimation
33
Schätzung
33
Anlageverhalten
31
Behavioural finance
31
Financial market
31
Finanzmarkt
31
Liquidity
31
Aktienmarkt
29
Stock market
29
Electronic trading
28
Asymmetrische Information
27
Liquidität
27
Asymmetric information
26
Bourse
23
Börse
23
Portfolio selection
23
Portfolio-Management
23
Handelsvolumen der Börse
22
Trading volume
22
Volatilität
22
Market liquidity
20
Marktliquidität
20
Bid-ask spread
19
Financial crisis
19
Finanzkrise
19
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Free
5
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Article
101
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58
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Article in journal
101
Aufsatz in Zeitschrift
101
Arbeitspapier
47
Working Paper
47
Graue Literatur
45
Non-commercial literature
45
Hochschulschrift
11
Thesis
11
Bibliografie enthalten
2
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2
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English
149
German
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Foucault, Thierry
7
Abergel, Frédéric
3
Cespa, Giovanni
3
Kondor, Péter
3
Pedersen, Lasse Heje
3
Vives, Xavier
3
Wu, Fei
3
Beetsma, Roel
2
Cartea, Álvaro
2
Chung, Kee H.
2
Chuwonganant, Chairat
2
Colliard, Jean-Edouard
2
Cont, Rama
2
Darolles, Serge
2
Dasgupta, Amil
2
Frijns, Bart
2
Garvey, Ryan
2
Giuliodori, Massimo
2
Hanson, Jesper
2
Jong, Frank de
2
Kaserer, Christoph
2
LeFol, Gaëlle
2
Lillo, Fabrizio
2
Nagel, Stefan
2
Oppenheimer, Henry R.
2
Payne, Richard
2
Prat, Andrea
2
Roseman, Brian S.
2
Sabherwal, Sanjiv
2
Tapia, Mikel
2
Zhong, Zhaodong
2
Aitken, Michael J.
1
Albagli, Elias
1
Albuquerque, Rui
1
Amaya, Diego
1
Anderson, Alyssa Gray
1
Antonov, Anton
1
Atkeson, Andrew
1
Babiak, Mykola
1
Babus, Ana
1
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Discussion paper / Centre for Economic Policy Research
Gabler Edition Wissenschaft
Journal of banking & finance
Quantitative finance
Working paper / National Bureau of Economic Research, Inc.
100
Journal of financial markets
75
The review of financial studies
71
Journal of financial economics
59
NBER working paper series
54
The journal of finance : the journal of the American Finance Association
48
NBER Working Paper
45
Journal of financial and quantitative analysis : JFQA
41
Journal of empirical finance
35
Pacific-Basin finance journal
35
International review of financial analysis
34
The journal of futures markets
33
Finance research letters
32
The journal of trading
31
Research paper series / Swiss Finance Institute
30
Review of quantitative finance and accounting
29
The financial review : the official publication of the Eastern Finance Association
29
CFS working paper series
27
International journal of theoretical and applied finance
26
Journal of international financial markets, institutions & money
26
Market microstructure and liquidity
25
Journal of economic dynamics & control
21
Journal of financial intermediation
20
Fisher College of Business working paper series
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
SFB 649 discussion paper
19
Swiss Finance Institute Research 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
The European journal of finance
18
Rodney L. White Center for Financial Research
17
SAFE working paper
17
Staff reports / Federal Reserve Bank of New York
17
Applied economics
16
Applied mathematical finance
16
International review of economics & finance : IREF
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
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ECONIS (ZBW)
159
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1
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159
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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
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
A machine learning attack on illegal trading
James, Robert
;
Leung, Henry
;
Prokhorov, Artem
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248281
Saved in:
10
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
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