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subject:"Elektronisches Handelssystem"
~isPartOf:"Economic modelling"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Finance research letters"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~isPartOf:"The review of financial studies"
~person:"Cont, Rama"
~subject:"Asymmetrische Information"
~subject:"Börsenkurs"
~subject:"Handelsvolumen der Börse"
~subject:"Schätzung"
~subject:"Theory"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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Elektronisches Handelssystem
Asymmetrische Information
Börsenkurs
Handelsvolumen der Börse
Schätzung
Theory
USA
Volatility
Market microstructure
3
Marktmikrostruktur
3
Securities trading
3
Share price
3
Wertpapierhandel
3
Theorie
2
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1
Artificial intelligence
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Deep learning
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High-frequency data
1
Intraday data
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Kapitaleinkommen
1
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1
Limit order book
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Machine learning
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Market impact
1
Order flow imbalance
1
Price formation
1
Prognoseverfahren
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Cont, Rama
Subrahmanyam, Avanidhar
5
Frino, Alex
4
Abergel, Frédéric
3
Chordia, Tarun
3
Foucault, Thierry
3
Garleanu, Nicolae
3
Hirshleifer, David
3
Kang, Jangkoo
3
Nordén, Lars
3
O'Hara, Maureen
3
Payne, Richard
3
Pedersen, Lasse Heje
3
Sensoy, Ahmet
3
Werner, Ingrid M.
3
Wu, Fei
3
Aitken, Michael J.
2
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2
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2
Białkowski, Je̜drzej
2
Boehmer, Ekkehart
2
Cao, H. Henry
2
Cartea, Álvaro
2
Cheng, Feiyang
2
Chou, Robin K.
2
Chung, Kee H.
2
Chuwonganant, Chairat
2
Coval, Joshua
2
Cucuringu, Mihai
2
Cumming, Douglas J.
2
Darolles, Serge
2
Dixit, Alok
2
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2
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2
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2
Fonseca, José da
2
Garvey, Ryan
2
Germain, Laurent
2
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2
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Economic modelling
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Finance research letters
Gabler Edition Wissenschaft
Journal of banking & finance
Quantitative finance
The journal of futures markets
The review of financial studies
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
3
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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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