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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"
~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
Securities trading
398
Wertpapierhandel
398
Share price
147
Theorie
123
Market microstructure
81
Marktmikrostruktur
81
Anlageverhalten
75
Behavioural finance
75
United States
72
Capital income
62
Kapitaleinkommen
62
Liquidity
62
Aktienmarkt
61
Stock market
61
Asymmetric information
53
Liquidität
53
Estimation
46
Volatilität
46
Trading volume
45
Bid-ask spread
42
Geld-Brief-Spanne
42
Electronic trading
41
Efficient market hypothesis
35
Effizienzmarkthypothese
35
Market liquidity
35
Marktliquidität
35
Bourse
31
Börse
31
Financial market
30
Finanzmarkt
30
Portfolio selection
30
Portfolio-Management
30
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166
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6
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Article
315
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1
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Article in journal
Aufsatz in Zeitschrift
316
Hochschulschrift
12
Thesis
12
Conference paper
3
Konferenzbeitrag
3
Bibliografie enthalten
2
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2
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Sammelwerk
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English
316
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Subrahmanyam, Avanidhar
5
Frino, Alex
4
Abergel, Frédéric
3
Chordia, Tarun
3
Cont, Rama
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
Berkman, Henk
2
Bernhardt, Dan
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
Duffie, Darrell
2
Easley, David
2
Eraslan, Veysel
2
Fonseca, José da
2
Garvey, Ryan
2
Germain, Laurent
2
Gervais, Simon
2
Hagströmer, Björn
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 markets
97
Journal of financial economics
70
Pacific-Basin finance journal
53
The journal of finance : the journal of the American Finance Association
51
Journal of empirical finance
50
International review of financial analysis
48
Journal of financial and quantitative analysis : JFQA
46
Review of quantitative finance and accounting
37
Journal of international financial markets, institutions & money
33
The journal of trading
33
Applied economics letters
30
The financial review : the official publication of the Eastern Finance Association
30
International journal of theoretical and applied finance
29
Market microstructure and liquidity
29
The European journal of finance
28
Applied economics
26
International review of economics & finance : IREF
26
Journal of economic dynamics & control
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Journal of financial intermediation
23
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
The North American journal of economics and finance : a journal of financial economics studies
18
Research in international business and finance
17
Applied mathematical finance
16
Asia-Pacific journal of financial studies
16
Computational economics
16
The American economic review
16
The journal of business : B
16
Applied financial economics
15
Journal of economic theory
14
Journal of risk and financial management : JRFM
14
Review of finance : journal of the European Finance Association
14
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ECONIS (ZBW)
316
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21
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21
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
22
Factor momentum
Arnott, Robert D.
;
Kalesnik, Vitali
;
Linnainmaa, Juhani
- In:
The review of financial studies
36
(
2023
)
8
,
pp. 3034-3070
Persistent link: https://www.econbiz.de/10014320784
Saved in:
23
Media trading groups and short selling manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1035-1052
Persistent link: https://www.econbiz.de/10014321662
Saved in:
24
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
Saved in:
25
Resiliency in the E-mini futures market
Fishe, Raymond P. H.
;
Haynes, Richard
;
Onur, Esen
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 5-23
Persistent link: https://www.econbiz.de/10012796291
Saved in:
26
Buy-side competition and momentum profits
Hoberg, Gerard
;
Kumar, Nitin
;
Prabhala, Nagpurnanand R.
- In:
The review of financial studies
35
(
2022
)
1
,
pp. 254-298
Persistent link: https://www.econbiz.de/10012799361
Saved in:
27
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
28
Dynamics of research and strategic trading
Banerjee, Snehal
;
Breon-Drish, Bradyn
- In:
The review of financial studies
35
(
2022
)
2
,
pp. 908-961
Persistent link: https://www.econbiz.de/10012878979
Saved in:
29
Who and what drives informed options trading after the market opens?
Kang, Jongho
;
Kang, Jangkoo
;
Lee, Jaeram
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 338-364
Persistent link: https://www.econbiz.de/10012817917
Saved in:
30
Trade momentum for alpha
Hong, Weiting
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014245331
Saved in:
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