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subject:"Elektronisches Handelssystem"
~isPartOf:"Economics letters"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~subject:"Marktmikrostruktur"
~subject:"Time series analysis"
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Search: subject_exact:"Mikrostrukturanalyse"
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Elektronisches Handelssystem
Marktmikrostruktur
Time series analysis
Market microstructure
70
Börsenkurs
36
Share price
36
Theorie
31
Theory
31
Securities trading
27
Wertpapierhandel
27
Volatility
17
Volatilität
17
Estimation
15
Schätzung
15
Bid-ask spread
12
Geld-Brief-Spanne
12
Estimation theory
9
Limit order book
9
Schätztheorie
9
Asymmetric information
8
Asymmetrische Information
8
Bourse
8
Börse
8
Noise Trading
8
Noise trading
8
Electronic trading
7
Forecasting model
7
Handelsvolumen der Börse
7
High-frequency data
7
Prognoseverfahren
7
Stochastic process
7
Stochastischer Prozess
7
Trading volume
7
USA
7
United States
7
Zeitreihenanalyse
7
Capital income
6
Financial market
6
Finanzmarkt
6
Kapitaleinkommen
6
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Undetermined
43
Free
12
Type of publication
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Article
70
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Article in journal
70
Aufsatz in Zeitschrift
70
Conference paper
1
Konferenzbeitrag
1
Language
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English
70
Author
All
Bouchaud, Jean-Philippe
4
Lillo, Fabrizio
4
Abergel, Frédéric
3
Cont, Rama
3
Gradojevic, Nikola
3
Bormetti, Giacomo
2
Cucuringu, Mihai
2
Fonseca, José da
2
Frino, Alex
2
Koutmos, Dimitrios
2
Lehalle, Charles-Albert
2
Nordén, Lars L.
2
Sornette, Didier
2
Taranto, Damian Eduardo
2
Tóth, Bence
2
Wehrli, Alexander
2
Zaatour, Riadh
2
Achab, Massil
1
Alemany, N.
1
Antonov, Anton
1
Aragó Manzana, Vicent
1
Bacry, E.
1
Bel Hadj Ayed, Ahmed
1
Bellani, Claudio
1
Bernhardt, Dan
1
Brigo, Damiano
1
Bucci, Frederic
1
Cang, Yuquan
1
Chen, Jingnan
1
Chen, Yu
1
Chen, Yu-Lun
1
Cheng, Tsung-Chi
1
Ciacci, Alberto
1
Daigler, Robert T.
1
Ding, David K.
1
Dong, Yingjie
1
Dyhrberg, Anne H.
1
Eisler, Zoltan
1
Erdemlioglu, Deniz
1
Figueiredo, Antonio
1
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Economics letters
Quantitative finance
The journal of futures markets
Journal of financial markets
88
Journal of banking & finance
72
Journal of financial economics
59
Journal of econometrics
52
Finance research letters
39
Journal of international financial markets, institutions & money
39
Pacific-Basin finance journal
39
International review of financial analysis
36
Journal of empirical finance
35
Journal of international money and finance
28
Market microstructure and liquidity
25
The European journal of finance
25
International journal of finance & economics : IJFE
21
Journal of economic dynamics & control
21
NBER working paper series
21
The review of financial studies
21
The financial review : the official publication of the Eastern Finance Association
20
CFS working paper series
19
International review of economics & finance : IREF
19
Journal of financial and quantitative analysis : JFQA
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Working paper / National Bureau of Economic Research, Inc.
18
Research paper series / Swiss Finance Institute
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Research in international business and finance
15
Working paper
15
Economic modelling
14
NBER Working Paper
14
Review of quantitative finance and accounting
14
Working paper / Norges Bank
14
Discussion paper / Centre for Economic Policy Research
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of finance : the journal of the American Finance Association
13
SFB 649 discussion paper
12
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ECONIS (ZBW)
70
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1
Do price trajectory data increase the efficiency of market impact estimation?
Li, Fengpei
;
Ihnatiuk, Vitalii
;
Chen, Yu
;
Lin, Jiahe
; …
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 545-568
Persistent link: https://www.econbiz.de/10014552104
Saved in:
2
Futures trading costs and market microstructure invariance : identifying bet activity
Hou, Ai Jun
;
Nordén, Lars L.
;
Xu, Caihong
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 901-922
Persistent link: https://www.econbiz.de/10014536704
Saved in:
3
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:
4
The role of fleeting orders on option expiration days
Figueiredo, Antonio
;
Jain, Pankaj K.
;
Mishra, Suchismita
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1511-1529
Persistent link: https://www.econbiz.de/10014419175
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
Saved in:
10
Reporting delays and the information content of off-market trades
Frino, Alex
;
Galati, Luca
;
Gerace, Dionigi
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2053-2067
Persistent link: https://www.econbiz.de/10013465864
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