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subject:"Elektronisches Handelssystem"
~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:"Journal of economic dynamics & control"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~subject:"Effizienzmarkthypothese"
~subject:"Handelsvolumen der Börse"
~subject:"Schätzung"
~subject:"Theory"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Effektengeschäft"
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Elektronisches Handelssystem
Effizienzmarkthypothese
Handelsvolumen der Börse
Schätzung
Theory
USA
Volatility
Securities trading
326
Wertpapierhandel
326
Börsenkurs
132
Share price
132
Theorie
98
Market microstructure
79
Marktmikrostruktur
79
Anlageverhalten
75
Behavioural finance
75
Liquidity
56
Aktienmarkt
55
Stock market
55
Capital income
54
Kapitaleinkommen
54
Liquidität
48
Estimation
41
Volatilität
39
Bid-ask spread
38
Electronic trading
38
Geld-Brief-Spanne
38
Market liquidity
38
Marktliquidität
38
Trading volume
38
United States
36
Asymmetric information
34
Asymmetrische Information
34
Bourse
30
Börse
30
Efficient market hypothesis
28
Portfolio selection
27
Portfolio-Management
27
China
22
Financial market
21
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Undetermined
119
Free
5
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Article
213
Book / Working Paper
1
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
214
Hochschulschrift
12
Thesis
12
Bibliografie enthalten
2
Bibliography included
2
Collection of articles of several authors
1
Sammelwerk
1
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Language
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English
214
Author
All
Abergel, Frédéric
3
Cont, Rama
3
Frino, Alex
3
Gao, Xuefeng
3
Ladley, Dan
3
Lillo, Fabrizio
3
Payne, Richard
3
Sensoy, Ahmet
3
Subrahmanyam, Avanidhar
3
Wu, Fei
3
Aitken, Michael J.
2
Berkman, Henk
2
Cartea, Álvaro
2
Chiarella, Carl
2
Chou, Robin K.
2
Chung, Kee H.
2
Chuwonganant, Chairat
2
Cucuringu, Mihai
2
Darolles, Serge
2
Eraslan, Veysel
2
Fonseca, José da
2
Garvey, Ryan
2
He, Xue-zhong
2
Horst, Ulrich
2
Hudson, Robert
2
Kang, Jangkoo
2
Kaserer, Christoph
2
LeFol, Gaëlle
2
Lepone, Andrew
2
McGroarty, Frank
2
Nordén, Lars
2
Oppenheimer, Henry R.
2
Rhee, S. Ghon
2
Roseman, Brian S.
2
Sabherwal, Sanjiv
2
Sharma, Subhash Chandra
2
Shen, Qian
2
Szakmary, Andrew Charles
2
Tapia, Mikel
2
Urquhart, Andrew
2
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Published in...
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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
Journal of economic dynamics & control
Quantitative finance
The journal of futures markets
Journal of financial markets
80
The review of financial studies
71
Journal of financial economics
65
The journal of finance : the journal of the American Finance Association
48
Journal of financial and quantitative analysis : JFQA
42
International review of financial analysis
39
Journal of empirical finance
39
Pacific-Basin finance journal
38
Review of quantitative finance and accounting
31
The journal of trading
31
Journal of international financial markets, institutions & money
28
The financial review : the official publication of the Eastern Finance Association
28
International journal of theoretical and applied finance
27
The European journal of finance
24
Market microstructure and liquidity
23
Applied economics
21
Applied economics letters
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Journal of financial intermediation
20
International review of economics & finance : IREF
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Computational economics
18
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Research in international business and finance
17
Applied financial economics
15
Applied mathematical finance
15
Economic modelling
15
The American economic review
15
The journal of business : B
14
Journal of securities operations & custody
13
The North American journal of economics and finance : a journal of financial economics studies
13
Asia-Pacific journal of financial studies
12
Journal of economic theory
12
Economic theory : official journal of the Society for the Advancement of Economic Theory
11
Journal of risk and financial management : JRFM
11
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ECONIS (ZBW)
214
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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
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:
4
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:
5
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:
6
Exploiting the potential of a directional changes-based trading algorithm in the stock market
Ao, Han
;
Li, Munan
- In:
Finance research letters
60
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490396
Saved in:
7
Proprietary algorithmic traders and liquidity supply during the pandemic
Banerjee, Anirban
;
Nawn, Samarpan
- In:
Finance research letters
61
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014491011
Saved in:
8
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:
9
When do they trade? : heterogeneous investors in China
Qiu, Jiayan
;
Huang, Wei
;
Jiang, Ying
- In:
Finance research letters
54
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472693
Saved in:
10
Does the introduction of market maker improve market quality? : evidence from China's Sci-Tech innovation board
Li, Jianhua
;
Xu, Jianxiang
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473289
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