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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:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~isPartOf:"The review of financial studies"
~subject:"Börsenkurs"
~subject:"Electronic trading"
~subject:"Handelsvolumen der Börse"
~subject:"Marktliquidität"
~subject:"Schätzung"
~subject:"Theory"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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Elektronisches Handelssystem
Börsenkurs
Electronic trading
Handelsvolumen der Börse
Marktliquidität
Schätzung
Theory
USA
Volatility
Securities trading
376
Wertpapierhandel
376
Share price
136
Theorie
118
Market microstructure
73
Marktmikrostruktur
73
United States
72
Anlageverhalten
69
Behavioural finance
69
Liquidity
60
Capital income
59
Kapitaleinkommen
59
Aktienmarkt
55
Stock market
55
Liquidität
53
Asymmetric information
47
Asymmetrische Information
47
Estimation
41
Volatilität
41
Trading volume
40
Bid-ask spread
38
Geld-Brief-Spanne
38
Market liquidity
33
Efficient market hypothesis
31
Effizienzmarkthypothese
31
Bourse
29
Börse
29
Portfolio selection
29
Portfolio-Management
29
Financial market
26
Finanzmarkt
26
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Online availability
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Undetermined
148
Free
6
Type of publication
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Article
293
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
294
Hochschulschrift
12
Thesis
12
Bibliografie enthalten
2
Bibliography included
2
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Sammelwerk
1
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Language
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English
294
Author
All
Frino, Alex
5
Subrahmanyam, Avanidhar
5
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
Białkowski, Je̜drzej
2
Boehmer, Ekkehart
2
Cao, H. Henry
2
Cartea, Álvaro
2
Chou, Robin K.
2
Chung, Kee H.
2
Chuwonganant, Chairat
2
Coval, Joshua
2
Cucuringu, Mihai
2
Darolles, Serge
2
Dixit, Alok
2
Duffie, Darrell
2
Easley, David
2
Eraslan, Veysel
2
Fonseca, José da
2
Garvey, Ryan
2
Gervais, Simon
2
Hagströmer, Björn
2
Hendershott, Terrence
2
Hudson, Robert
2
Huh, Sahn-Wook
2
Jennings, Robert H.
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
Quantitative finance
The journal of futures markets
The review of financial studies
Journal of financial markets
96
Journal of financial economics
68
Pacific-Basin finance journal
51
The journal of finance : the journal of the American Finance Association
49
Journal of empirical finance
48
International review of financial analysis
45
Journal of financial and quantitative analysis : JFQA
45
Journal of international financial markets, institutions & money
36
Review of quantitative finance and accounting
36
The journal of trading
36
Applied economics letters
30
The financial review : the official publication of the Eastern Finance Association
30
Market microstructure and liquidity
29
International journal of theoretical and applied finance
28
The European journal of finance
28
Applied economics
26
International review of economics & finance : IREF
25
Journal of economic dynamics & control
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Journal of financial intermediation
23
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Economic modelling
18
The North American journal of economics and finance : a journal of financial economics studies
18
Asia-Pacific journal of financial studies
17
Research in international business and finance
17
Applied mathematical finance
16
Computational economics
16
The American economic review
16
Applied financial economics
14
Journal of economic theory
14
Journal of risk and financial management : JRFM
14
The journal of business : B
14
Journal of securities operations & custody
13
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Source
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ECONIS (ZBW)
294
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1
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294
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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
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
Saved in:
7
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:
8
Individual investor trading and stock returns after the Covid-19 pandemic : evidence from Korea
Kwak, Jun Hee
- In:
Finance research letters
61
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490861
Saved in:
9
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:
10
Brexit's ripple : probing the impact on stock market liquidity
Kim, Jang-chul
;
Mazumder, Sharif
;
Su, Qing
- In:
Finance research letters
61
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014491042
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