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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:"Handelsvolumen der Börse"
~subject:"Liquidity"
~subject:"Schätzung"
~subject:"Theory"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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Elektronisches Handelssystem
Handelsvolumen der Börse
Liquidity
Schätzung
Theory
USA
Volatility
Securities trading
376
Wertpapierhandel
376
Börsenkurs
136
Share price
136
Theorie
118
Market microstructure
73
Marktmikrostruktur
73
United States
72
Anlageverhalten
69
Behavioural finance
69
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
Electronic trading
38
Geld-Brief-Spanne
38
Market liquidity
33
Marktliquidität
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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Undetermined
128
Free
5
Type of publication
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Article
264
Book / Working Paper
1
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
265
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
265
Author
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Subrahmanyam, Avanidhar
6
Frino, Alex
4
Abergel, Frédéric
3
Chordia, Tarun
3
Cont, Rama
3
Foucault, Thierry
3
Garleanu, Nicolae
3
Hirshleifer, David
3
Nordén, Lars
3
O'Hara, Maureen
3
Pedersen, Lasse Heje
3
Sensoy, Ahmet
3
Werner, Ingrid M.
3
Wu, Fei
3
Aitken, Michael J.
2
Berkman, Henk
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
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
Gervais, Simon
2
Hagströmer, Björn
2
Hendershott, Terrence
2
Huh, Sahn-Wook
2
Jennings, Robert H.
2
Kang, Jangkoo
2
Kaserer, Christoph
2
LeFol, Gaëlle
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
86
Journal of financial economics
66
The journal of finance : the journal of the American Finance Association
49
Journal of financial and quantitative analysis : JFQA
43
International review of financial analysis
39
Journal of empirical finance
39
Pacific-Basin finance journal
38
The journal of trading
34
Review of quantitative finance and accounting
32
Journal of international financial markets, institutions & money
29
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
25
Market microstructure and liquidity
23
Journal of economic dynamics & control
22
International review of economics & finance : IREF
21
Journal of financial intermediation
21
Applied economics
20
Applied economics letters
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Research in international business and finance
16
Applied mathematical finance
15
Computational economics
15
The American economic review
15
The journal of business : B
15
Applied financial economics
14
Asia-Pacific journal of financial studies
14
Economic modelling
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of economic theory
13
Journal of securities operations & custody
13
Journal of risk and financial management : JRFM
12
Economic theory : official journal of the Society for the Advancement of Economic Theory
11
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ECONIS (ZBW)
265
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1
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265
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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
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
Saved in:
9
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:
10
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
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