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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"
~subject:"Handelsvolumen der Börse"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Theorie"
~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
Handelsvolumen der Börse
Schätzung
Share price
Theorie
Theory
USA
Volatility
Securities trading
296
Wertpapierhandel
296
Börsenkurs
115
Market microstructure
70
Marktmikrostruktur
70
Anlageverhalten
63
Behavioural finance
63
Aktienmarkt
54
Stock market
54
Capital income
51
Kapitaleinkommen
51
Liquidity
51
Liquidität
44
Estimation
39
Volatilität
38
United States
36
Electronic trading
34
Trading volume
34
Bid-ask spread
33
Geld-Brief-Spanne
33
Market liquidity
33
Marktliquidität
33
Asymmetric information
30
Asymmetrische Information
30
Bourse
28
Börse
28
Efficient market hypothesis
27
Effizienzmarkthypothese
27
Portfolio selection
25
Portfolio-Management
25
China
20
Financial analysis
20
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Undetermined
124
Free
6
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Article
216
Book / Working Paper
1
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
217
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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English
217
Author
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Frino, Alex
4
Abergel, Frédéric
3
Cont, Rama
3
Kang, Jangkoo
3
Payne, Richard
3
Sensoy, Ahmet
3
Wu, Fei
3
Aitken, Michael J.
2
Berkman, Henk
2
Białkowski, Je̜drzej
2
Cartea, Álvaro
2
Chou, Robin K.
2
Chung, Kee H.
2
Chuwonganant, Chairat
2
Cucuringu, Mihai
2
Darolles, Serge
2
Dixit, Alok
2
Eraslan, Veysel
2
Fonseca, José da
2
Garvey, Ryan
2
Hudson, Robert
2
Kaserer, Christoph
2
LeFol, Gaëlle
2
Lepone, Andrew
2
Lillo, Fabrizio
2
McGroarty, Frank
2
Nordén, Lars
2
Oppenheimer, Henry R.
2
Pascual, Roberto
2
Roseman, Brian S.
2
Sabherwal, Sanjiv
2
Sharma, Subhash Chandra
2
Shen, Qian
2
Subrahmanyam, Avanidhar
2
Szakmary, Andrew Charles
2
Tapia, Mikel
2
Tripathi, Abhinava
2
Tse, Yiuman
2
Urquhart, Andrew
2
Vipul
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
Journal of financial markets
95
The review of financial studies
73
Journal of financial economics
68
Pacific-Basin finance journal
50
The journal of finance : the journal of the American Finance Association
49
Journal of empirical finance
47
International review of financial analysis
45
Journal of financial and quantitative analysis : JFQA
44
Review of quantitative finance and accounting
36
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
Market microstructure and liquidity
29
International journal of theoretical and applied finance
28
Applied economics
26
The European journal of finance
26
International review of economics & finance : IREF
25
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
Economic modelling
18
Research in international business and finance
17
The North American journal of economics and finance : a journal of financial economics studies
17
Applied mathematical finance
16
Asia-Pacific journal of financial studies
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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ECONIS (ZBW)
217
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1
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217
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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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