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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:"Theorie"
~subject:"Theory"
~subject:"Trading volume"
~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
Theorie
Theory
Trading volume
USA
Volatility
Securities trading
296
Wertpapierhandel
296
Börsenkurs
115
Share price
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
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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Online availability
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Undetermined
97
Free
5
Type of publication
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Article
178
Book / Working Paper
1
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
179
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
179
Author
All
Abergel, Frédéric
3
Cont, Rama
3
Frino, Alex
3
Sensoy, Ahmet
3
Wu, Fei
3
Aitken, Michael J.
2
Berkman, Henk
2
Cartea, Álvaro
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
Kang, Jangkoo
2
Kaserer, Christoph
2
LeFol, Gaëlle
2
Lepone, Andrew
2
Lillo, Fabrizio
2
McGroarty, Frank
2
Nordén, Lars
2
Oppenheimer, Henry R.
2
Payne, Richard
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
Urquhart, Andrew
2
Wang, George H. K.
2
Wang, Qin
2
Zaatour, Riadh
2
Abudy, Menachem
1
Achab, Massil
1
Amaya, Diego
1
Anderson, Alyssa Gray
1
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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
75
The review of financial studies
71
Journal of financial economics
64
The journal of finance : the journal of the American Finance Association
48
Journal of financial and quantitative analysis : JFQA
41
Journal of empirical finance
38
International review of financial analysis
35
Pacific-Basin finance journal
35
The journal of trading
31
Review of quantitative finance and accounting
30
International journal of theoretical and applied finance
27
The financial review : the official publication of the Eastern Finance Association
27
Journal of international financial markets, institutions & money
25
Market microstructure and liquidity
23
The European journal of finance
22
Applied economics
20
Journal of economic dynamics & control
20
Journal of financial intermediation
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Applied economics letters
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
International review of economics & finance : IREF
18
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Research in international business and finance
16
Applied mathematical finance
15
Computational economics
15
The American economic review
15
Applied financial economics
14
Economic modelling
14
The journal of business : B
14
Journal of securities operations & custody
13
Journal of economic theory
12
Asia-Pacific journal of financial studies
11
Economic theory : official journal of the Society for the Advancement of Economic Theory
11
The North American journal of economics and finance : a journal of financial economics studies
11
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ECONIS (ZBW)
179
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1
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179
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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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