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subject:"Elektronisches Handelssystem"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~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:"Theory"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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Elektronisches Handelssystem
Handelsvolumen der Börse
Schätzung
Theory
USA
Volatility
Securities trading
234
Wertpapierhandel
234
Börsenkurs
84
Share price
84
Theorie
63
Market microstructure
55
Marktmikrostruktur
55
Anlageverhalten
45
Behavioural finance
45
Aktienmarkt
38
Stock market
38
Capital income
37
Kapitaleinkommen
37
United States
36
Volatilität
33
Liquidity
31
Estimation
30
Electronic trading
27
Liquidität
27
Asymmetric information
25
Asymmetrische Information
25
Trading volume
24
Bourse
23
Börse
23
Market liquidity
22
Marktliquidität
22
Bid-ask spread
20
Geld-Brief-Spanne
20
Derivat
18
Derivative
18
Portfolio selection
17
Portfolio-Management
17
Efficient market hypothesis
16
Effizienzmarkthypothese
16
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66
Free
5
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Article
145
Book / Working Paper
1
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Article in journal
Aufsatz in Zeitschrift
146
Hochschulschrift
12
Thesis
12
Bibliografie enthalten
2
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2
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1
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1
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English
146
Author
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Abergel, Frédéric
3
Cont, Rama
3
Frino, Alex
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
Fonseca, José da
2
Garvey, Ryan
2
Kang, Jangkoo
2
Kaserer, Christoph
2
LeFol, Gaëlle
2
Lepone, Andrew
2
Lillo, Fabrizio
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
Wang, George H. K.
2
Wang, Qin
2
Zaatour, Riadh
2
Achab, Massil
1
Amaya, Diego
1
Anderson, Alyssa Gray
1
Antonov, Anton
1
Ates, Aysegul
1
Babiak, Mykola
1
Bacidore, Jeffrey M.
1
Bacry, E.
1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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
Finance research letters
33
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)
146
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1
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146
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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
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:
7
Algorithmic trading and market quality : international evidence of the impact of errors in colocation dates
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014463062
Saved in:
8
COVID-19 and market structure dynamics
Cox, Justin
;
Woods, Donovan
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248224
Saved in:
9
Stock liquidity and algorithmic market making during the COVID-19 crisis
Chakrabarty, Bidisha
;
Pascual, Roberto
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248225
Saved in:
10
A machine learning attack on illegal trading
James, Robert
;
Leung, Henry
;
Prokhorov, Artem
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248281
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