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subject:"Elektronisches Handelssystem"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~isPartOf:"The review of financial studies"
~source:"econis"
~subject:"Derivat"
~subject:"Geld-Brief-Spanne"
~subject:"Share price"
~subject:"Theory"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Elektronisches Handelssystem
Derivat
Geld-Brief-Spanne
Share price
Theory
USA
Volatility
Securities trading
318
Wertpapierhandel
318
Theorie
120
Börsenkurs
104
United States
75
Market microstructure
57
Marktmikrostruktur
57
Anlageverhalten
44
Behavioural finance
44
Asymmetric information
42
Asymmetrische Information
42
Liquidity
41
Electronic trading
37
Liquidität
37
Capital income
36
Kapitaleinkommen
36
Volatilität
34
Handelsvolumen der Börse
29
Trading volume
29
Estimation
28
Schätzung
28
Bid-ask spread
27
Portfolio selection
26
Portfolio-Management
26
Aktienmarkt
25
Market liquidity
25
Marktliquidität
25
Stock market
25
Financial market
23
Finanzmarkt
23
Bourse
20
Börse
20
Efficient market hypothesis
20
Effizienzmarkthypothese
20
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Online availability
All
Undetermined
108
Free
7
Type of publication
All
Article
256
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
257
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
257
Author
All
Cartea, Álvaro
7
Frino, Alex
5
Subrahmanyam, Avanidhar
5
Abergel, Frédéric
4
Jaimungal, Sebastian
4
Chordia, Tarun
3
Cont, Rama
3
Foucault, Thierry
3
Garleanu, Nicolae
3
Hirshleifer, David
3
Nordén, Lars
3
O'Hara, Maureen
3
Payne, Richard
3
Pedersen, Lasse Heje
3
Werner, Ingrid M.
3
Wu, Fei
3
Boehmer, Ekkehart
2
Cao, H. Henry
2
Chou, Robin K.
2
Chung, Kee H.
2
Chuwonganant, Chairat
2
Coval, Joshua
2
Cucuringu, Mihai
2
Darolles, Serge
2
Duffie, Darrell
2
Easley, David
2
Fonseca, José da
2
Fung, Joseph K. W.
2
Garvey, Ryan
2
Gençay, Ramazan
2
Gervais, Simon
2
Hagströmer, Björn
2
Hendershott, Terrence
2
Huh, Sahn-Wook
2
Jarrow, Robert A.
2
Jennings, Robert H.
2
Kaserer, Christoph
2
LeFol, Gaëlle
2
Lepone, Andrew
2
Lillo, Fabrizio
2
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Published in...
All
Gabler Edition Wissenschaft
International journal of theoretical and applied finance
Journal of banking & finance
Quantitative finance
The journal of futures markets
The review of financial studies
Journal of financial markets
95
Journal of financial economics
64
Pacific-Basin finance journal
51
The journal of finance : the journal of the American Finance Association
49
Journal of empirical finance
47
Finance research letters
45
International review of financial analysis
45
Journal of financial and quantitative analysis : JFQA
44
Review of quantitative finance and accounting
35
Journal of international financial markets, institutions & money
33
The financial review : the official publication of the Eastern Finance Association
33
The journal of trading
33
Market microstructure and liquidity
30
Applied economics letters
26
Journal of economic dynamics & control
25
Applied economics
24
International review of economics & finance : IREF
24
Journal of financial intermediation
23
The European journal of finance
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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
The North American journal of economics and finance : a journal of financial economics studies
18
Applied mathematical finance
17
Economic modelling
17
Computational economics
16
Research in international business and finance
16
The American economic review
16
Asia-Pacific journal of financial studies
15
Journal of risk and financial management : JRFM
15
Journal of securities operations & custody
15
The journal of business : B
15
Journal of economic theory
14
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
Emerging markets review
13
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Source
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ECONIS (ZBW)
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257
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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
Trading behavior in Bitcoin futures : following the "smart money"
Baur, Dirk G.
;
Smales, Lee A.
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1304-1323
Persistent link: https://www.econbiz.de/10013287959
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
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:
10
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
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