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subject:"Elektronisches Handelssystem"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of securities operations & custody"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~subject:"Derivat"
~subject:"Efficient market hypothesis"
~subject:"Handelsvolumen der Börse"
~subject:"Schätzung"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Elektronisches Handelssystem
Derivat
Efficient market hypothesis
Handelsvolumen der Börse
Schätzung
USA
Volatility
Securities trading
279
Wertpapierhandel
279
Börsenkurs
77
Share price
77
Theorie
63
Theory
63
Market microstructure
48
Marktmikrostruktur
48
United States
46
Anlageverhalten
35
Behavioural finance
35
Liquidity
30
Volatilität
30
Electronic trading
29
Capital income
28
Kapitaleinkommen
28
Liquidität
26
Estimation
25
Aktienmarkt
24
Asymmetric information
24
Asymmetrische Information
24
Financial market
24
Finanzmarkt
24
Stock market
24
Bourse
23
Börse
23
Market liquidity
22
Marktliquidität
22
Trading volume
22
Financial market regulation
21
Finanzmarktregulierung
21
EU countries
20
EU-Staaten
20
Clearing
18
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Online availability
All
Undetermined
50
Free
4
Type of publication
All
Article
130
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Collection of articles of several authors
Aufsatz in Zeitschrift
131
Hochschulschrift
7
Thesis
7
Bibliografie enthalten
1
Bibliography included
1
Sammelwerk
1
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Language
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English
131
Author
All
Frino, Alex
3
Payne, Richard
3
Wu, Fei
3
Abergel, Frédéric
2
Aitken, Michael J.
2
Chou, Robin K.
2
Chung, Kee H.
2
Chuwonganant, Chairat
2
Darolles, Serge
2
Fonseca, José da
2
Garvey, Ryan
2
Kang, Jangkoo
2
LeFol, Gaëlle
2
Lepone, Andrew
2
Lillo, Fabrizio
2
Locke, Peter R.
2
Nordén, Lars
2
Oppenheimer, Henry R.
2
Rhee, S. Ghon
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
Yanagawa, Eiichiro
2
Zaatour, Riadh
2
Abel, John
1
Achab, Massil
1
Amaya, Diego
1
Ates, Aysegul
1
Babiak, Mykola
1
Bacidore, Jeffrey M.
1
Bacry, E.
1
Bae, Sung-chul
1
Baldacci, Bastien
1
Battalio, Robert H.
1
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Published in...
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Gabler Edition Wissenschaft
Journal of banking & finance
Journal of securities operations & custody
Quantitative finance
The journal of futures markets
Journal of financial markets
63
Journal of financial economics
50
The review of financial studies
43
Journal of financial and quantitative analysis : JFQA
36
The journal of finance : the journal of the American Finance Association
36
International review of financial analysis
35
Pacific-Basin finance journal
34
Journal of empirical finance
32
Finance research letters
31
Review of quantitative finance and accounting
26
The journal of trading
26
The financial review : the official publication of the Eastern Finance Association
24
Journal of international financial markets, institutions & money
22
The European journal of finance
21
Applied economics letters
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Market microstructure and liquidity
18
Research in international business and finance
18
Applied economics
17
International review of economics & finance : IREF
17
Journal of financial intermediation
16
International journal of theoretical and applied finance
14
Applied financial economics
13
Computational economics
13
Economic modelling
13
The journal of business : B
13
The North American journal of economics and finance : a journal of financial economics studies
12
Asia-Pacific journal of financial studies
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The American economic review
11
Applied mathematical finance
10
Journal of economic dynamics & control
10
Journal of risk and financial management : JRFM
10
Financial markets and portfolio management
9
Municipal finance journal : the state and local financing and municipal securities advisor
9
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Source
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ECONIS (ZBW)
131
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1
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10
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131
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Intraday momentum in the VIX futures market
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Yang, …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248282
Saved in:
10
Media trading groups and short selling manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1035-1052
Persistent link: https://www.econbiz.de/10014321662
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