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subject:"Elektronisches Handelssystem"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~subject:"Derivat"
~subject:"Geld-Brief-Spanne"
~subject:"Liquidität"
~subject:"Share price"
~subject:"USA"
~subject:"Volatility"
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Elektronisches Handelssystem
Derivat
Geld-Brief-Spanne
Liquidität
Share price
USA
Volatility
Securities trading
224
Wertpapierhandel
224
Börsenkurs
78
Theorie
72
Theory
72
Market microstructure
54
Marktmikrostruktur
54
Anlageverhalten
37
Behavioural finance
37
United States
37
Electronic trading
30
Liquidity
30
Volatilität
30
Capital income
28
Kapitaleinkommen
28
Aktienmarkt
27
Stock market
27
Asymmetrische Information
25
Estimation
25
Schätzung
25
Asymmetric information
24
Handelsvolumen der Börse
24
Trading volume
24
Market liquidity
22
Marktliquidität
22
Bourse
21
Börse
21
Bid-ask spread
19
Portfolio selection
18
Portfolio-Management
18
Derivative
17
Efficient market hypothesis
15
Effizienzmarkthypothese
15
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Undetermined
66
Free
7
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Article
143
Book / Working Paper
10
Type of publication (narrower categories)
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Article in journal
143
Aufsatz in Zeitschrift
143
Hochschulschrift
9
Thesis
9
Bibliografie enthalten
2
Bibliography included
2
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
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English
145
German
8
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Frino, Alex
4
Abergel, Frédéric
3
Cont, Rama
3
Payne, Richard
3
Subrahmanyam, Avanidhar
3
Cartea, Álvaro
2
Chou, Robin K.
2
Chung, Kee H.
2
Chuwonganant, Chairat
2
Cucuringu, Mihai
2
Fonseca, José da
2
Fung, Joseph K. W.
2
Kaserer, Christoph
2
Lepone, Andrew
2
Lillo, Fabrizio
2
Locke, Peter R.
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
Szakmary, Andrew Charles
2
Tapia, Mikel
2
Tse, Yiuman
2
Wang, George H. K.
2
Wang, Qin
2
Wu, Fei
2
Yamada, Takeshi
2
Yang, J. Jimmy
2
Zaatour, Riadh
2
Zhong, Zhaodong
2
Abad Díaz, David
1
Achab, Massil
1
Aitken, Michael J.
1
Amaya, Diego
1
Antonov, Anton
1
Atcha Kamolsareeratana
1
Ates, Aysegul
1
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Published in...
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Gabler Edition Wissenschaft
Journal of banking & finance
Quantitative finance
The journal of futures markets
Journal of financial markets
86
Working paper / National Bureau of Economic Research, Inc.
83
Journal of financial economics
59
The review of financial studies
53
Pacific-Basin finance journal
51
NBER working paper series
46
Finance research letters
45
International review of financial analysis
42
Journal of empirical finance
42
The journal of finance : the journal of the American Finance Association
42
Journal of financial and quantitative analysis : JFQA
39
NBER Working Paper
39
Discussion paper / Centre for Economic Policy Research
34
Review of quantitative finance and accounting
33
The journal of trading
33
The financial review : the official publication of the Eastern Finance Association
32
Journal of international financial markets, institutions & money
30
Market microstructure and liquidity
27
Research paper series / Swiss Finance Institute
27
International review of economics & finance : IREF
26
Applied economics letters
25
CFS working paper series
23
Applied economics
22
The European journal of finance
22
Journal of economic dynamics & control
21
SAFE working paper
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
International journal of theoretical and applied finance
20
Journal of financial intermediation
20
The North American journal of economics and finance : a journal of financial economics studies
19
Wiley trading series
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Research in international business and finance
18
Applied mathematical finance
15
Asia-Pacific journal of financial studies
15
Economic modelling
15
Fisher College of Business working paper series
15
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ECONIS (ZBW)
153
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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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