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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:"Handelsvolumen der Börse"
~subject:"Schätzung"
~subject:"Stock market"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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Elektronisches Handelssystem
Derivat
Handelsvolumen der Börse
Schätzung
Stock market
USA
Volatility
Securities trading
207
Wertpapierhandel
207
Börsenkurs
74
Share price
74
Theorie
62
Theory
62
Market microstructure
48
Marktmikrostruktur
48
United States
36
Anlageverhalten
35
Behavioural finance
35
Liquidity
30
Volatilität
29
Capital income
28
Kapitaleinkommen
28
Electronic trading
26
Liquidität
26
Estimation
25
Asymmetric information
24
Asymmetrische Information
24
Aktienmarkt
22
Market liquidity
22
Marktliquidität
22
Trading volume
22
Bourse
18
Börse
18
Bid-ask spread
17
Geld-Brief-Spanne
17
Derivative
16
Portfolio selection
16
Portfolio-Management
16
Efficient market hypothesis
15
Effizienzmarkthypothese
15
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Undetermined
52
Free
4
Type of publication
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Article
113
Book / Working Paper
1
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
114
Hochschulschrift
9
Thesis
9
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Sammelwerk
1
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Language
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English
114
Author
All
Frino, Alex
4
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
Roseman, Brian S.
2
Sabherwal, Sanjiv
2
Sharma, Subhash Chandra
2
Shen, Qian
2
Szakmary, Andrew Charles
2
Tapia, Mikel
2
Wang, George H. K.
2
Wang, Qin
2
Webb, Robert I.
2
Yang, J. Jimmy
2
Zaatour, Riadh
2
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
Baur, Dirk G.
1
Bazzana, Flavio
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
65
Journal of financial economics
50
Pacific-Basin finance journal
46
International review of financial analysis
41
The review of financial studies
41
Journal of empirical finance
40
Journal of financial and quantitative analysis : JFQA
39
The journal of finance : the journal of the American Finance Association
37
Finance research letters
30
Review of quantitative finance and accounting
30
The journal of trading
28
The financial review : the official publication of the Eastern Finance Association
26
Journal of international financial markets, institutions & money
25
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
23
Applied economics letters
22
International review of economics & finance : IREF
22
The European journal of finance
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Applied economics
20
Market microstructure and liquidity
19
Research in international business and finance
18
Journal of financial intermediation
17
Journal of securities operations & custody
17
Applied financial economics
15
International journal of theoretical and applied finance
15
Investment management and financial innovations
15
The North American journal of economics and finance : a journal of financial economics studies
15
Asia-Pacific journal of financial studies
14
Computational economics
14
Economic modelling
13
The journal of business : B
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Applied mathematical finance
11
Journal of risk and financial management : JRFM
11
Emerging markets review
10
Financial markets and portfolio management
10
Journal of multinational financial management
10
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Source
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ECONIS (ZBW)
114
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1
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10
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114
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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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