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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:"USA"
~subject:"Volatility"
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Elektronisches Handelssystem
Derivat
Handelsvolumen der Börse
Schätzung
USA
Volatility
Securities trading
224
Wertpapierhandel
224
Börsenkurs
78
Share price
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
Liquidität
26
Asymmetrische Information
25
Estimation
25
Asymmetric information
24
Trading volume
24
Market liquidity
22
Marktliquidität
22
Bourse
21
Börse
21
Bid-ask spread
19
Geld-Brief-Spanne
19
Portfolio selection
18
Portfolio-Management
18
Derivative
17
Efficient market hypothesis
15
Effizienzmarkthypothese
15
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Undetermined
46
Free
4
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Article
106
Book / Working Paper
8
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Article in journal
106
Aufsatz in Zeitschrift
106
Hochschulschrift
7
Thesis
7
Bibliografie enthalten
1
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1
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1
Sammelwerk
1
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English
108
German
6
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Frino, Alex
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
Payne, Richard
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
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
Beardsley, Xiaoxin Wang
1
Beetsma, Roel
1
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Gabler Edition Wissenschaft
Journal of banking & finance
Quantitative finance
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
70
Journal of financial markets
55
Journal of financial economics
47
The review of financial studies
41
The journal of finance : the journal of the American Finance Association
36
Journal of financial and quantitative analysis : JFQA
35
Journal of empirical finance
31
NBER working paper series
30
Pacific-Basin finance journal
30
International review of financial analysis
29
The journal of trading
26
Discussion paper / Centre for Economic Policy Research
25
CFS working paper series
24
Review of quantitative finance and accounting
24
Finance research letters
23
The financial review : the official publication of the Eastern Finance Association
23
NBER Working Paper
22
Journal of international financial markets, institutions & money
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Applied economics letters
18
Market microstructure and liquidity
17
Research in international business and finance
17
The European journal of finance
17
Wiley trading series
17
Applied economics
16
International review of economics & finance : IREF
16
Journal of financial intermediation
16
Journal of securities operations & custody
15
SFB 649 discussion paper
15
International journal of theoretical and applied finance
14
Research paper series / Swiss Finance Institute
14
SpringerLink / Bücher
14
Staff reports / Federal Reserve Bank of New York
14
Fisher College of Business working paper series
13
The journal of business : B
13
Applied financial economics
12
SAFE working paper
12
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ECONIS (ZBW)
114
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1
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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
Strategic trading and manipulation in trade at settlement contracts
Pirrong, Craig
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 615-634
Persistent link: https://www.econbiz.de/10014293175
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