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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:"Handelsvolumen der Börse"
~subject:"Schätzung"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Effektengeschäft"
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Elektronisches Handelssystem
Handelsvolumen der Börse
Schätzung
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
Stock market
22
Trading volume
22
Bourse
18
Börse
18
Bid-ask spread
17
Geld-Brief-Spanne
17
Derivat
16
Derivative
16
Portfolio selection
16
Portfolio-Management
16
Efficient market hypothesis
15
Effizienzmarkthypothese
15
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Undetermined
41
Free
3
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Article
95
Book / Working Paper
1
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
96
Hochschulschrift
6
Thesis
6
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Sammelwerk
1
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English
96
Author
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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
Frino, Alex
2
Garvey, Ryan
2
Kang, Jangkoo
2
LeFol, Gaëlle
2
Lepone, Andrew
2
Lillo, Fabrizio
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
Baldacci, Bastien
1
Battalio, Robert H.
1
Bazzana, Flavio
1
Beardsley, Xiaoxin Wang
1
Beetsma, Roel
1
Bel Hadj Ayed, Ahmed
1
Bergault, Philippe
1
Berkman, Henk
1
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Gabler Edition Wissenschaft
Journal of banking & finance
Quantitative finance
The journal of futures markets
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
30
Pacific-Basin finance journal
29
International review of financial analysis
28
The journal of trading
26
Finance research letters
23
Review of quantitative finance and accounting
23
The financial review : the official publication of the Eastern Finance Association
23
Journal of international financial markets, institutions & money
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Market microstructure and liquidity
17
The European journal of finance
17
Applied economics
16
Applied economics letters
16
International review of economics & finance : IREF
16
Research in international business and finance
16
Journal of financial intermediation
15
International journal of theoretical and applied finance
14
Journal of securities operations & custody
13
Applied financial economics
12
The journal of business : B
12
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Applied mathematical finance
10
Asia-Pacific journal of financial studies
10
Economic modelling
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
Computational economics
9
Journal of economic dynamics & control
9
Journal of risk and financial management : JRFM
9
Municipal finance journal : the state and local financing and municipal securities advisor
9
The American economic review
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
9
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ECONIS (ZBW)
96
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1
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96
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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
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:
5
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:
6
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:
7
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:
8
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:
9
Resiliency in the E-mini futures market
Fishe, Raymond P. H.
;
Haynes, Richard
;
Onur, Esen
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 5-23
Persistent link: https://www.econbiz.de/10012796291
Saved in:
10
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
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