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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:"Limit order book"
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Elektronisches Handelssystem
Limit order book
Securities trading
225
Wertpapierhandel
225
Börsenkurs
78
Share price
78
Theorie
72
Theory
72
Market microstructure
55
Marktmikrostruktur
55
USA
38
Anlageverhalten
37
Behavioural finance
37
United States
37
Electronic trading
30
Liquidity
30
Volatility
30
Volatilität
30
Capital income
29
Kapitaleinkommen
29
Aktienmarkt
28
Stock market
28
Estimation
26
Liquidität
26
Schätzung
26
Asymmetrische Information
25
Handelsvolumen der Börse
25
Trading volume
25
Asymmetric information
24
Market liquidity
22
Marktliquidität
22
Bourse
21
Börse
21
Bid-ask spread
19
Geld-Brief-Spanne
19
Portfolio selection
18
Portfolio-Management
18
Derivat
17
Derivative
17
Efficient market hypothesis
15
Effizienzmarkthypothese
15
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26
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3
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Article
34
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4
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34
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4
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4
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1
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English
35
German
3
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Abergel, Frédéric
2
Payne, Richard
2
Roseman, Brian S.
2
Tapia, Mikel
2
Aitken, Michael J.
1
Baldacci, Bastien
1
Bazzana, Flavio
1
Bel Hadj Ayed, Ahmed
1
Bergault, Philippe
1
Black, Jeffrey R.
1
Bosch, Robert
1
Cartea, Álvaro
1
Chaboud, Alain
1
Chakrabarty, Bidisha
1
Chang, Ya-Kai
1
Chou, Robin K.
1
Cont, Rama
1
Cox, Justin
1
Cumming, Douglas J.
1
Davis, Ryan L.
1
Dijk, Dick van
1
Donatoni, Enrico
1
Dönges, Jutta A.
1
Fishe, Raymond P. H.
1
Forde, Martin
1
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1
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1
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1
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1
Guéant, Olivier
1
Hatch, Brian C.
1
Haynes, Richard
1
Hjalmarsson, Erik
1
Huang, Tao
1
Hult, Henrik
1
Hultin, Hanna
1
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Gabler Edition Wissenschaft
Journal of banking & finance
Quantitative finance
The journal of futures markets
Journal of financial markets
26
The journal of trading
20
Journal of financial economics
16
Market microstructure and liquidity
14
Pacific-Basin finance journal
14
Wiley trading series
12
Journal of international financial markets, institutions & money
11
Research in international business and finance
11
Applied mathematical finance
10
International journal of theoretical and applied finance
10
Journal of economic dynamics & control
10
Computational economics
9
International review of financial analysis
9
Journal of empirical finance
9
Economic modelling
8
Finance research letters
8
Journal of risk and financial management : JRFM
8
Research paper series / Swiss Finance Institute
8
SAFE working paper
8
The financial review : the official publication of the Eastern Finance Association
8
Working papers
8
CFS working paper series
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of quantitative finance and accounting
6
NBER Working Paper
5
NBER working paper series
5
Swiss Finance Institute Research Paper
5
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Intelligent systems in accounting finance and management : international journal
4
International journal of economics and financial issues : IJEFI
4
International journal of financial engineering
4
Journal of economic behavior & organization : JEBO
4
Journal of financial and quantitative analysis : JFQA
4
Journal of mathematical finance
4
SpringerLink / Bücher
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ECONIS (ZBW)
38
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1
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:
2
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:
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
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:
5
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:
6
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:
7
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:
8
Market making with inventory control and order book information
Donatoni, Enrico
;
Paterlini, Sandra
;
Bazzana, Flavio
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 597-610
Persistent link: https://www.econbiz.de/10013167784
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
A deep learning approach to estimating fill probabilities in a limit order book
Maglaras, Costis
;
Moallemi, Ciamac C.
;
Wang, Muye
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1989-2003
Persistent link: https://www.econbiz.de/10013490915
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