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subject:"Elektronisches Handelssystem"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~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
165
Wertpapierhandel
165
Börsenkurs
65
Share price
65
Theorie
57
Theory
57
Market microstructure
47
Marktmikrostruktur
47
Anlageverhalten
27
Behavioural finance
27
Capital income
27
Kapitaleinkommen
27
Liquidity
26
Liquidität
22
Asymmetric information
21
Asymmetrische Information
21
Electronic trading
21
Estimation
21
Aktienmarkt
20
Stock market
20
United States
20
Volatilität
19
Bourse
18
Börse
18
Trading volume
18
Market liquidity
15
Marktliquidität
15
Portfolio selection
15
Portfolio-Management
15
Bid-ask spread
14
Efficient market hypothesis
14
Effizienzmarkthypothese
14
Geld-Brief-Spanne
14
Financial market
13
Finanzmarkt
13
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Online availability
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Undetermined
35
Free
4
Type of publication
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Article
70
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
70
Hochschulschrift
6
Thesis
6
Bibliografie enthalten
1
Bibliography included
1
Language
All
English
70
Author
All
Wu, Fei
3
Abergel, Frédéric
2
Aitken, Michael J.
2
Chung, Kee H.
2
Chuwonganant, Chairat
2
Cucuringu, Mihai
2
Darolles, Serge
2
Garvey, Ryan
2
LeFol, Gaëlle
2
Lillo, Fabrizio
2
Oppenheimer, Henry R.
2
Payne, Richard
2
Roseman, Brian S.
2
Sabherwal, Sanjiv
2
Tapia, Mikel
2
Achab, Massil
1
Amaya, Diego
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
Bianchi, Daniele
1
Białkowski, Je̜drzej
1
Black, Jeffrey R.
1
Boehmer, Beatrice
1
Boehmer, Ekkehart
1
Bouchaud, Jean-Philippe
1
Bucci, Frederic
1
Cartea, Álvaro
1
Chaboud, Alain
1
Chague, Fernando
1
Chakrabarty, Bidisha
1
Chavez-Demoulin, Valerie
1
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Gabler Edition Wissenschaft
Journal of banking & finance
Quantitative finance
Journal of financial markets
56
Journal of financial economics
47
The review of financial studies
41
The journal of finance : the journal of the American Finance Association
37
Journal of financial and quantitative analysis : JFQA
35
Journal of empirical finance
30
Pacific-Basin finance journal
30
International review of financial analysis
28
Finance research letters
27
The journal of futures markets
27
The journal of trading
26
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
Applied economics
17
International review of economics & finance : IREF
17
Market microstructure and liquidity
17
Research in international business and finance
17
The European journal of finance
17
Applied economics letters
16
Journal of financial intermediation
15
International journal of theoretical and applied finance
14
Journal of securities operations & custody
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Applied financial economics
12
The journal of business : B
12
Economic modelling
11
Applied mathematical finance
10
Asia-Pacific journal of financial studies
10
Computational economics
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
Journal of economic dynamics & control
10
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)
70
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70
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1
Trade co-occurrence, trade flow decomposition and conditional order imbalance in equity markets
Lu, Yutong
;
Reinert, Gesine
;
Cucuringu, Mihai
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 779-809
Persistent link: https://www.econbiz.de/10015050797
Saved in:
2
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:
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
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:
5
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:
6
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:
7
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:
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
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
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