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subject:"Elektronisches Handelssystem"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Journal of mathematical 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
103
Wertpapierhandel
103
Börsenkurs
42
Share price
42
Theorie
41
Theory
41
Market microstructure
33
Marktmikrostruktur
33
Electronic trading
22
USA
18
Volatility
18
Volatilität
18
United States
17
Aktienmarkt
14
Anlageverhalten
14
Behavioural finance
14
Stock market
14
Bid-ask spread
13
Geld-Brief-Spanne
13
Handelsvolumen der Börse
13
Index futures
13
Index-Futures
13
Trading volume
13
Estimation
12
Schätzung
12
Derivat
11
Derivative
11
Deutschland
11
Germany
11
Bourse
10
Börse
10
Portfolio selection
10
Portfolio-Management
10
Liquidity
8
Liquidität
8
Market liquidity
8
Marktliquidität
8
Stochastic process
8
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Article
24
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1
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25
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3
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Abergel, Frédéric
3
Guéant, Olivier
2
Kuno, Seiya
2
Baldacci, Bastien
1
Bazzana, Flavio
1
Bel Hadj Ayed, Ahmed
1
Bergault, Philippe
1
Bosch, Robert
1
Chang, Ya-Kai
1
Chou, Robin K.
1
Cont, Rama
1
Donatoni, Enrico
1
Dönges, Jutta A.
1
Fishe, Raymond P. H.
1
Forde, Martin
1
Frei, Christoph
1
Gao, Ming
1
Gao, Xuefeng
1
Gençay, Ramazan
1
Haynes, Richard
1
Hult, Henrik
1
Hultin, Hanna
1
Huré, Côme
1
Isaac, Alan Glen
1
Ju, Geonhwan
1
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1
Morariu-Patrichi, Maxime
1
Moser, James T.
1
Moulines, Eric
1
Ohinishi, Masamitsu
1
Ohnishi, Masamitsu
1
Onur, Esen
1
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Gabler Edition Wissenschaft
Journal of mathematical finance
Quantitative finance
The journal of futures markets
Journal of financial markets
25
The journal of trading
20
Journal of financial economics
16
Journal of banking & finance
14
Market microstructure and liquidity
14
Pacific-Basin finance journal
14
Wiley trading series
14
Research in international business and finance
11
Applied mathematical finance
10
International journal of theoretical and applied finance
10
Journal of international financial markets, institutions & money
10
International review of financial analysis
9
Journal of economic dynamics & control
9
Journal of empirical finance
9
Computational economics
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
Economic modelling
7
CFS working paper series
6
Review of quantitative finance and accounting
6
Management science : journal of the Institute for Operations Research and the Management Sciences
5
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
SpringerLink / Bücher
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ECONIS (ZBW)
28
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28
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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
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
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:
6
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:
7
Algorithmic trading and market quality : evidence from the Taiwan index futures market
Chang, Ya-Kai
;
Chou, Robin K.
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1837-1855
Persistent link: https://www.econbiz.de/10013465825
Saved in:
8
Understanding intraday momentum strategies
Rosa, Carlo
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
Saved in:
9
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
Saved in:
10
Market impact : a systematic study of the high frequency options market
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Thillou, Damien
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 69-84
Persistent link: https://www.econbiz.de/10012424634
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