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subject:"Elektronisches Handelssystem"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Market microstructure and liquidity"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~subject:"Limit order book"
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Elektronisches Handelssystem
Limit order book
Securities trading
129
Wertpapierhandel
129
Börsenkurs
61
Share price
61
Market microstructure
54
Marktmikrostruktur
54
Theorie
52
Theory
52
Electronic trading
31
Bid-ask spread
23
Geld-Brief-Spanne
23
Volatility
21
Volatilität
21
Aktienmarkt
19
Stock market
19
USA
18
Anlageverhalten
17
Behavioural finance
17
Handelsvolumen der Börse
17
Trading volume
17
United States
17
Bourse
14
Börse
14
Estimation
14
Schätzung
14
Index futures
13
Index-Futures
13
Market liquidity
13
Marktliquidität
13
Derivat
11
Derivative
11
Deutschland
11
Germany
11
Liquidity
11
Liquidität
11
Stochastic process
10
Stochastischer Prozess
10
Portfolio selection
9
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Undetermined
30
Free
3
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Article
34
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4
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34
Aufsatz in Zeitschrift
34
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4
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4
Bibliografie enthalten
1
Bibliography included
1
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English
35
German
3
Author
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Abergel, Frédéric
3
Bel Hadj Ayed, Ahmed
2
Lehalle, Charles-Albert
2
Said, Emilio
2
Alfonsi, Aurélien
1
Aquilina, Matteo
1
Baldacci, Bastien
1
Bazzana, Flavio
1
Bergault, Philippe
1
Blanc, Pierre
1
Bonart, Julius
1
Bosch, Robert
1
Brigida, Matt
1
Cebiroglu, Gökhan
1
Chang, Ya-Kai
1
Chou, Robin K.
1
Cont, Rama
1
Donatoni, Enrico
1
Drame, Mouhamad
1
Dönges, Jutta A.
1
Fernandez-Tapia, Joaquin
1
Fishe, Raymond P. H.
1
Forde, Martin
1
Frei, Christoph
1
Gao, Ming
1
Gao, Xuefeng
1
Gençay, Ramazan
1
Gould, Martin
1
Guéant, Olivier
1
Hautsch, Nikolaus
1
Haynes, Richard
1
Horst, Ulrich
1
Hult, Henrik
1
Hultin, Hanna
1
Huré, Côme
1
Husson, Alexandre
1
Isaac, Alan Glen
1
Ju, Geonhwan
1
Kim, Kyoung-Kuk
1
Kofman, Paul
1
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Gabler Edition Wissenschaft
Market microstructure and liquidity
Quantitative finance
The journal of futures markets
Journal of financial markets
26
The journal of trading
20
Journal of financial economics
16
Journal of banking & finance
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
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
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:
6
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:
7
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:
8
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:
9
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:
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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