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subject:"Elektronisches Handelssystem"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~subject:"Bourse"
~subject:"Limit order book"
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Elektronisches Handelssystem
Bourse
Limit order book
Securities trading
99
Wertpapierhandel
99
Börsenkurs
39
Share price
39
Theorie
37
Theory
37
Market microstructure
32
Marktmikrostruktur
32
Electronic trading
18
USA
18
United States
17
Volatility
17
Volatilität
17
Aktienmarkt
15
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15
Anlageverhalten
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Behavioural finance
14
Estimation
13
Handelsvolumen der Börse
13
Index futures
13
Index-Futures
13
Schätzung
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13
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12
Geld-Brief-Spanne
12
Derivat
11
Derivative
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Deutschland
11
Germany
11
Börse
9
Liquidity
8
Liquidität
8
Market liquidity
8
Marktliquidität
8
Portfolio selection
8
Portfolio-Management
8
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8
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25
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4
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Abergel, Frédéric
2
Baldacci, Bastien
1
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1
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1
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1
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1
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1
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1
Cont, Rama
1
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1
Donatoni, Enrico
1
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1
Eisler, Zoltan
1
Fishe, Raymond P. H.
1
Forde, Martin
1
Frei, Christoph
1
Gao, Ming
1
Gao, Xuefeng
1
Gebbie, T. J.
1
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Li, Jiayi
1
Lillo, Fabrizio
1
Lim, Dong-Young
1
Liu, Yu-jane
1
Ludwig, Matthias
1
Luo, Sumei
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Gabler Edition Wissenschaft
Quantitative finance
The journal of futures markets
Journal of financial markets
36
Pacific-Basin finance journal
25
The journal of trading
24
Journal of banking & finance
23
Journal of financial economics
23
Journal of international financial markets, institutions & money
20
Market microstructure and liquidity
15
Finance research letters
14
International review of financial analysis
14
Journal of empirical finance
13
Research in international business and finance
12
SAFE working paper
12
Wiley trading series
12
Applied mathematical finance
11
The financial review : the official publication of the Eastern Finance Association
11
The journal of finance : the journal of the American Finance Association
11
International journal of theoretical and applied finance
10
Journal of economic dynamics & control
10
Research paper series / Swiss Finance Institute
10
Review of quantitative finance and accounting
10
Computational economics
9
The European journal of finance
9
Economic modelling
8
Journal of financial and quantitative analysis : JFQA
8
Journal of risk and financial management : JRFM
8
NBER working paper series
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Working papers
8
Applied economics
7
CFS working paper series
7
NBER Working Paper
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of investment compliance
7
Journal of securities operations & custody
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Swiss Finance Institute Research Paper
6
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper / Centre for Economic Policy Research
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
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ECONIS (ZBW)
29
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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
Call auction, continuous trading and closing price formation
Li, Jiayi
;
Luo, Sumei
;
Zhou, Guangyou
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1037-1065
Persistent link: https://www.econbiz.de/10012515635
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