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subject:"Elektronisches Handelssystem"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~subject:"Germany"
~subject:"Limit order book"
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Elektronisches Handelssystem
Germany
Limit order book
Securities trading
98
Wertpapierhandel
98
Börsenkurs
39
Share price
39
Theorie
37
Theory
37
Market microstructure
31
Marktmikrostruktur
31
Electronic trading
18
USA
18
United States
17
Volatility
17
Volatilität
17
Aktienmarkt
14
Anlageverhalten
14
Behavioural finance
14
Stock market
14
Index futures
13
Index-Futures
13
Bid-ask spread
12
Estimation
12
Geld-Brief-Spanne
12
Handelsvolumen der Börse
12
Schätzung
12
Trading volume
12
Derivat
11
Derivative
11
Deutschland
11
Bourse
9
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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12
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12
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2
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English
22
German
10
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Abergel, Frédéric
2
Baldacci, Bastien
1
Bazzana, Flavio
1
Bel Hadj Ayed, Ahmed
1
Bergault, Philippe
1
Bosch, Robert
1
Böhme, Philip
1
Chang, Ya-Kai
1
Chou, Robin K.
1
Cont, Rama
1
Dietl, Helmut
1
Donatoni, Enrico
1
Dönges, Jutta A.
1
Echter, Constantin J.
1
Fishe, Raymond P. H.
1
Forde, Martin
1
Frei, Christoph
1
Gao, Ming
1
Gao, Xuefeng
1
Gençay, Ramazan
1
Guéant, Olivier
1
Gärtner, Christian
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
Kofman, Paul
1
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1
Ludwig, Matthias
1
Maglaras, Costis
1
Mahmoodzadeh, S.
1
Michayluk, David
1
Moallemi, Ciamac C.
1
Morariu-Patrichi, Maxime
1
Moser, James T.
1
Muntermann, Jan
1
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Gabler Edition Wissenschaft
Quantitative finance
The journal of futures markets
Journal of financial markets
26
The journal of trading
20
Journal of financial economics
17
SpringerLink / Bücher
15
Journal of banking & finance
14
Market microstructure and liquidity
14
Pacific-Basin finance journal
14
Wiley trading series
14
Journal of international financial markets, institutions & money
12
Research in international business and finance
12
Die Bank
11
Applied mathematical finance
10
International journal of theoretical and applied finance
10
International review of financial analysis
10
Journal of empirical finance
10
CFS working paper series
9
Journal of economic dynamics & control
9
MiFID-Kompendium : praktischer Leitfaden für Finanzdienstleister
9
Working papers
9
Computational economics
8
Discussion paper / Centre for Economic Policy Research
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
Economic modelling
7
The European journal of finance
7
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
6
Financial markets and portfolio management
6
Review of quantitative finance and accounting
6
Zeitschrift für Bankrecht und Bankwirtschaft : ZBB
6
Europäische Hochschulschriften / 5
5
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
5
Journal of financial and quantitative analysis : JFQA
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
NBER Working Paper
5
NBER working paper series
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ECONIS (ZBW)
32
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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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