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subject:"Elektronisches Handelssystem"
~person:"Abergel, Frédéric"
~person:"Chou, Robin K."
~person:"Garvey, Ryan"
~subject:"Derivat"
~subject:"Handelsvolumen der Börse"
~subject:"Hawkes processes"
~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
Derivat
Handelsvolumen der Börse
Hawkes processes
Schätzung
USA
Volatility
Securities trading
30
Wertpapierhandel
30
Börsenkurs
12
Share price
12
United States
12
Market microstructure
10
Marktmikrostruktur
10
Theorie
10
Theory
10
Anlageverhalten
9
Behavioural finance
9
Electronic trading
8
Trading
7
Trading volume
6
Aktienmarkt
4
Stock market
4
Asymmetric information
3
Asymmetrische Information
3
Bid-ask spread
3
Bourse
3
Börse
3
Börsenmakler
3
Estimation
3
Geld-Brief-Spanne
3
Liquidity
3
Stochastic process
3
Stochastischer Prozess
3
Stockbrokers
3
Volatilität
3
Financial market
2
Finanzmarkt
2
Index futures
2
Index-Futures
2
Limit order book
2
Limit order books
2
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Article
24
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Article in journal
Aufsatz in Zeitschrift
24
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1
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1
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English
24
Author
All
Abergel, Frédéric
Chou, Robin K.
Garvey, Ryan
O'Hara, Maureen
15
Van Ness, Robert A.
15
Chung, Kee H.
14
Frino, Alex
13
Cartea, Álvaro
12
Van Ness, Bonnie F.
12
Wu, Fei
12
Jaimungal, Sebastian
11
Subrahmanyam, Avanidhar
10
Hendershott, Terrence
9
Kalev, Petko S.
8
Blau, Benjamin
7
Easley, David
7
Ibikunle, Gbenga
7
Ryu, Doojin
7
Battalio, Robert H.
6
Chordia, Tarun
6
Cohen, Gil
6
Domowitz, Ian
6
Menkveld, Albert J.
6
Theissen, Erik
6
Werner, Ingrid M.
6
Aitken, Michael J.
5
Boehmer, Ekkehart
5
Faff, Robert W.
5
Hautsch, Nikolaus
5
Huu Nhan Duong
5
Jennings, Robert H.
5
Jones, Charles M.
5
Kurov, Alexander
5
Li, Youwei
5
Pascual, Roberto
5
Saar, Gideon
5
Schwartz, Robert A.
5
Weng, Pei-Shih
5
Arumugam, Devika
4
Bondarenko, Oleg
4
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Applied economics letters
3
Journal of empirical finance
3
Quantitative finance
3
Journal of banking & finance
2
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
2
The journal of futures markets
2
Applied economics
1
Asia-Pacific journal of financial studies
1
International journal of managerial finance : IJMF
1
International review of finance
1
Journal of financial markets
1
Journal of mathematical finance
1
Market microstructure and liquidity
1
Quarterly journal of business and economics : QJBE
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
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ECONIS (ZBW)
24
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1
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10
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24
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1
Retail broker trading restrictions and market liquidity : an examination of GameStop
Garvey, Ryan
;
He, Jingbin
;
Wu, Fei
- In:
Applied economics
56
(
2024
)
34
,
pp. 4140-4153
Persistent link: https://www.econbiz.de/10014559273
Saved in:
2
When does slower order execution occur? : evidence from U.S. equity investors
Garvey, Ryan
;
Qin, Yaohua
- In:
The journal of asset management : a major new, …
23
(
2022
)
2
,
pp. 130-137
Persistent link: https://www.econbiz.de/10013171017
Saved in:
3
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:
4
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
Saved in:
5
Algorithmic trading in a microstructural limit order book model
Abergel, Frédéric
;
Huré, Côme
;
Pham, Huyên
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1263-1283
Persistent link: https://www.econbiz.de/10012262662
Saved in:
6
Size and information revelation in securities trading
Garvey, Ryan
;
Huang, Tao
;
Wu, Fei
- In:
Applied economics letters
25
(
2018
)
15
,
pp. 1083-1086
Persistent link: https://www.econbiz.de/10012132348
Saved in:
7
High-dimensional Hawkes processes for limit order books : modelling, empirical analysis and numerical calibration
Lu, Xiaofei
;
Abergel, Frédéric
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 249-264
Persistent link: https://www.econbiz.de/10011905913
Saved in:
8
Market impact : a systematic study of limit orders
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Husson, Alexandre
; …
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011988894
Saved in:
9
Who trades quickly?
Garvey, Ryan
;
Huang, Tao
;
Wu, Fei
- In:
Applied economics letters
23
(
2016
)
13/15
,
pp. 953-957
Persistent link: https://www.econbiz.de/10011629295
Saved in:
10
Market return, liquidity, and trading activity of various trader types in the emerging market : a study of the TAIFEX
Hao, Ying
;
Chou, Robin K.
;
Ho, Keng-Yu
;
Weng, Pei-Shih
- In:
Asia-Pacific journal of financial studies
45
(
2016
)
4
,
pp. 499-534
Persistent link: https://www.econbiz.de/10011630752
Saved in:
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