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subject:"Elektronisches Handelssystem"
~person:"Alfonsi, Aurélien"
~person:"Bondarenko, Oleg"
~person:"Hendershott, Terrence"
~subject:"Finanzmarktregulierung"
~type:"article"
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Elektronisches Handelssystem
Finanzmarktregulierung
Market microstructure
8
Marktmikrostruktur
8
Electronic trading
6
Securities trading
6
Wertpapierhandel
6
Börsenkurs
5
Share price
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Volatility
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Volatilität
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High-frequency trading
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Theorie
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Aktienmarkt
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Bid-ask spread
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Flash crash
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Forecasting model
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Order flow toxicity
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2001-2005
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Alfonsi, Aurélien
Bondarenko, Oleg
Hendershott, Terrence
O'Hara, Maureen
6
Abergel, Frédéric
5
Theissen, Erik
5
Cartea, Álvaro
4
Andersen, Torben
3
Ben Ammar, Imen
3
Easley, David
3
Grammig, Joachim
3
Hellara, Slaheddine
3
Ibikunle, Gbenga
3
Jaimungal, Sebastian
3
Menkveld, Albert J.
3
Pani, Sudhanshu
3
Rosenbaum, Mathieu
3
Arumugam, Devika
2
Bel Hadj Ayed, Ahmed
2
Beltran Lopez, Helena
2
Blanc, Pierre
2
Blocher, Jesse
2
Broussard, John Paul
2
Cebiroglu, Gökhan
2
Cenesizoglu, Tolga
2
Chakravarty, Ranjan R.
2
Conrad, Jennifer S.
2
Cooper, Rick
2
Corsi, Fulvio
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Ding, Liang
2
Donnelly, Ryan
2
Dounias, Georgios
2
Fraenkle, Jan
2
Giot, Pierre
2
Hautsch, Nikolaus
2
Horst, Ulrich
2
Jones, Charles M.
2
Kalev, Petko S.
2
Krauss, Christopher
2
Lehalle, Charles-Albert
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Journal of financial markets
2
Finance and stochastics
1
Market microstructure and liquidity
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
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ECONIS (ZBW)
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1
Dynamic optimal execution in a mixed-market-impact Hawkes price model
Alfonsi, Aurélien
;
Blanc, Pierre
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 183-218
Persistent link: https://www.econbiz.de/10011460309
Saved in:
2
Extension and calibration of a Hawkes-based optimal execution model
Alfonsi, Aurélien
;
Blanc, Pierre
- In:
Market microstructure and liquidity
2
(
2016
)
2
,
pp. 1-55
Persistent link: https://www.econbiz.de/10011588251
Saved in:
3
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
4
VPIN and the flash crash
Andersen, Torben
;
Bondarenko, Oleg
;
O'Hara, Maureen
- In:
Journal of financial markets
17
(
2014
),
pp. 1-46
Persistent link: https://www.econbiz.de/10010436257
Saved in:
5
Does algorithmic trading improve liquidity?
Hendershott, Terrence
;
Jones, Charles M.
;
Menkveld, …
- In:
The journal of finance : the journal of the American …
66
(
2011
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10008991191
Saved in:
6
Island goes dark : transparency, fragmentation, and regulation
Hendershott, Terrence
;
Jones, Charles M.
- In:
The review of financial studies
18
(
2005
)
3
,
pp. 743-794
Persistent link: https://www.econbiz.de/10003133450
Saved in:
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