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subject:"Elektronisches Handelssystem"
~person:"Blocher, Jesse"
~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
Liquidity
3
Liquidität
3
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Aktienmarkt
2
Betriebliche Liquidität
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Bid-ask spread
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Börsenkurs
2
Corporate liquidity
2
Financial market
2
Finanzmarkt
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Flash crash
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Forecasting model
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Geld-Brief-Spanne
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High-frequency trading
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Order flow toxicity
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Order imbalance
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PIN
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Prognoseverfahren
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Share price
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Stock market
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VIX
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VPIN
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Volatility forecasting
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2001-2005
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2002
1
CAPM
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Economics of information
1
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Financial market regulation
1
Finanzkrise
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6
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Blocher, Jesse
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
Alfonsi, Aurélien
2
Arumugam, Devika
2
Bel Hadj Ayed, Ahmed
2
Beltran Lopez, Helena
2
Blanc, Pierre
2
Broussard, John Paul
2
Cebiroglu, Gökhan
2
Cenesizoglu, Tolga
2
Chakravarty, Ranjan R.
2
Conrad, Jennifer S.
2
Cooper, Rick
2
Corsi, Fulvio
2
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
2
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Journal of financial markets
2
The journal of trading
2
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
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ECONIS (ZBW)
6
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1
Phantom liquidity and high-frequency quoting
Blocher, Jesse
;
Cooper, Rick
;
Seddon, Jonathan
;
Van …
- In:
The journal of trading
13
(
2018
)
4
,
pp. 119-128
Persistent link: https://www.econbiz.de/10012017521
Saved in:
2
Phantom liquidity and high-frequency quoting
Blocher, Jesse
;
Cooper, Rick
;
Seddon, Jonathan
;
Van …
- In:
The journal of trading
11
(
2016
)
3
,
pp. 6-15
Persistent link: https://www.econbiz.de/10011697583
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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