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subject:"Elektronisches Handelssystem"
~person:"Bondarenko, Oleg"
~person:"Conrad, Jennifer S."
~person:"Hendershott, Terrence"
~subject:"Finanzmarktregulierung"
~type:"article"
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Elektronisches Handelssystem
Finanzmarktregulierung
Market microstructure
8
Marktmikrostruktur
8
Electronic trading
6
Securities trading
4
Volatility
4
Volatilität
4
Wertpapierhandel
4
Börsenkurs
3
Share price
3
Aktienmarkt
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Estimation
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Flash crash
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Forecasting model
2
High frequency trading
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High-frequency trading
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Market liquidity
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Marktliquidität
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Order flow toxicity
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PIN
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Prognoseverfahren
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2001-2005
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Economics of information
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Efficient market hypothesis
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Bondarenko, Oleg
Conrad, Jennifer S.
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
Blocher, Jesse
2
Broussard, John Paul
2
Cebiroglu, Gökhan
2
Cenesizoglu, Tolga
2
Chakravarty, Ranjan R.
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 economics
2
Journal of financial markets
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
The term structure of liquidity provision
Conrad, Jennifer S.
;
Wahal, Sunil
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 239-259
Persistent link: https://www.econbiz.de/10012545428
Saved in:
2
High-frequency quoting, trading, and the efficiency of prices
Conrad, Jennifer S.
;
Wahal, Sunil
;
Xiang, Jin
- In:
Journal of financial economics
116
(
2015
)
2
,
pp. 271-291
Persistent link: https://www.econbiz.de/10011348502
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
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