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subject:"Theorie"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Search: subject_exact:"Geld-Briefkurs-Spanne"
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Theorie
Bid-ask spread
13
Geld-Brief-Spanne
13
Theory
11
Market microstructure
9
Marktmikrostruktur
9
Securities trading
8
Wertpapierhandel
8
Aktienmarkt
3
Börsenkurs
3
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3
Limit order book
3
Liquidity
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Liquidität
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bid-ask spread
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liquidity
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market microstructure
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1
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1
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1
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1
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Gabler Edition Wissenschaft
International journal of financial engineering
Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of financial economics
13
Journal of financial markets
12
Journal of banking & finance
11
The review of financial studies
10
International journal of theoretical and applied finance
8
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8
Working paper / National Bureau of Economic Research, Inc.
7
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6
Journal of international financial markets, institutions & money
6
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The European journal of finance
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Finance research letters
5
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Journal of empirical finance
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NBER working paper series
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
European financial management : the journal of the European Financial Management Association
4
NES working paper series : working paper
4
Research in international business and finance
4
The journal of finance : the journal of the American Finance Association
4
The journal of trading
4
Working paper
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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CFS working paper series
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Federal Reserve Bank of Cleveland working paper series
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International review of economics & finance : IREF
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ECONIS (ZBW)
11
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1
Order types and natural price change : model and empirical study of the Chinese market
Liu, Siyu
;
Zhao, Chaoyi
;
Wu, Lan
- In:
International journal of financial engineering
9
(
2022
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014234454
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2
Optimal execution with liquidity risk in a diffusive order book market
Lee, Hyoeun
;
Lee, Kiseop
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014444510
Saved in:
3
Price setting of market makers : a filtering problem with endogenous filtration
Kühn, Christoph
;
Riedel, Matthias
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10011739454
Saved in:
4
Patience vs. impatience of traders : formation of the value-at-price distribution through competition for liquidity
Lerner, Peter
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403193
Saved in:
5
Optimal execution horizon
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 640-672
Persistent link: https://www.econbiz.de/10011350553
Saved in:
6
Optimal liquidation in a limit order book for a risk-averse investor
Løkka, Arne
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 696-727
Persistent link: https://www.econbiz.de/10011308171
Saved in:
7
Optimal trade execution in illiquid markets
Bayraktar, Erhan
;
Ludkovski, Michael
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 681-701
Persistent link: https://www.econbiz.de/10009311660
Saved in:
8
Eine Intermarket-Analyse der Komponenten der Geld-Brief-Spanne : am Beispiel des deutschen Aktienmarktes
Wolff, Jürgen
-
2003
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001823348
Saved in:
9
Kurspolitik von Aktienhändlern : ein Finanzmarktmodell mit unvollständiger Information
Kaul, Michael
-
2001
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001573529
Saved in:
10
Market-Maker als liquiditätsspendende Intermediäre in Börsenmärkten : das Betreuerkonzept der Deutschen Börse AG
Bosch, Robert
-
2001
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001576753
Saved in:
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