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subject:"USA"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working papers"
~subject:"Finanzmarkt"
~subject:"Liquidity"
~subject:"Wertpapierhandel"
~type_genre:"Adressbuch"
~type_genre:"Graue Literatur"
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USA
Finanzmarkt
Liquidity
Wertpapierhandel
Securities trading
142
United States
54
Theorie
52
Theory
52
Financial market
33
Börsenkurs
30
Share price
30
Capital income
24
Kapitaleinkommen
24
Portfolio selection
20
Portfolio-Management
20
Aktienmarkt
19
Financial crisis
19
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World
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Adverse Selektion
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Asymmetric information
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Asymmetrische Information
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Efficient market hypothesis
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Effizienzmarkthypothese
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Liquidität
7
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Arbeitspapier
148
Working Paper
148
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142
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English
142
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Stulz, René M.
6
Weill, Pierre-Olivier
6
Ślepaczuk, Robert
5
Jagannathan, Ravi
4
Lustig, Hanno
4
Pedersen, Lasse Heje
4
Asquith, Paul
3
Garleanu, Nicolae
3
Lamont, Owen A.
3
Longstaff, Francis A.
3
Nagel, Stefan
3
Stein, Jeremy C.
3
Aït-Sahalia, Yacine
2
Barberis, Nicholas
2
Bellia, Mario
2
Caballero, Ricardo J.
2
Chien, YiLi
2
Choi, James J.
2
Cole, Harold L.
2
Corazza, Marco
2
Da, Zhi
2
Daniel, Kent
2
Duffie, Darrell
2
Edmans, Alex
2
Gao, Pengjie
2
Goetzmann, William N.
2
Harvey, Campbell R.
2
Hong, Harrison G.
2
Krishnamurthy, Arvind
2
Lagos, Ricardo
2
Lerner, Joshua
2
Martin, Ian
2
Mendoza, Enrique G.
2
Pathak, Parag A.
2
Pelizzon, Loriana
2
Pellizzari, Paolo
2
Rigobón, Roberto
2
Rocheteau, Guillaume
2
Sack, Brian
2
Subrahmanyam, Marti G.
2
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Working paper / National Bureau of Economic Research, Inc.
Working papers
Discussion paper / Centre for Economic Policy Research
78
Research paper series / Swiss Finance Institute
39
CFS working paper series
32
Fisher College of Business working paper series
29
SAFE working paper
27
Working paper / Centre for Financial Research
26
SFB 649 discussion paper
21
Swiss Finance Institute Research Paper
21
Working paper
21
Staff reports / Federal Reserve Bank of New York
20
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18
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17
IMF country report
17
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16
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15
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14
Finance and economics discussion series
14
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13
Discussion paper / LSE Financial Markets Group
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
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10
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
9
Staff working paper / Bank of Canada
9
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Working papers / Innocenzo Gasparini Institute for Economic Research
9
Discussion paper / Center for Economic Research, Tilburg University
8
Les cahiers de recherche / HEC Paris
8
Research papers / New York Stock Exchange
8
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
8
Umeå economic studies
8
Working papers / Bank for International Settlements
8
Working papers / Bank of England
8
Working papers on finance
8
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ECONIS (ZBW)
142
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1
The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10012816711
Saved in:
2
A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy
Baranochnikov, Illia
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10013473692
Saved in:
3
Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Index
Kryńska, Katarzyna
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10013473995
Saved in:
4
To pool or not to pool? : security design in OTC markets
Glode, Vincent
;
Opp, Christian
;
Sverchkov, Ruslan
-
2020
Persistent link: https://www.econbiz.de/10012254530
Saved in:
5
Deep limit order book events dynamics
Bilodeau, Yann
-
2020
Persistent link: https://www.econbiz.de/10012384636
Saved in:
6
Applying hurst exponent in pair trading strategies
Quynh Bui
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322277
Saved in:
7
Coming early to the party
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
; …
-
2020
Persistent link: https://www.econbiz.de/10012244860
Saved in:
8
Low-latency trading and price discovery : evidence from the Tokyo stock exchange in the pre-opening and opening periods
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
; …
-
2020
Persistent link: https://www.econbiz.de/10012244863
Saved in:
9
Information environments and high price impact trades : implication for volatility and price efficiency
Dionne, Georges
;
Zhou, Xiaozhou
-
2019
Persistent link: https://www.econbiz.de/10012139168
Saved in:
10
On the global impact of risk-off shocks and policy-put frameworks
Caballero, Ricardo J.
;
Kamber, Gunes
-
2019
Persistent link: https://www.econbiz.de/10012060707
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