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subject:"USA"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working papers"
~subject:"Finanzmarkt"
~subject:"Liquidity"
~subject:"Wertpapierhandel"
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Search: subject_exact:"Effektenhandel"
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USA
Finanzmarkt
Liquidity
Wertpapierhandel
Securities trading
149
United States
55
Theorie
53
Theory
53
Financial market
33
Börsenkurs
32
Share price
32
Capital income
26
Kapitaleinkommen
26
Portfolio selection
24
Portfolio-Management
24
Aktienmarkt
19
Anlageverhalten
19
Behavioural finance
19
Estimation
19
Financial crisis
19
Finanzkrise
19
Schätzung
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Stock market
18
Welt
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12
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10
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Adverse Selektion
7
Adverse selection
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Asymmetric information
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Asymmetrische Information
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Efficient market hypothesis
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Effizienzmarkthypothese
7
Liquidität
7
Volatility
7
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7
Handelsvolumen der Börse
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59
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149
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Arbeitspapier
149
Working Paper
149
Graue Literatur
143
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143
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1
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1
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English
149
Author
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Stulz, René M.
6
Weill, Pierre-Olivier
6
Ślepaczuk, Robert
6
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
Journal of banking & finance
126
Journal of financial markets
123
NBER working paper series
105
Journal of financial economics
86
NBER Working Paper
83
Discussion paper / Centre for Economic Policy Research
81
Pacific-Basin finance journal
81
The review of financial studies
80
Journal of securities operations & custody
73
Finance research letters
70
The journal of finance : the journal of the American Finance Association
69
International review of financial analysis
62
Journal of empirical finance
58
Journal of financial and quantitative analysis : JFQA
58
The journal of trading
51
Journal of international financial markets, institutions & money
44
The journal of futures markets
44
Review of quantitative finance and accounting
42
Quantitative finance
39
Research paper series / Swiss Finance Institute
39
The European journal of finance
39
The financial review : the official publication of the Eastern Finance Association
39
Applied economics letters
34
Wiley trading series
34
CFS working paper series
33
Management science : journal of the Institute for Operations Research and the Management Sciences
33
Applied economics
32
International review of economics & finance : IREF
32
International journal of theoretical and applied finance
31
Journal of economic dynamics & control
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Market microstructure and liquidity
30
SpringerLink / Bücher
30
Fisher College of Business working paper series
29
SAFE working paper
29
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
27
Working paper / Centre for Financial Research
26
Journal of financial intermediation
25
The North American journal of economics and finance : a journal of financial economics studies
25
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ECONIS (ZBW)
149
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1
Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
Korniejczuk, Adam
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634696
Saved in:
2
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:
3
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:
4
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:
5
Applying hurst exponent in pair trading strategies
Quynh Bui
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322277
Saved in:
6
Deep limit order book events dynamics
Bilodeau, Yann
-
2020
Persistent link: https://www.econbiz.de/10012384636
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
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:
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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