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~accessRights:"restricted"
~isPartOf:"CFS working paper series"
~isPartOf:"Finance research letters"
~isPartOf:"Quantitative finance"
~language:"eng"
~source:"econis"
~subject:"Electronic trading"
~subject:"Liquidity"
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Search: subject:"Wertpapierhandel"
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Electronic trading
Liquidity
Securities trading
101
Wertpapierhandel
101
Börsenkurs
55
Share price
55
Market microstructure
35
Marktmikrostruktur
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Sensoy, Ahmet
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CFS working paper series
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Journal of financial economics
24
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International review of financial analysis
15
Market microstructure and liquidity
14
Pacific-Basin finance journal
13
Research in international business and finance
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Discussion paper / Centre for Economic Policy Research
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Journal of economic dynamics & control
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Applied mathematical finance
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The journal of futures markets
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The review of financial studies
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Intelligent systems in accounting finance and management : international journal
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Journal of behavioral and experimental finance
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1
AI-driven liquidity provision in OTC financial markets
Cartea, Álvaro
;
Chang, Patrick
;
Mroczka, Mateusz
; …
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2171-2204
Persistent link: https://www.econbiz.de/10013490937
Saved in:
2
Exploiting the potential of a directional changes-based trading algorithm in the stock market
Ao, Han
;
Li, Munan
- In:
Finance research letters
60
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490396
Saved in:
3
Proprietary algorithmic traders and liquidity supply during the pandemic
Banerjee, Anirban
;
Nawn, Samarpan
- In:
Finance research letters
61
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014491011
Saved in:
4
Brexit's ripple : probing the impact on stock market liquidity
Kim, Jang-chul
;
Mazumder, Sharif
;
Su, Qing
- In:
Finance research letters
61
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014491042
Saved in:
5
Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing
Bo, Lijun
;
Liu, Yanchu
;
Zhang, Tingting
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1187-1206
Persistent link: https://www.econbiz.de/10012588035
Saved in:
6
Does the introduction of market maker improve market quality? : evidence from China's Sci-Tech innovation board
Li, Jianhua
;
Xu, Jianxiang
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473289
Saved in:
7
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
8
Market making with inventory control and order book information
Donatoni, Enrico
;
Paterlini, Sandra
;
Bazzana, Flavio
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 597-610
Persistent link: https://www.econbiz.de/10013167784
Saved in:
9
A taxonomy of individual liquidity provision : evidence from the Taiwan stock exchange
Chiou, Calvin J.
;
Zhou, Xiaozhou
;
Chan, Chang
- In:
Finance research letters
50
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014239964
Saved in:
10
Profitability and liquidity provision of HFTs during large price shocks : does relative tick size matter?
Yamada, Masahiro
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013341407
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