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~isPartOf:"CFS working paper series"
~isPartOf:"Finance research letters"
~isPartOf:"Quantitative finance"
~language:"eng"
~source:"econis"
~subject:"Liquidity"
~subject:"Prognoseverfahren"
~subject:"Theorie"
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Search: subject:"Wertpapierhandel"
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Liquidity
Prognoseverfahren
Theorie
Securities trading
139
Wertpapierhandel
139
Börsenkurs
73
Share price
73
Theory
53
Market microstructure
47
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30
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25
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24
Liquidität
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Electronic trading
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Hautsch, Nikolaus
5
Cont, Rama
3
Abergel, Frédéric
2
Cebiroglu, Gökhan
2
Cucuringu, Mihai
2
Cumming, Douglas J.
2
Dixit, Alok
2
Härdle, Wolfgang
2
Sensoy, Ahmet
2
Theissen, Erik
2
Tripathi, Abhinava
2
Vipul
2
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1
Aitken, Michael J.
1
Antonov, Anton
1
Arık, Evren
1
Aspris, Angelo
1
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1
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1
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1
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Chen, Ying
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Ciacci, Alberto
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CFS working paper series
Finance research letters
Quantitative finance
Working paper / National Bureau of Economic Research, Inc.
63
Journal of financial markets
60
The review of financial studies
58
Journal of financial economics
53
NBER working paper series
52
Journal of banking & finance
50
NBER Working Paper
44
Discussion paper / Centre for Economic Policy Research
40
The journal of finance : the journal of the American Finance Association
29
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28
International review of financial analysis
26
Journal of economic dynamics & control
26
Pacific-Basin finance journal
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23
International journal of theoretical and applied finance
20
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19
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Journal of economic theory
17
SFB 649 discussion paper
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Swiss Finance Institute Research Paper
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Management science : journal of the Institute for Operations Research and the Management Sciences
16
Market microstructure and liquidity
16
The European journal of finance
16
Discussion papers / CEPR
15
The journal of trading
15
Applied economics
14
Computational economics
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Review of quantitative finance and accounting
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Journal of financial intermediation
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Rodney L. White Center for Financial Research
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SAFE working paper
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The financial review : the official publication of the Eastern Finance Association
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Finance and economics discussion series
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Journal of financial and quantitative analysis : JFQA
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Applied mathematical finance
11
Economic theory : official journal of the Society for the Advancement of Economic Theory
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Research in international business and finance
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ECONIS (ZBW)
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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
Cross-impact of order flow imbalance in equity markets
Cont, Rama
;
Cucuringu, Mihai
;
Zhang, Chao
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1373-1393
Persistent link: https://www.econbiz.de/10014419165
Saved in:
3
Analysis and modeling of client order flow in limit order markets
Cont, Rama
;
Cucuringu, Mihai
;
Glukhov, Vacslav
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10014232614
Saved in:
4
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
5
State-dependent Hawkes processes and their application to limit order book modelling
Morariu-Patrichi, Maxime
;
Pakkanen, Mikko S.
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 563-583
Persistent link: https://www.econbiz.de/10013167781
Saved in:
6
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
7
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:
8
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:
9
Rule-based trading on an order-driven exchange : a reassessment
Isaac, Alan Glen
;
Ramaswamy, Vasudeva
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1871-1886
Persistent link: https://www.econbiz.de/10014452482
Saved in:
10
Media trading groups and short selling manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1035-1052
Persistent link: https://www.econbiz.de/10014321662
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