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~isPartOf:"CFS working paper series"
~isPartOf:"Finance research letters"
~isPartOf:"Quantitative finance"
~language:"eng"
~source:"econis"
~subject:"Liquidity"
~subject:"Prognoseverfahren"
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Search: subject:"Wertpapierhandel"
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Liquidity
Prognoseverfahren
Securities trading
131
Wertpapierhandel
131
Börsenkurs
70
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70
Theorie
53
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53
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Hautsch, Nikolaus
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CFS working paper series
Finance research letters
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34
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International review of financial analysis
18
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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
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:
4
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:
5
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:
6
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:
7
Trade momentum for alpha
Hong, Weiting
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014245331
Saved in:
8
LSTM forecasting foreign exchange rates using limit order book
Ito, Katsuki
;
Iima, Hitoshi
;
Kitamura, Yoshihiro
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013455587
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
Forecasting directional movements of stock prices for intraday trading using LSTM and random forests
Ghosh, Pushpendu
;
Neufeld, Ariel
;
Sahoo, Jajati Keshari
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013341333
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