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~isPartOf:"CFS working paper series"
~isPartOf:"Quantitative finance"
~language:"eng"
~source:"econis"
~subject:"Liquidity"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Wertpapierhandel"
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Liquidity
Securities trading
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Wertpapierhandel
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Cartea, Álvaro
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Chang, Patrick
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Chen, Ying
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Ciacci, Alberto
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Gençay, Ramazan
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Härdle, Wolfgang
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CFS working paper series
Quantitative finance
Journal of financial markets
32
Journal of financial economics
24
Journal of banking & finance
23
Finance research letters
20
International review of financial analysis
15
The review of financial studies
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Pacific-Basin finance journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of economic dynamics
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The European journal of finance
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The financial review : the official publication of the Eastern Finance Association
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The journal of finance : the journal of the American Finance Association
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The journal of trading
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Asia-Pacific journal of financial studies
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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Research in international business and finance
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Review of finance : journal of the European Finance Association
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European financial management : the journal of the European Financial Management Association
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of futures markets
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Applied economics letters
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International journal of managerial finance : IJMF
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Journal of economics and finance
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of money, credit and banking : JMCB
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Journal of risk and financial management : JRFM
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Market microstructure and liquidity
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Review of quantitative finance and accounting
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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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
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:
3
Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
Chen, Ying
;
Chua, Wee Song
;
Härdle, Wolfgang
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1473-1489
Persistent link: https://www.econbiz.de/10012194799
Saved in:
4
Price impact and bursts in liquidity provision
Gençay, Ramazan
;
Mahmoodzadeh, S.
;
Rojček, Jakub
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1129-1148
Persistent link: https://www.econbiz.de/10011911529
Saved in:
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