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~isPartOf:"CFS working paper series"
~isPartOf:"Quantitative finance"
~language:"eng"
~subject:"Liquidity"
~subject:"Marktliquidität"
~subject:"Theory"
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Search: subject:"Wertpapierhandel"
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Liquidity
Marktliquidität
Theory
Securities trading
69
Wertpapierhandel
69
Börsenkurs
39
Share price
39
Theorie
37
Market microstructure
30
Marktmikrostruktur
30
Electronic trading
16
Elektronisches Handelssystem
16
Estimation
15
Schätzung
15
Aktienmarkt
13
Stock market
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Bid-ask spread
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Geld-Brief-Spanne
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Handelsvolumen der Börse
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Market liquidity
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Trading volume
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Volatility
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Volatilität
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Limit order book
9
USA
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United States
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Bourse
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Financial market
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Finanzmarkt
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Liquidität
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Stochastic process
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Stochastischer Prozess
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Anlageverhalten
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Behavioural finance
6
Deutschland
6
Forecasting model
6
Germany
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OTC market
6
OTC-Handel
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Graue Literatur
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Non-commercial literature
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English
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Hautsch, Nikolaus
5
Menkveld, Albert J.
3
Abergel, Frédéric
2
Cebiroglu, Gökhan
2
Cont, Rama
2
Hendershott, Terrence
2
Härdle, Wolfgang
2
Aitken, Michael J.
1
Antonov, Anton
1
Beltran Lopez, Helena
1
Cartea, Álvaro
1
Chang, Patrick
1
Chen, Jingnan
1
Chen, Ying
1
Chua, Wee Song
1
Ciacci, Alberto
1
Cucuringu, Mihai
1
Cumming, Douglas J.
1
Fatone, Lorella
1
Field, Jonathan
1
Forde, Martin
1
Frey, Stefan
1
Friewald, Nils
1
Gao, Xuefeng
1
Gençay, Ramazan
1
Glukhov, Vacslav
1
Grammig, Joachim
1
Grammig, Joachim G.
1
Gsell, Markus
1
Horst, Ulrich
1
Huang, Ruihong
1
Hult, Henrik
1
Hultin, Hanna
1
Huré, Côme
1
Isaac, Alan Glen
1
Jankowitsch, Rainer
1
Jarrow, Robert A.
1
Jones, Charles M.
1
Ju, Geonhwan
1
Juranek, Steffen
1
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CFS working paper series
Quantitative finance
Working paper / National Bureau of Economic Research, Inc.
65
Journal of financial markets
59
The review of financial studies
57
NBER working paper series
55
Journal of banking & finance
52
Journal of financial economics
49
NBER Working Paper
47
Discussion paper / Centre for Economic Policy Research
43
The journal of finance : the journal of the American Finance Association
31
Finance research letters
28
Research paper series / Swiss Finance Institute
28
International review of financial analysis
27
Journal of economic dynamics & control
26
Pacific-Basin finance journal
22
Journal of international financial markets, institutions & money
21
International journal of theoretical and applied finance
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Journal of empirical finance
18
SFB 649 discussion paper
18
Journal of economic theory
17
Market microstructure and liquidity
17
Swiss Finance Institute Research Paper
17
Management science : journal of the Institute for Operations Research and the Management Sciences
16
The journal of futures markets
16
The journal of trading
15
The European journal of finance
14
The financial review : the official publication of the Eastern Finance Association
14
Working paper / Centre for Financial Research
14
Computational economics
13
Discussion papers / CEPR
13
Journal of financial and quantitative analysis : JFQA
13
Review of quantitative finance and accounting
13
Rodney L. White Center for Financial Research
13
SAFE working paper
13
Applied economics
12
Finance and economics discussion series
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Journal of financial intermediation
12
Applied mathematical finance
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ECONIS (ZBW)
43
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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
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:
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
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:
5
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:
6
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:
7
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
Saved in:
8
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:
9
Optimal solution of the liquidation problem under execution and price impact risks
Mariani, Francesca
;
Fatone, Lorella
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1037-1049
Persistent link: https://www.econbiz.de/10013367883
Saved in:
10
Time-dependent relations between gaps and returns in a Bitcoin order book
Mota-Navarro, Roberto
;
Monroy-Castillero, Paulino
; …
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1343-1354
Persistent link: https://www.econbiz.de/10013367903
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