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~isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
~isPartOf:"Quantitative finance"
~subject:"Börse"
~subject:"Theory"
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Börse
Theory
Market microstructure
46
Marktmikrostruktur
46
Börsenkurs
35
Share price
35
Securities trading
27
Wertpapierhandel
27
Theorie
24
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17
Schätzung
17
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10
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Bourse
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Limit order book
8
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28
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Bouchaud, Jean-Philippe
4
Lillo, Fabrizio
4
Henke, Harald
3
Abergel, Frédéric
2
Bormetti, Giacomo
2
Cont, Rama
2
Taranto, Damian Eduardo
2
Tóth, Bence
2
Antonov, Anton
1
Bucci, Frederic
1
Chen, Jingnan
1
Ciacci, Alberto
1
Cucuringu, Mihai
1
Eisler, Zoltan
1
Figueiredo, Antonio
1
Forde, Martin
1
Glukhov, Vacslav
1
Hult, Henrik
1
Hultin, Hanna
1
Huptas, Roman
1
Huré, Côme
1
Isaac, Alan Glen
1
Jain, Pankaj K.
1
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1
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Kim, Kyoung-Kuk
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Livieri, Giulia
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Luo, Sumei
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Maglaras, Costis
1
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1
Mertens, Luca Philippe
1
Mishra, Suchismita
1
Mitchell, Daniel
1
Moallemi, Ciamac C.
1
Monroy-Castillero, Paulino
1
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Quantitative finance
Journal of financial markets
39
Journal of financial economics
32
Journal of banking & finance
22
Journal of international financial markets, institutions & money
21
Pacific-Basin finance journal
21
Journal of economic dynamics & control
18
Journal of empirical finance
16
Market microstructure and liquidity
16
Journal of econometrics
14
Finance research letters
13
The review of financial studies
13
The European journal of finance
12
Research paper series / Swiss Finance Institute
11
CFS working paper series
10
Economic modelling
10
Journal of international money and finance
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
NBER working paper series
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Discussion paper / Tinbergen Institute
8
Economics letters
8
Gabler Edition Wissenschaft
8
International journal of theoretical and applied finance
8
International review of financial analysis
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
7
Europäische Hochschulschriften / 5
7
Journal of economic behavior & organization : JEBO
7
NES working paper series : working paper
7
SFB 649 discussion paper
7
SpringerLink / Bücher
7
Working paper
7
Working papers / Economics Department, Georgetown University
7
Applied mathematical finance
6
Economics working paper
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Finance and stochastics
6
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
28
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1
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:
2
The role of fleeting orders on option expiration days
Figueiredo, Antonio
;
Jain, Pankaj K.
;
Mishra, Suchismita
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1511-1529
Persistent link: https://www.econbiz.de/10014419175
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
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
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
Saved in:
9
The inelastic market hypothesis : a microstructural interpretation
Bouchaud, Jean-Philippe
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1785-1795
Persistent link: https://www.econbiz.de/10013367946
Saved in:
10
A deep learning approach to estimating fill probabilities in a limit order book
Maglaras, Costis
;
Moallemi, Ciamac C.
;
Wang, Muye
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1989-2003
Persistent link: https://www.econbiz.de/10013490915
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