//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International finance discussion papers"
~isPartOf:"Quantitative finance"
~isPartOf:"Working papers"
~subject:"High-frequency trading"
~subject:"Stock market"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Electronic exchange"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
High-frequency trading
Stock market
Electronic trading
36
Elektronisches Handelssystem
36
Börsenkurs
19
Share price
19
Securities trading
17
Wertpapierhandel
17
Theorie
15
Theory
15
Anlageverhalten
7
Behavioural finance
7
Market microstructure
7
Marktmikrostruktur
7
Volatility
7
Volatilität
7
Portfolio selection
6
Portfolio-Management
6
Aktienmarkt
5
Algorithm
5
Algorithmic trading
5
Algorithmus
5
Arbitrage
5
Artificial intelligence
4
Asymmetric information
4
Asymmetrische Information
4
Financial analysis
4
Finanzanalyse
4
Forecasting model
4
Künstliche Intelligenz
4
Limit order book
4
Liquidity
4
Liquidität
4
Neural networks
4
Neuronale Netze
4
Prognoseverfahren
4
Statistical arbitrage
4
Stochastic process
4
Stochastischer Prozess
4
Time series analysis
4
more ...
less ...
Online availability
All
Undetermined
7
Free
6
Type of publication
All
Article
8
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
13
Author
All
Stübinger, Johannes
2
Abergel, Frédéric
1
Bazzana, Flavio
1
Bellia, Mario
1
Cartea, Álvaro
1
Corazza, Marco
1
Dionne, Georges
1
Donatoni, Enrico
1
Fasano, Giovanni
1
Gençay, Ramazan
1
Grottke, Michael
1
Gusso, Riccardo
1
Hult, Henrik
1
Hultin, Hanna
1
Huré, Côme
1
Kawakami, Kei
1
Knoll, Julian
1
Ma, Baiquan
1
Mahmoodzadeh, S.
1
Paterlini, Sandra
1
Pelizzon, Loriana
1
Pesenti, Raffaele
1
Pham, Huyên
1
Poutré, Cédric
1
Proutiere, Alexandre
1
Rojček, Jakub
1
Saliba, Pamela
1
Samama, Samuel
1
Subrahmanyam, Marti G.
1
Tarighati, Ala
1
Tseng, M. C.
1
Uno, Jun
1
Wang, Yixuan
1
Yergeau, Gabriel
1
Yuferova, Darya
1
Ślepaczuk, Robert
1
more ...
less ...
Published in...
All
International finance discussion papers
Quantitative finance
Working papers
Journal of financial markets
21
Finance research letters
11
Research in international business and finance
11
Journal of international financial markets, institutions & money
8
International review of financial analysis
6
Journal of banking & finance
6
Journal of empirical finance
6
Journal of financial economics
6
Financial innovation : FIN
5
Market microstructure and liquidity
5
SAFE working paper
5
The journal of trading
5
CFS working paper series
4
Journal of economic dynamics & control
4
Computational economics
3
Economic modelling
3
Finance India : the quarterly journal of Indian Institute of Finance
3
International review of economics & finance : IREF
3
Journal of behavioral and experimental finance
3
Journal of financial and quantitative analysis : JFQA
3
LEM working paper series
3
Pacific-Basin finance journal
3
Applied economics
2
Applied financial economics
2
Asia-Pacific financial markets
2
Big Data in Finance : Opportunities and Challenges of Financial Digitalization
2
Economics letters
2
Finance and stochastics
2
Global finance journal
2
International journal of economics and financial issues : IJEFI
2
International journal of finance & economics : IJFE
2
Journal of banking regulation
2
Journal of economic behavior & organization : JEBO
2
Journal of investment management : JOIM
2
Research paper series / Swiss Finance Institute
2
Review of quantitative finance and accounting
2
The financial review : the official publication of the Eastern Finance Association
2
The journal of futures markets
2
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10012816711
Saved in:
3
The profitability of lead-lag arbitrage at high-frequency
Poutré, Cédric
;
Dionne, Georges
;
Yergeau, Gabriel
-
2022
Persistent link: https://www.econbiz.de/10013380798
Saved in:
4
Low-latency trading and price discovery : evidence from the Tokyo stock exchange in the pre-opening and opening periods
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
; …
-
2020
Persistent link: https://www.econbiz.de/10012244863
Saved in:
5
Market making with inventory control and order book information
Donatoni, Enrico
;
Paterlini, Sandra
;
Bazzana, Flavio
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 597-610
Persistent link: https://www.econbiz.de/10013167784
Saved in:
6
A comparison among Reinforcement Learning algorithms in financial trading systems
Corazza, Marco
;
Fasano, Giovanni
;
Gusso, Riccardo
; …
-
2019
Persistent link: https://www.econbiz.de/10012197155
Saved in:
7
Algorithmic trading in a microstructural limit order book model
Abergel, Frédéric
;
Huré, Côme
;
Pham, Huyên
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1263-1283
Persistent link: https://www.econbiz.de/10012262662
Saved in:
8
The information content of high-frequency traders aggressive orders : recent evidence
Saliba, Pamela
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1779-1794
Persistent link: https://www.econbiz.de/10012295637
Saved in:
9
Exploiting social media with higher-order Factorization Machines : statistical arbitrage on high-frequency data of the S&P 500
Knoll, Julian
;
Stübinger, Johannes
;
Grottke, Michael
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 571-585
Persistent link: https://www.econbiz.de/10012194697
Saved in:
10
Market making with minimum resting times
Cartea, Álvaro
;
Wang, Yixuan
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 903-920
Persistent link: https://www.econbiz.de/10012194729
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->