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~isPartOf:"International finance discussion papers"
~isPartOf:"Quantitative finance"
~isPartOf:"Working papers"
~subject:"High-frequency trading"
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High-frequency trading
Electronic trading
35
Elektronisches Handelssystem
35
Börsenkurs
18
Share price
18
Securities trading
17
Wertpapierhandel
17
Theorie
15
Theory
15
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7
Behavioural finance
7
Market microstructure
7
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7
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7
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7
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6
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6
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5
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5
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5
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5
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4
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4
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Limit order book
4
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4
Liquidität
4
Neural networks
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Neuronale Netze
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Statistical arbitrage
4
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4
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Stübinger, Johannes
2
Abergel, Frédéric
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Cartea, Álvaro
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Gençay, Ramazan
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Hult, Henrik
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Huré, Côme
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Mahmoodzadeh, S.
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Pham, Huyên
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Proutiere, Alexandre
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Saliba, Pamela
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Samama, Samuel
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International finance discussion papers
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Journal of financial markets
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5
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International review of financial analysis
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Market microstructure and liquidity
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Big Data in Finance : Opportunities and Challenges of Financial Digitalization
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Business ethics quarterly : the journal of the Society for Business Ethics
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Digitalization and the Future of Financial Services : Innovation and Impact of Digital Finance
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ECONIS (ZBW)
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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 lead-lag arbitrage at high-frequency
Poutré, Cédric
;
Dionne, Georges
;
Yergeau, Gabriel
-
2022
Persistent link: https://www.econbiz.de/10013380798
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
Stübinger, Johannes
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 921-935
Persistent link: https://www.econbiz.de/10012194730
Saved in:
9
Excessive dynamic trading : propagation of belief shocks in small markets
Kawakami, Kei
-
2014
Persistent link: https://www.econbiz.de/10011339576
Saved in:
10
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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