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~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Liquidity"
~subject:"Schätzung"
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Search: subject:"Wertpapierhandel"
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Börsenkurs
Liquidity
Schätzung
Securities trading
31
Wertpapierhandel
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Theorie
20
Theory
20
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9
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7
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algorithmic trading
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high-frequency trading
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order flow
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stochastic control
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Cartea, Álvaro
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Jaimungal, Sebastian
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Roch, Alexandre
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Fukasawa, Masaaki
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1
Soner, Halil Mete
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1
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1
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International journal of theoretical and applied finance
Journal of financial markets
68
Journal of banking & finance
65
Working paper / National Bureau of Economic Research, Inc.
52
Finance research letters
50
Pacific-Basin finance journal
46
Journal of financial economics
45
International review of financial analysis
44
NBER working paper series
42
The review of financial studies
37
NBER Working Paper
36
Journal of empirical finance
35
Discussion paper / Centre for Economic Policy Research
33
Quantitative finance
29
Applied economics letters
26
Research paper series / Swiss Finance Institute
26
Journal of international financial markets, institutions & money
25
Journal of economic dynamics & control
22
Market microstructure and liquidity
22
SAFE working paper
22
Applied economics
21
International review of economics & finance : IREF
21
The European journal of finance
21
The North American journal of economics and finance : a journal of financial economics studies
19
The financial review : the official publication of the Eastern Finance Association
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Review of quantitative finance and accounting
18
The journal of finance : the journal of the American Finance Association
18
The journal of futures markets
18
Journal of financial and quantitative analysis : JFQA
17
Asia-Pacific journal of financial studies
16
CFS working paper series
16
Economic modelling
15
Swiss Finance Institute Research Paper
15
The journal of trading
15
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
14
Discussion paper
12
Journal of risk and financial management : JRFM
12
Research in international business and finance
12
Emerging markets review
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ECONIS (ZBW)
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1
Discrete-time optimal execution under a generalized price impact model with Markovian exogenous orders
Fukasawa, Masaaki
;
Ohnishi, Masamitsu
;
Shimoshimizu, Makoto
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012662027
Saved in:
2
Optimal liquidation under stochastic price impact
Barger, Weston
;
Lorig, Matthew
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012012935
Saved in:
3
Market price of trading liquidity risk and market depth
Kijima, Masaaki
;
Ting, Christopher
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012183242
Saved in:
4
Trading strategies within the edges of no-arbitrage
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Ricci, Jason
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011889457
Saved in:
5
General semi-Markov model for limit order books
Sviščuk, Anatolij
;
Hofmeister, Tyler
;
Cera, Katharina
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011686928
Saved in:
6
Stationary distribution of the volume at the best quote in a poisson order book model
Toke, Ioane Muni
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011734357
Saved in:
7
Optimal execution cost for liquidation through a limit order market
Chevalier, Etienne
;
Ly Vath, Vathana
;
Scotti, Simone
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011453884
Saved in:
8
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
Saved in:
9
Resilient price impact of trading and the cost of illiquidity
Roch, Alexandre
;
Soner, Halil Mete
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010197179
Saved in:
10
Technical analysis based on price-volume signals and the power of trading breaks
Westerhoff, Frank H.
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 227-244
Persistent link: https://www.econbiz.de/10003312732
Saved in:
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