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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Bourse"
~subject:"Marktmikrostruktur"
~subject:"Stochastic process"
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International journal of theoretical and applied finance
Journal of financial markets
44
Journal of banking & finance
33
Quantitative finance
27
Pacific-Basin finance journal
25
Journal of international financial markets, institutions & money
24
Market microstructure and liquidity
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Finance research letters
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International review of financial analysis
16
The financial review : the official publication of the Eastern Finance Association
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12
Journal of empirical finance
12
The European journal of finance
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The journal of finance : the journal of the American Finance Association
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The journal of trading
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Journal of financial and quantitative analysis : JFQA
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International review of economics & finance : IREF
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Research in international business and finance
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Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
7
Investment management and financial innovations
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Rodney L. White Center for Financial Research
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SFB 649 discussion paper
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Discussion paper / Tinbergen Institute
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Discussion paper series / LSE Financial Markets Group
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Journal of risk and financial management : JRFM
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1
Latency and liquidity risk
Cartea, Álvaro
;
Jaimungal, Sebastian
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807838
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
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:
5
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:
6
Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Saved in:
7
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:
8
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:
9
A mathematical approach to order book modeling
Abergel, Frédéric
;
Jedidi, Aymen
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009784056
Saved in:
10
Optimal trade execution under geometric Brownian motion in the Almgren and Chriss framework
Gatheral, Jim
;
Schied, Alexander
- In:
International journal of theoretical and applied finance
14
(
2011
)
3
,
pp. 353-368
Persistent link: https://www.econbiz.de/10009154914
Saved in:
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