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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The review of financial studies"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~language:"eng"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Estimation"
~subject:"Liquidity"
~subject:"Schätzung"
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Search: subject:"Wertpapierhandel"
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Börsenkurs
Estimation
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Securities trading
244
Wertpapierhandel
244
Theorie
129
Theory
129
USA
103
United States
103
Share price
70
OTC market
50
OTC-Handel
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Financial market
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35
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Behavioural finance
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Liquidität
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Welt
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Duffie, Darrell
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Pedersen, Lasse Heje
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Foucault, Thierry
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Garleanu, Nicolae
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He, Xue-zhong
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Nagel, Stefan
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Weill, Pierre-Olivier
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Daniel, Kent
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Hanaki, Nobuyuki
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Lin, Shen
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Linnainmaa, Juhani
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Novy-Marx, Robert
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Journal of economic dynamics & control
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
Journal of financial markets
68
Journal of banking & finance
65
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
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
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Journal of international financial markets, institutions & money
25
Market microstructure and liquidity
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SAFE working paper
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International review of economics & finance : IREF
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The financial review : the official publication of the Eastern Finance Association
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
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The journal of finance : the journal of the American Finance Association
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The journal of futures markets
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Journal of financial and quantitative analysis : JFQA
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Asia-Pacific journal of financial studies
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CFS working paper series
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Economic modelling
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Swiss Finance Institute Research Paper
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The journal of trading
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of risk and financial management : JRFM
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Research in international business and finance
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
To pool or not to pool? : security design in OTC markets
Glode, Vincent
;
Opp, Christian
;
Sverchkov, Ruslan
-
2020
Persistent link: https://www.econbiz.de/10012254530
Saved in:
2
From market making to matchmaking : does bank regulation harm market liquidity?
Saar, Gideon
;
Sun, Jian
;
Yang, Ron
;
Zhu, Haoxiang
- In:
The review of financial studies
36
(
2023
)
2
,
pp. 678-732
Persistent link: https://www.econbiz.de/10013547904
Saved in:
3
Dark pool trading and information acquisition
Brogaard, Jonathan
;
Pan, Jing
- In:
The review of financial studies
35
(
2022
)
5
,
pp. 2625-2666
Persistent link: https://www.econbiz.de/10013188971
Saved in:
4
A monetary model of bilateral over-the-counter markets
Lagos, Ricardo
;
Zhang, Shengxing
-
2018
Persistent link: https://www.econbiz.de/10011978003
Saved in:
5
Factor momentum
Arnott, Robert D.
;
Kalesnik, Vitali
;
Linnainmaa, Juhani
- In:
The review of financial studies
36
(
2023
)
8
,
pp. 3034-3070
Persistent link: https://www.econbiz.de/10014320784
Saved in:
6
Dynamic asset sales with a feedback effect
Frenkel, Sivan
- In:
The review of financial studies
33
(
2020
)
2
,
pp. 829-865
Persistent link: https://www.econbiz.de/10012197995
Saved in:
7
Machine learning and speed in high-frequency trading
Arifovic, Jasmina
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013464913
Saved in:
8
A model of two days : discrete news and asset prices
Wachter, Jessica
;
Zhu, Yicheng
- In:
The review of financial studies
35
(
2022
)
5
,
pp. 2246-2307
Persistent link: https://www.econbiz.de/10013188957
Saved in:
9
What drives intraday reversal? : illiquidity or liquidity oversupply?
Kang, Junqing
;
Lin, Shen
;
Xiong, Xiong
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013393677
Saved in:
10
Reinforcement learning equilibrium in limit order markets
He, Xue-zhong
;
Lin, Shen
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013543147
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