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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~language:"eng"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Estimation"
~subject:"Liquidity"
~subject:"Schätzung"
~subject:"Theory"
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Search: subject:"Wertpapierhandel"
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Börsenkurs
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Securities trading
164
Wertpapierhandel
164
Theorie
81
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Weill, Pierre-Olivier
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Lagos, Ricardo
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Rocheteau, Guillaume
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He, Xue-zhong
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Lester, Benjamin
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Stulz, René M.
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Zhu, Haoxiang
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Chien, YiLi
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Cole, Harold L.
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Daniel, Kent
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Gao, Xuefeng
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Hanaki, Nobuyuki
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Harvey, Campbell R.
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Horst, Ulrich
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Hugonnier, Julien
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Jagannathan, Ravi
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Lamont, Owen A.
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Martin, Ian
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Mendoza, Enrique G.
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Journal of economic dynamics & control
Working paper / National Bureau of Economic Research, Inc.
Journal of financial markets
87
Journal of banking & finance
82
NBER working paper series
69
The review of financial studies
67
Journal of financial economics
60
NBER Working Paper
58
Finance research letters
53
Discussion paper / Centre for Economic Policy Research
51
International review of financial analysis
47
Pacific-Basin finance journal
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35
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International journal of theoretical and applied finance
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CFS working paper series
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of futures markets
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International review of economics & finance : IREF
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The financial review : the official publication of the Eastern Finance Association
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SAFE working paper
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Swiss Finance Institute Research Paper
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The journal of trading
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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SFB 649 discussion paper
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of economic theory
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Journal of financial intermediation
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Asia-Pacific journal of financial studies
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ECONIS (ZBW)
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1
Sharks in the dark : quantifying HFT dark pool latency arbitrage
Aquilina, Matteo
;
Foley, Sean
;
O'Neill, Peter
;
Ruf, Thomas
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532187
Saved in:
2
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:
3
A monetary model of bilateral over-the-counter markets
Lagos, Ricardo
;
Zhang, Shengxing
-
2018
Persistent link: https://www.econbiz.de/10011978003
Saved in:
4
Frictional intermediation in over-the-counter markets
Hugonnier, Julien
;
Lester, Benjamin
;
Weill, Pierre-Olivier
-
2018
Persistent link: https://www.econbiz.de/10011912322
Saved in:
5
The formation of a core-periphery structure in heterogeneous financial networks
Veld, Daan in 't
;
Leij, Marco van der
;
Hommes, Cars H.
- In:
Journal of economic dynamics & control
119
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012503786
Saved in:
6
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:
7
Order scoring, bandit learning and order cancellations
Gao, Xuefeng
;
Xu, Tianrun
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013384695
Saved in:
8
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:
9
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
Saved in:
10
On frequent batch auctions for stocks
Jagannathan, Ravi
-
2019
Persistent link: https://www.econbiz.de/10012128869
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