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~isPartOf:"Journal of economic dynamics & control"
~subject:"Kapitaleinkommen"
~subject:"Marktmikrostruktur"
~type:"article"
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Search: subject:"Wertpapierhandel"
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Kapitaleinkommen
Marktmikrostruktur
Securities trading
30
Wertpapierhandel
30
Theorie
22
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22
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17
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Gao, Xuefeng
2
He, Xue-zhong
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Anderson, Heather Margot
1
Arifovic, Jasmina
1
Cebiroglu, Gökhan
1
Chen, Yuanyuan
1
Chiarella, Carl
1
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1
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Manh Cuong Pham
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1
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1
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Journal of economic dynamics & control
Journal of banking & finance
45
Pacific-Basin finance journal
44
Journal of financial markets
41
Finance research letters
31
Journal of financial economics
31
Quantitative finance
25
Market microstructure and liquidity
22
The journal of finance : the journal of the American Finance Association
22
International review of financial analysis
21
Journal of international financial markets, institutions & money
21
Journal of empirical finance
20
Review of quantitative finance and accounting
17
The financial review : the official publication of the Eastern Finance Association
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
International review of economics & finance : IREF
14
Journal of financial and quantitative analysis : JFQA
14
Research in international business and finance
14
The European journal of finance
14
Applied economics
13
Applied economics letters
13
Economic modelling
12
The review of financial studies
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Investment management and financial innovations
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Applied financial economics
8
Applied mathematical finance
8
Asia-Pacific journal of financial studies
8
The North American journal of economics and finance : a journal of financial economics studies
8
Emerging markets review
6
International journal of theoretical and applied finance
6
The journal of trading
6
Computational economics
5
Economics letters
5
Financial markets and portfolio management
5
International journal of economics and financial issues : IJEFI
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Asia-Pacific financial markets
4
European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
12
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1
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:
2
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:
3
Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading
Takayama, Shino
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012666959
Saved in:
4
Investor overconfidence and the security market line : new evidence from China
Han, Xing
;
Li, Kai
;
Li, Youwei
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012503334
Saved in:
5
The effects of trade size and market depth on immediate price impact in a limit order book market
Manh Cuong Pham
;
Anderson, Heather Margot
;
Huu Nhan Duong
; …
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503902
Saved in:
6
The disposition effect and underreaction to private information
Janssen, Dirk-Jan
;
Li, Jiangyan
;
Qiu, Jianying
;
Weitzel, Utz
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012502461
Saved in:
7
Momentum and reversal : the role of short selling
Zhu, Zhaobo
;
Duan, Xinrui
;
Sun, Licheng
;
Tu, Jun
- In:
Journal of economic dynamics & control
104
(
2019
),
pp. 95-110
Persistent link: https://www.econbiz.de/10012131100
Saved in:
8
Optimal order execution using hidden orders
Chen, Yuanyuan
;
Gao, Xuefeng
;
Li, Duan
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 89-116
Persistent link: https://www.econbiz.de/10012004233
Saved in:
9
Why is equity order flow so persistent?
Tóth, Bence
;
Palit, Imon
;
Lillo, Fabrizio
;
Farmer, J. Doyne
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 218-239
Persistent link: https://www.econbiz.de/10011474393
Saved in:
10
Learning, information processing and order submission in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
Saved in:
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