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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
~type_genre:"Guidebook"
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Electronic trading
9
Elektronisches Handelssystem
9
Securities trading
6
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6
Börsenkurs
5
Share price
5
Liquidity
4
Liquidität
4
Market microstructure
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high-frequency trading
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Battalio, Robert H.
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Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of trading
41
Journal of financial markets
39
Journal of financial economics
32
The journal of futures markets
30
Journal of banking & finance
25
The review of financial studies
21
Journal of international financial markets, institutions & money
20
Quantitative finance
18
Computational economics
17
Finance research letters
17
Research in international business and finance
17
The journal of finance : the journal of the American Finance Association
16
Applied mathematical finance
15
Market microstructure and liquidity
15
International review of financial analysis
14
International journal of theoretical and applied finance
12
Journal of financial and quantitative analysis : JFQA
12
Pacific-Basin finance journal
12
Review of quantitative finance and accounting
11
The financial review : the official publication of the Eastern Finance Association
11
BIS quarterly review : international banking and financial market developments
10
Journal of empirical finance
10
Journal of risk and financial management : JRFM
10
Journal of securities operations & custody
9
Applied economics
8
Financial innovation : FIN
8
Journal of economic dynamics & control
8
Economic perspectives
7
International review of economics & finance : IREF
7
The European journal of finance
7
The journal of investment compliance
7
Applied economics letters
6
Applied financial economics
6
International journal of economics and financial issues : IJEFI
6
Investment management and financial innovations
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Journal of economic behavior & organization : JEBO
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Journal of international money and finance
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The journal of financial market infrastructures
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Competition and regulation in network industries : CRNI
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ECONIS (ZBW)
9
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1
The cost of exposing large institutional orders to electronic liquidity providers
Battalio, Robert H.
;
Hatch, Brian
;
Sağlam, Mehmet
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3597-3618
Persistent link: https://www.econbiz.de/10014551922
Saved in:
2
Tick size, competition for liquidity provision, and price discovery : evidence from the u.s. treasury market
Fleming, Michael J.
;
Nguyen, Giang H.
;
Ruela, Francisco
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 332-354
Persistent link: https://www.econbiz.de/10014470002
Saved in:
3
High-frequency trading strategies
Goldstein, Michael A.
;
Kwan, Amy
;
Philip, Richard
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4413-4434
Persistent link: https://www.econbiz.de/10014339256
Saved in:
4
Do high-frequency traders anticipate buying and selling pressure?
Hirschey, Nicholas
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3321-3345
Persistent link: https://www.econbiz.de/10012606893
Saved in:
5
Central counterparty exposure in stressed markets
Huang, Wenqian
;
Menkveld, Albert J.
;
Yu, Shihao
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3596-3617
Persistent link: https://www.econbiz.de/10012606958
Saved in:
6
Price improvement and execution risk in lit and dark markets
Brolley, Michael
- In:
Management science : journal of the Institute for …
66
(
2020
)
2
,
pp. 863-886
Persistent link: https://www.econbiz.de/10012213246
Saved in:
7
Catching falling knives : speculating on liquidity shocks
Colliard, Jean-Edouard
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2573-2591
Persistent link: https://www.econbiz.de/10011741403
Saved in:
8
Price discovery in the US treasury market : automation vs. intermediation
Man, Kasing
;
Wang, Junbo
;
Wu, Chunchi
- In:
Management science : journal of the Institute for …
59
(
2013
)
3
,
pp. 695-714
Persistent link: https://www.econbiz.de/10009731238
Saved in:
9
Execution risk in high-frequency arbitrage
Kozhan, Roman
;
Tham, Wing Wah
- In:
Management science : journal of the Institute for …
58
(
2012
)
11
,
pp. 2131-2149
Persistent link: https://www.econbiz.de/10009679737
Saved in:
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