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~isPartOf:"Quantitative finance"
~language:"eng"
~language:"fra"
~subject:"Börsenkurs"
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Search: subject:"Wertpapierhandel"
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Börsenkurs
Securities trading
39
Wertpapierhandel
39
Share price
26
Market microstructure
24
Marktmikrostruktur
24
Theorie
22
Theory
22
Electronic trading
10
Elektronisches Handelssystem
10
Limit order book
9
Estimation
8
Schätzung
8
Aktienmarkt
7
Bid-ask spread
7
Geld-Brief-Spanne
7
Stochastic process
7
Stochastischer Prozess
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Stock market
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Bourse
6
Börse
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Handelsvolumen der Börse
6
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6
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6
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Forecasting model
5
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Portfolio-Management
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Prognoseverfahren
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Behavioural finance
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Capital income
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Financial market
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Finanzmarkt
4
High-frequency trading
4
Kapitaleinkommen
4
Liquidity
4
Liquidität
4
Algorithmic trading
3
Artificial intelligence
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Article
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Abergel, Frédéric
3
Cont, Rama
3
Cucuringu, Mihai
2
Lillo, Fabrizio
2
Achab, Massil
1
Antonov, Anton
1
Bacry, E.
1
Bazzana, Flavio
1
Bel Hadj Ayed, Ahmed
1
Bouchaud, Jean-Philippe
1
Bucci, Frederic
1
Chen, Jingnan
1
Ciacci, Alberto
1
Donatoni, Enrico
1
Eisler, Zoltan
1
Forde, Martin
1
Gao, Xuefeng
1
Gençay, Ramazan
1
Glukhov, Vacslav
1
Grobys, Klaus
1
Hult, Henrik
1
Hultin, Hanna
1
Huré, Côme
1
Isaac, Alan Glen
1
Ju, Geonhwan
1
Kim, Kyoung-Kuk
1
Lehalle, Charles-Albert
1
Leyvraz, Francois
1
Li, Jiayi
1
Lim, Dong-Young
1
Lin, Hai
1
Livieri, Giulia
1
Lu, Xiaofei
1
Luo, Sumei
1
Mahmoodzadeh, S.
1
Mastromatteo, Iacopo
1
McGroarty, Frank
1
Mertens, Luca Philippe
1
Mitchell, Daniel
1
Monroy-Castillero, Paulino
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Quantitative finance
Journal of financial markets
45
Journal of banking & finance
39
Pacific-Basin finance journal
38
Finance research letters
34
Journal of empirical finance
30
International review of financial analysis
29
Working paper / National Bureau of Economic Research, Inc.
29
NBER working paper series
28
NBER Working Paper
24
The review of financial studies
24
Journal of financial economics
23
Market microstructure and liquidity
22
Discussion paper / Centre for Economic Policy Research
19
Applied economics letters
18
Journal of economic dynamics & control
18
International review of economics & finance : IREF
17
The financial review : the official publication of the Eastern Finance Association
17
Applied economics
16
Research paper series / Swiss Finance Institute
16
Review of quantitative finance and accounting
15
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of international financial markets, institutions & money
14
CFS working paper series
13
SAFE working paper
13
The European journal of finance
13
Economic modelling
12
Asia-Pacific journal of financial studies
11
Emerging markets review
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
Journal of financial and quantitative analysis : JFQA
10
Journal of risk and financial management : JRFM
10
The journal of futures markets
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Applied mathematical finance
9
CESifo working papers
9
CFS Working Paper
9
International journal of theoretical and applied finance
9
Investment management and financial innovations
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ECONIS (ZBW)
26
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1
Analysis and modeling of client order flow in limit order markets
Cont, Rama
;
Cucuringu, Mihai
;
Glukhov, Vacslav
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10014232614
Saved in:
2
Cross-impact of order flow imbalance in equity markets
Cont, Rama
;
Cucuringu, Mihai
;
Zhang, Chao
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1373-1393
Persistent link: https://www.econbiz.de/10014419165
Saved in:
3
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
4
State-dependent Hawkes processes and their application to limit order book modelling
Morariu-Patrichi, Maxime
;
Pakkanen, Mikko S.
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 563-583
Persistent link: https://www.econbiz.de/10013167781
Saved in:
5
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
6
Rule-based trading on an order-driven exchange : a reassessment
Isaac, Alan Glen
;
Ramaswamy, Vasudeva
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1871-1886
Persistent link: https://www.econbiz.de/10014452482
Saved in:
7
Market making with inventory control and order book information
Donatoni, Enrico
;
Paterlini, Sandra
;
Bazzana, Flavio
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 597-610
Persistent link: https://www.econbiz.de/10013167784
Saved in:
8
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
9
Time-dependent relations between gaps and returns in a Bitcoin order book
Mota-Navarro, Roberto
;
Monroy-Castillero, Paulino
; …
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1343-1354
Persistent link: https://www.econbiz.de/10013367903
Saved in:
10
Call auction, continuous trading and closing price formation
Li, Jiayi
;
Luo, Sumei
;
Zhou, Guangyou
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1037-1065
Persistent link: https://www.econbiz.de/10012515635
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