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~isPartOf:"Quantitative finance"
~language:"eng"
~source:"econis"
~subject:"Liquidity"
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Search: subject:"Wertpapierhandel"
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Liquidity
Securities trading
39
Wertpapierhandel
39
Börsenkurs
26
Share price
26
Market microstructure
24
Marktmikrostruktur
24
Theorie
22
Theory
22
Electronic trading
10
Elektronisches Handelssystem
10
Limit order book
9
Estimation
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Schätzung
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Aktienmarkt
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Bid-ask spread
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Geld-Brief-Spanne
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Stochastic process
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Stochastischer Prozess
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Behavioural finance
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Capital income
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Financial market
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Finanzmarkt
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High-frequency trading
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Kapitaleinkommen
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Liquidität
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Cartea, Álvaro
1
Chang, Patrick
1
Chen, Ying
1
Chua, Wee Song
1
Ciacci, Alberto
1
Gençay, Ramazan
1
Härdle, Wolfgang
1
Lillo, Fabrizio
1
Livieri, Giulia
1
Mahmoodzadeh, S.
1
Mertens, Luca Philippe
1
Mroczka, Mateusz
1
Oomen, Roel
1
Rojček, Jakub
1
Tseng, M. C.
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Quantitative finance
Journal of financial markets
32
Journal of financial economics
24
Journal of banking & finance
23
Finance research letters
20
International review of financial analysis
16
Research paper series / Swiss Finance Institute
14
NBER working paper series
13
The review of financial studies
13
SAFE working paper
12
NBER Working Paper
10
Pacific-Basin finance journal
10
Journal of international financial markets, institutions & money
9
Journal of economic dynamics & control
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Working paper / National Bureau of Economic Research, Inc.
8
Discussion papers / CEPR
7
Journal of economic theory
7
Review of economic dynamics
7
Swiss Finance Institute Research Paper
7
The European journal of finance
7
The financial review : the official publication of the Eastern Finance Association
7
The journal of finance : the journal of the American Finance Association
7
The journal of trading
7
Asia-Pacific journal of financial studies
6
Discussion paper / Centre for Economic Policy Research
6
Research in international business and finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Finance and economics discussion series
5
International review of economics & finance : IREF
5
Review of finance : journal of the European Finance Association
5
Staff working papers / Bank of England
5
Discussion paper
4
European financial management : the journal of the European Financial Management Association
4
FEDS Working Paper
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
The journal of futures markets
4
Working paper / Centre for Financial Research
4
Working paper series / University of Zurich, Department of Economics
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Working papers / Bank for International Settlements
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ECONIS (ZBW)
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1
AI-driven liquidity provision in OTC financial markets
Cartea, Álvaro
;
Chang, Patrick
;
Mroczka, Mateusz
; …
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2171-2204
Persistent link: https://www.econbiz.de/10013490937
Saved in:
2
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:
3
Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
Chen, Ying
;
Chua, Wee Song
;
Härdle, Wolfgang
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1473-1489
Persistent link: https://www.econbiz.de/10012194799
Saved in:
4
Price impact and bursts in liquidity provision
Gençay, Ramazan
;
Mahmoodzadeh, S.
;
Rojček, Jakub
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1129-1148
Persistent link: https://www.econbiz.de/10011911529
Saved in:
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