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~isPartOf:"Quantitative finance"
~language:"eng"
~subject:"Börse"
~subject:"Capital income"
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Search: subject:"Wertpapierhandel"
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Börse
Capital income
Securities trading
38
Wertpapierhandel
38
Börsenkurs
26
Share price
26
Market microstructure
23
Marktmikrostruktur
23
Theorie
22
Theory
22
Electronic trading
10
Elektronisches Handelssystem
10
Limit order book
9
Bid-ask spread
7
Estimation
7
Geld-Brief-Spanne
7
Schätzung
7
Stochastic process
7
Stochastischer Prozess
7
Aktienmarkt
6
Bourse
6
Stock market
6
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6
Volatilität
6
Forecasting model
5
Handelsvolumen der Börse
5
Portfolio selection
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5
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4
Behavioural finance
4
Financial market
4
Finanzmarkt
4
High-frequency trading
4
Liquidity
4
Liquidität
4
Algorithmic trading
3
Artificial intelligence
3
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Bouchaud, Jean-Philippe
1
Bucci, Frederic
1
Chen, Jingnan
1
Cont, Rama
1
Cucuringu, Mihai
1
Eisler, Zoltan
1
Gebbie, T. J.
1
Giner, Javier
1
Grobys, Klaus
1
Isaac, Alan Glen
1
Ju, Geonhwan
1
Kim, Kyoung-Kuk
1
Lehalle, Charles-Albert
1
Li, Jiayi
1
Lillo, Fabrizio
1
Lim, Dong-Young
1
Luo, Sumei
1
Mastromatteo, Iacopo
1
Mitchell, Daniel
1
Murphy, N. J.
1
Ramaswamy, Vasudeva
1
Ruotsalainen, Joni
1
Zakamulin, Valeriy
1
Zhang, Chao
1
Zhou, Guangyou
1
Äijö, Janne
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Quantitative finance
Pacific-Basin finance journal
37
Journal of banking & finance
34
Working paper / National Bureau of Economic Research, Inc.
26
Journal of financial markets
25
Journal of financial economics
24
NBER working paper series
24
The journal of finance : the journal of the American Finance Association
24
Finance research letters
21
Journal of empirical finance
20
Journal of international financial markets, institutions & money
19
International review of financial analysis
17
NBER Working Paper
17
Discussion paper / Centre for Economic Policy Research
16
Applied economics
14
Applied economics letters
14
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
Review of quantitative finance and accounting
13
Investment management and financial innovations
11
The European journal of finance
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
The review of financial studies
11
Journal of financial and quantitative analysis : JFQA
10
Applied financial economics
9
International review of economics & finance : IREF
9
The North American journal of economics and finance : a journal of financial economics studies
9
Research in international business and finance
8
The financial review : the official publication of the Eastern Finance Association
8
Fisher College of Business working paper series
7
Asia-Pacific journal of financial studies
6
Discussion paper / LSE Financial Markets Group
6
Market microstructure and liquidity
6
Research paper series / Swiss Finance Institute
6
The journal of trading
6
Discussion paper / Tinbergen Institute
5
Discussion paper series / LSE Financial Markets Group
5
Economic modelling
5
Economics letters
5
Emerging markets review
5
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
9
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1
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:
2
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:
3
Learning the dynamics of technical trading strategies
Murphy, N. J.
;
Gebbie, T. J.
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1325-1349
Persistent link: https://www.econbiz.de/10012608650
Saved in:
4
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
Saved in:
5
Trend following with momentum versus moving averages : a tale of differences
Zakamulin, Valeriy
;
Giner, Javier
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 985-1007
Persistent link: https://www.econbiz.de/10012262654
Saved in:
6
Co-impact : crowding effects in institutional trading activity
Bucci, Frederic
;
Mastromatteo, Iacopo
;
Eisler, Zoltan
; …
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 193-205
Persistent link: https://www.econbiz.de/10012194861
Saved in:
7
Market or limit orders?
Mitchell, Daniel
;
Chen, Jingnan
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 447-461
Persistent link: https://www.econbiz.de/10012194901
Saved in:
8
Learning multi-market microstructure from order book data
Ju, Geonhwan
;
Kim, Kyoung-Kuk
;
Lim, Dong-Young
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10012194803
Saved in:
9
Risk-managed industry momentum and momentum crashes
Grobys, Klaus
;
Ruotsalainen, Joni
;
Äijö, Janne
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1715-1733
Persistent link: https://www.econbiz.de/10012261906
Saved in:
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