//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of futures markets"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Guidebook"
~type_genre:"Mikroform"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Algorithmic trading"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Electronic trading
30
Elektronisches Handelssystem
30
USA
11
United States
11
Volatility
11
Volatilität
11
Börsenkurs
9
Share price
9
Handelsvolumen der Börse
5
Index futures
5
Index-Futures
5
Securities trading
5
Trading volume
5
Wertpapierhandel
5
Bid-ask spread
4
Derivat
4
Derivative
4
Futures
4
Geld-Brief-Spanne
4
Market liquidity
4
Marktliquidität
4
Anlageverhalten
3
Behavioural finance
3
Capital market returns
3
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Estimation
3
Hedging
3
Information value
3
Informationswert
3
Kapitalmarktrendite
3
Schätzung
3
Welt
3
World
3
market quality
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Commodity derivative
2
Devisenmarkt
2
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
30
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Guidebook
Mikroform
Article in journal
30
Language
All
English
30
Author
All
Lai, Yu-Sheng
3
Tse, Yiuman
3
Daigler, Robert T.
2
Fung, Joseph K. W.
2
Aidov, Alexandre
1
Aitken, Michael J.
1
Aspris, Angelo
1
Bollen, Nicolas P. B.
1
Boyd, Naomi E.
1
Buyuksahin, Bahattin
1
Cabrera, Juan
1
Cao, Charles Q.
1
Chang, Ya-Kai
1
Chen, Zhiyao
1
Cheng, Kevin H. K.
1
Chiu, Ying-Tzu
1
Chou, Robin K.
1
Copeland, Laurence S.
1
Coughlan, John
1
Dungey, Mardi H.
1
Fakhrutdinova, Luba
1
Fishe, Raymond P. H.
1
Foley, Sean
1
Frijns, Bart
1
Frino, Alex
1
Gao, Ming
1
Goodhart, Charles A. E.
1
Hadsell, Lester
1
Haigh, Michael S.
1
Hansch, Oliver
1
Harris, Drew
1
Harris, Jeffrey H.
1
Haynes, Richard
1
Hill, Amelia M.
1
Hogan, Kedreth C.
1
Jarnecic, Elvis
1
Jones, Sally-Ann
1
Kofman, Paul
1
Kroner, Kenneth F.
1
Lam, Kin
1
more ...
less ...
Published in...
All
The journal of futures markets
The journal of trading
41
Journal of financial markets
39
Journal of financial economics
32
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
Research in international business and finance
17
Finance research letters
16
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
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Applied economics
8
Financial innovation : FIN
8
Economic perspectives
7
International review of economics & finance : IREF
7
Journal of economic dynamics & control
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
6
Journal of economic behavior & organization : JEBO
6
Journal of international money and finance
6
The journal of financial market infrastructures
6
Competition and regulation in network industries : CRNI
5
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Algorithmic trading and market quality : evidence from the Taiwan index futures market
Chang, Ya-Kai
;
Chou, Robin K.
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1837-1855
Persistent link: https://www.econbiz.de/10013465825
Saved in:
2
High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
Saved in:
3
Resiliency in the E-mini futures market
Fishe, Raymond P. H.
;
Haynes, Richard
;
Onur, Esen
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 5-23
Persistent link: https://www.econbiz.de/10012796291
Saved in:
4
Understanding intraday momentum strategies
Rosa, Carlo
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
Saved in:
5
The impact of high speed quoting on execution risk dynamics : evidence from interest rate futures markets
Nie, Jing
;
Penen Malagon, Juliana
;
Williams, Julian
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1434-1465
Persistent link: https://www.econbiz.de/10013287987
Saved in:
6
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
7
A multivariate Markov regime-switching high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Sheu, Her-jiun
;
Lee, Hsiang-Tai
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1124-1140
Persistent link: https://www.econbiz.de/10011950956
Saved in:
8
Hedge ratio prediction with noisy and asynchronous high-frequency data
Lai, Yu-Sheng
- In:
The journal of futures markets
36
(
2016
)
3
,
pp. 295-314
Persistent link: https://www.econbiz.de/10011568233
Saved in:
9
The prevalence, sources, and effects of herding
Boyd, Naomi E.
;
Buyuksahin, Bahattin
;
Haigh, Michael S.
; …
- In:
The journal of futures markets
36
(
2016
)
7
,
pp. 671-694
Persistent link: https://www.econbiz.de/10011568531
Saved in:
10
On the intraday relation between the VIX and its futures
Frijns, Bart
;
Tourani Rad, Alireza
;
Webb, Robert I.
- In:
The journal of futures markets
36
(
2016
)
9
,
pp. 870-886
Persistent link: https://www.econbiz.de/10011568650
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->