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~person:"Abergel, Frédéric"
~person:"Batten, Jonathan A."
~person:"Lien, Da-hsiang Donald"
~person:"Zhou, Hao"
~subject:"Marktmikrostruktur"
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Search: subject:"Wertpapier"
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Marktmikrostruktur
Derivat
67
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67
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43
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Securities trading
32
Wertpapierhandel
32
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Abergel, Frédéric
Batten, Jonathan A.
Lien, Da-hsiang Donald
Zhou, Hao
Theissen, Erik
17
O'Hara, Maureen
14
Frino, Alex
12
Menkveld, Albert J.
12
Grammig, Joachim
11
Hautsch, Nikolaus
11
Cont, Rama
9
Hung, Pi-Hsia
9
Easley, David
8
Horst, Ulrich
7
Rindi, Barbara
7
Baldauf, Markus
6
Biais, Bruno
6
Fleming, Michael J.
6
Frey, Stefan
6
Gomber, Peter
6
Lehalle, Charles-Albert
6
Lillo, Fabrizio
6
Mollner, Joshua
6
Obižaeva, Anna
6
Beltran Lopez, Helena
5
Bernhardt, Dan
5
Cartea, Álvaro
5
Chiarella, Carl
5
Corsi, Fulvio
5
Economides, Nicholas
5
Ersan, Oguz
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Giot, Pierre
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Grass, Gunnar
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He, Xue-zhong
5
Howison, Sam
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Johnstone, David
5
Lepone, Andrew
5
Lo, Andrew W.
5
Napoletano, Mauro
5
Pham, Thu Phuong
5
Ryu, Doojin
5
Sandås, Patrik
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Quantitative finance
3
Pacific-Basin finance journal
2
Review of quantitative finance and accounting
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
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Journal of mathematical finance
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ECONIS (ZBW)
16
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1
An intraday analysis of block orders on the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Wu, Yi-Hsien
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 133-147
Persistent link: https://www.econbiz.de/10014427948
Saved in:
2
Whose trades contribute more to price discovery? : evidence from the Taiwan stock exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 213-263
Persistent link: https://www.econbiz.de/10014342030
Saved in:
3
Market impact : a systematic study of the high frequency options market
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Thillou, Damien
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 69-84
Persistent link: https://www.econbiz.de/10012424634
Saved in:
4
Who knows more and makes more? : a perspective of order submission decisions across investor types
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Chen, Hung-Ju
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 381-398
Persistent link: https://www.econbiz.de/10012655075
Saved in:
5
Price limit changes, order decisions, and stock price movements : an empirical analysis of the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Pan, Chiu-Ting
- In:
Review of quantitative finance and accounting
55
(
2020
)
1
,
pp. 239-268
Persistent link: https://www.econbiz.de/10012233225
Saved in:
6
Algorithmic trading in a microstructural limit order book model
Abergel, Frédéric
;
Huré, Côme
;
Pham, Huyên
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1263-1283
Persistent link: https://www.econbiz.de/10012262662
Saved in:
7
Whose trades move stock prices? : evidence from the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Lin, Zong-Wei
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 25-50
Persistent link: https://www.econbiz.de/10012390645
Saved in:
8
Algorithmic trading in turbulent markets
Zhou, Hao
;
Kalev, Petko S.
;
Frino, Alex
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012491255
Saved in:
9
Trading aggressiveness, order execution quality, and stock price movements : evidence from the Taiwan stock exchange
Hung, Pi-Hsia
;
Lien, Da-hsiang Donald
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 231-251
Persistent link: https://www.econbiz.de/10012128011
Saved in:
10
Price limit changes and market quality in the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Zhu, Jia-De
; …
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 239-258
Persistent link: https://www.econbiz.de/10012169533
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