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~person:"Abergel, Frédéric"
~person:"Schiereck, Dirk"
~subject:"Asymmetric information"
~subject:"Frankfurt (Main)"
~subject:"Market microstructure"
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Asymmetric information
Frankfurt (Main)
Market microstructure
Electronic trading
14
Elektronisches Handelssystem
14
Securities trading
9
Wertpapierhandel
9
Börsenkurs
7
Deutschland
7
Germany
7
Marktmikrostruktur
7
Share price
7
Bourse
4
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4
Theorie
4
Theory
4
2003-2004
2
2004-2005
2
Bid-ask spread
2
Economics of information
2
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2
Financial market
2
Finanzmarkt
2
Geld-Brief-Spanne
2
High-frequency trading
2
Informational efficiency
2
Informationseffizienz
2
Informationsökonomik
2
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2
Liquiditätseffekt
2
Market liquidity
2
Marktliquidität
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2
Volatility
2
Volatilität
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2003
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English
6
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Abergel, Frédéric
Schiereck, Dirk
Theissen, Erik
15
Rime, Dagfinn
10
Hendershott, Terrence
8
Moinas, Sophie
8
Cartea, Álvaro
6
Grammig, Joachim
6
King, Michael R.
6
O'Hara, Maureen
6
Andersen, Torben
5
Bondarenko, Oleg
5
Brogaard, Jonathan
5
Cespa, Giovanni
5
Foucault, Thierry
5
Horst, Ulrich
5
Menkveld, Albert J.
5
Neely, Christopher J.
5
Osler, Carol
5
Riordan, Ryan
5
Vives, Xavier
5
Corsi, Fulvio
4
Giot, Pierre
4
Hautsch, Nikolaus
4
Ibikunle, Gbenga
4
Kyle, Albert S.
4
Melvin, Michael
4
Menkhoff, Lukas
4
Napoletano, Mauro
4
Peluso, Stefano
4
Penalva, José
4
Pham, Huyên
4
Rzayev, Khaladdin
4
Schmeling, Maik
4
Aitken, Michael J.
3
Aquilina, Matteo
3
Audrino, Francesco
3
Beltran Lopez, Helena
3
Ben Ammar, Imen
3
Biais, Bruno
3
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Quantitative finance
2
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
1
Journal of mathematical finance
1
Kredit und Kapital
1
Market microstructure and liquidity
1
Review of quantitative finance and accounting
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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ECONIS (ZBW)
9
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1
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:
2
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:
3
Market impact : a systematic study of limit orders
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Husson, Alexandre
; …
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011988894
Saved in:
4
A PIN per day shows what news convey : the intraday probability of informed trading
Pöppe, Thomas
;
Aitken, Michael J.
;
Schiereck, Dirk
; …
- In:
Review of quantitative finance and accounting
47
(
2016
)
4
,
pp. 1187-1220
Persistent link: https://www.econbiz.de/10011596226
Saved in:
5
Price jump prediction in a limit order book
Zheng, Ban
;
Moulines, Eric
;
Abergel, Frédéric
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 242-255
Persistent link: https://www.econbiz.de/10010239589
Saved in:
6
Multi-agent order book simulation : mono- and multi-asset high-frequency market making strategies
Foata, Laurent
;
Vidhamali, Michael
;
Abergel, Frédéric
- In:
Econophysics of Order-driven Markets : proceedings of …
,
(pp. 139-152)
.
2011
Persistent link: https://www.econbiz.de/10009349718
Saved in:
7
Vorteilhaftigkeit des börslichen Abendhandels aus Anlegersicht
Goodfellow, Christiane
;
Bohl, Martin T.
;
Schiereck, Dirk
- In:
Kredit und Kapital
41
(
2008
)
4
,
pp. 541-556
Persistent link: https://www.econbiz.de/10003804653
Saved in:
8
Informationsbasierter Aktienhandel über IBIS
Grammig, Joachim
;
Schiereck, Dirk
;
Theissen, Erik
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
52
(
2000
)
7
,
pp. 619-642
Persistent link: https://www.econbiz.de/10001525670
Saved in:
9
Informationsbasierter Aktienhandel über IBIS
Gramming, Joachim
-
1999
Persistent link: https://www.econbiz.de/10013444383
Saved in:
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