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~person:"Abergel, Frédéric"
~subject:"Electronic trading"
~subject:"Schätzung"
~type:"article"
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Electronic trading
Schätzung
Securities trading
8
Wertpapierhandel
8
Market microstructure
7
Marktmikrostruktur
7
Theorie
7
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7
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Abergel, Frédéric
Cartea, Álvaro
12
Jaimungal, Sebastian
11
O'Hara, Maureen
8
Theissen, Erik
8
Domowitz, Ian
7
Frino, Alex
7
Ibikunle, Gbenga
7
Cohen, Gil
6
Gomber, Peter
5
Hendershott, Terrence
5
Menkveld, Albert J.
5
Van Ness, Robert A.
5
Aitken, Michael J.
4
Arumugam, Devika
4
Chung, Kee H.
4
Donnelly, Ryan
4
Garvey, Ryan
4
Grammig, Joachim
4
Guéant, Olivier
4
Hautsch, Nikolaus
4
Huu Nhan Duong
4
Kalev, Petko S.
4
Manahov, Viktor
4
Riordan, Ryan
4
Van Ness, Bonnie F.
4
Wu, Fei
4
Zimmermann, Kai
4
Chou, Robin K.
3
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3
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3
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3
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3
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3
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3
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Quantitative finance
2
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
1
Journal of mathematical finance
1
Market microstructure and liquidity
1
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ECONIS (ZBW)
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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
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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
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:
5
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:
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