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~person:"Alfonsi, Aurélien"
~person:"Cucuringu, Mihai"
~subject:"Share price"
~subject:"Stock market"
~type_genre:"Article in journal"
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Börsenkurs
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Alfonsi, Aurélien
Cucuringu, Mihai
Hung, Pi-Hsia
8
O'Hara, Maureen
7
Theissen, Erik
7
Frijns, Bart
6
Lien, Da-hsiang Donald
6
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6
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5
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5
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5
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5
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4
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Chung, Kee H.
4
Cont, Rama
4
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4
Frino, Alex
4
Gau, Yin-feng
4
Grammig, Joachim
4
Hautsch, Nikolaus
4
Li, Yingying
4
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Potiron, Yoann
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Stoll, Hans R.
4
Tourani Rad, Alireza
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Tóth, Bence
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Bormetti, Giacomo
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Ibikunle, Gbenga
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ECONIS (ZBW)
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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
Analysis and modeling of client order flow in limit order markets
Cont, Rama
;
Cucuringu, Mihai
;
Glukhov, Vacslav
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10014232614
Saved in:
3
Fragmentation, price formation and cross-impact in bitcoin markets
Albers, Jakob
;
Cucuringu, Mihai
;
Howison, Sam
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 395-448
Persistent link: https://www.econbiz.de/10013411711
Saved in:
4
Dynamic optimal execution in a mixed-market-impact Hawkes price model
Alfonsi, Aurélien
;
Blanc, Pierre
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 183-218
Persistent link: https://www.econbiz.de/10011460309
Saved in:
5
Extension and calibration of a Hawkes-based optimal execution model
Alfonsi, Aurélien
;
Blanc, Pierre
- In:
Market microstructure and liquidity
2
(
2016
)
2
,
pp. 1-55
Persistent link: https://www.econbiz.de/10011588251
Saved in:
6
Optimal execution and price manipulations in time-varying limit order books
Alfonsi, Aurélien
;
Infante, Arturo
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 201-237
Persistent link: https://www.econbiz.de/10010499717
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