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~person:"Anderson, Hamish D."
~person:"Pascual, Roberto"
~subject:"Algorithmic trading"
~subject:"Geld-Brief-Spanne"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Effektengeschäft"
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Algorithmic trading
Geld-Brief-Spanne
Volatility
Securities trading
13
Wertpapierhandel
13
Börsenkurs
5
Handelsvolumen der Börse
5
Liquidity
5
Share price
5
Trading volume
5
Liquidität
4
Market liquidity
4
Marktliquidität
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Aktienmarkt
3
Bid-ask spread
3
China
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Financial market regulation
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Finanzmarktregulierung
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Leerverkauf
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Short selling
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Volatilität
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Margin trading
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Market microstructure
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Ankündigungseffekt
1
Announcement effect
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Ask and bid quotes
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Auction theory
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Auktionstheorie
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BVC
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Article in journal
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7
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Anderson, Hamish D.
Pascual, Roberto
Frino, Alex
11
Chung, Kee H.
10
O'Hara, Maureen
9
Kalev, Petko S.
6
Lepone, Andrew
6
Theissen, Erik
6
Easley, David
5
Van Ness, Robert A.
5
Wu, Chunchi
5
Abergel, Frédéric
4
Arumugam, Devika
4
Bondarenko, Oleg
4
Fuertes, Ana María
4
Hendershott, Terrence
4
Ryu, Doojin
4
Wang, Qin
4
Zhang, Wei
4
Alfonsi, Aurélien
3
Andersen, Torben
3
Będowska-Sójka, Barbara
3
Cartea, Álvaro
3
Comerton-Forde, Carole
3
Dixit, Alok
3
Donnelly, Ryan
3
Foucault, Thierry
3
Hall, Anthony D.
3
Hautsch, Nikolaus
3
Huang, Han-Ching
3
Huu Nhan Duong
3
Jaimungal, Sebastian
3
Kyle, Albert S.
3
Lee, Albert J.
3
Lehalle, Charles-Albert
3
Li, Mingsheng
3
Li, Youwei
3
López de Prado, Marcos M.
3
Marshall, Ben R.
3
Napoletano, Mauro
3
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Pacific accounting review
1
The European journal of finance
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ECONIS (ZBW)
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1
Stock liquidity and algorithmic market making during the COVID-19 crisis
Chakrabarty, Bidisha
;
Pascual, Roberto
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248225
Saved in:
2
Stock market liquidity and trading activity : is China different?
Ma, Rui
;
Anderson, Hamish D.
;
Marshall, Ben R.
- In:
International review of financial analysis
56
(
2018
),
pp. 32-51
Persistent link: https://www.econbiz.de/10012006210
Saved in:
3
The relative contribution of ask and bid quotes to price discovery
Pascual, Roberto
;
Pascual-Fuster, Bartolomé
- In:
Journal of financial markets
20
(
2014
),
pp. 129-150
Persistent link: https://www.econbiz.de/10010442386
Saved in:
4
From cents to half-cents and its liquidity impact
Anderson, Hamish D.
;
Peng, Yuan
- In:
Pacific accounting review
26
(
2014
)
3
,
pp. 160-176
Persistent link: https://www.econbiz.de/10010469080
Saved in:
5
Against the tide : the commencement of short selling and margin trading in mainland China
Sharif, Saqip
;
Anderson, Hamish D.
;
Marshall, Ben R.
- In:
Accounting and finance : journal of the Accounting …
54
(
2014
)
4
,
pp. 1319-1355
Persistent link: https://www.econbiz.de/10010472936
Saved in:
6
On the hidden side of liquidity
Alañón Pardo, Ángel
;
Pascual, Roberto
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 949-967
Persistent link: https://www.econbiz.de/10009691773
Saved in:
7
Does the open limit order book matter in explaining informational volatility?
Pascual, Roberto
;
Veredas, David
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
1
,
pp. 57-87
Persistent link: https://www.econbiz.de/10003997330
Saved in:
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