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~person:"Bouchaud, Jean-Philippe"
~person:"Lien, Da-hsiang Donald"
~subject:"Börsenkurs"
~subject:"Stochastic process"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Search: subject_exact:"Wertpapiermarkt"
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Börsenkurs
Stochastic process
Securities trading
17
Wertpapierhandel
17
Share price
13
Bourse
10
Börse
10
Market microstructure
10
Marktmikrostruktur
10
Taiwan
8
Anlageverhalten
5
Behavioural finance
5
Aktienmarkt
4
Stock market
4
Theorie
4
Theory
4
Trading strategy
4
Derivat
3
Derivative
3
Order aggressiveness
3
Bid-ask spread
2
Geld-Brief-Spanne
2
Handelsvolumen der Börse
2
Hedging
2
Information content
2
Investor types
2
Order decisions
2
Order submission
2
Price impact
2
Trade size
2
Trading volume
2
Aktienindex
1
Algorithmic trading
1
Asymmetric information
1
Asymmetrische Information
1
Betriebsgröße
1
Block trades
1
Cluster analysis
1
Clusteranalyse
1
Cointegration
1
Electronic trading
1
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Undetermined
13
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Article
13
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Article in journal
Aufsatzsammlung
Aufsatz in Zeitschrift
13
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English
13
Author
All
Bouchaud, Jean-Philippe
Lien, Da-hsiang Donald
Frino, Alex
11
Hung, Pi-Hsia
11
Van Ness, Robert A.
8
Cartea, Álvaro
7
Chung, Kee H.
7
Van Ness, Bonnie F.
7
Abergel, Frédéric
6
Chung, Chune Young
6
Ibikunle, Gbenga
6
Jaimungal, Sebastian
6
Ryu, Doojin
6
Chen, Tao
5
Garvey, Ryan
5
Gregoriou, Andros
5
Huu Nhan Duong
5
Jiang, George J.
5
Kalev, Petko S.
5
Lehalle, Charles-Albert
5
Menkveld, Albert J.
5
O'Hara, Maureen
5
Wu, Fei
5
Arumugam, Devika
4
Chen, Haiqiang
4
Cont, Rama
4
Easley, David
4
Frijns, Bart
4
Hendershott, Terrence
4
Lepone, Andrew
4
Li, Youwei
4
Pascual, Roberto
4
Pätäri, Eero
4
Schied, Alexander
4
Schwartz, Robert A.
4
Wang, Qin
4
Yang, J. Jimmy
4
Ahn, Hee-joon
3
Aitken, Michael J.
3
Alfonsi, Aurélien
3
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Published in...
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International review of economics & finance : IREF
2
Market microstructure and liquidity
2
Review of quantitative finance and accounting
2
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Quantitative finance
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
13
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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
Order choices : an intraday analysis of the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Lo, Hsiang-Yu
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013534201
Saved in:
4
Non-parametric estimation of quadratic Hawkes processes for order book events
Fosset, Antoine
;
Bouchaud, Jean-Philippe
;
Benzaquen, Michael
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 663-678
Persistent link: https://www.econbiz.de/10013373307
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
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:
7
Co-impact : crowding effects in institutional trading activity
Bucci, Frederic
;
Mastromatteo, Iacopo
;
Eisler, Zoltan
; …
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 193-205
Persistent link: https://www.econbiz.de/10012194861
Saved in:
8
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:
9
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
Saved in:
10
Order price clustering, size clustering, and stock price movements: evidence from the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Hung, I-Chung
- In:
Journal of empirical finance
52
(
2019
),
pp. 149-177
Persistent link: https://www.econbiz.de/10012170684
Saved in:
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