//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Cartea, Álvaro"
~person:"Hagströmer, Björn"
~person:"Saar, Gideon"
~subject:"Securities trading"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Algorithmic trading"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Securities trading
Electronic trading
24
Elektronisches Handelssystem
24
Wertpapierhandel
17
Börsenkurs
9
Share price
9
high-frequency trading
9
Anlageverhalten
7
Behavioural finance
7
algorithmic trading
7
Market microstructure
6
Marktmikrostruktur
6
Theorie
6
Theory
6
Volatility
6
Volatilität
6
High-frequency trading
5
Portfolio selection
5
Portfolio-Management
5
Adverse Selektion
4
Adverse selection
4
Aktienmarkt
4
Algorithmic trading
4
Liquidity
4
Market making
4
Market quality
4
Stochastic process
4
Stochastischer Prozess
4
Stock market
4
adverse selection
4
Börsenmakler
3
Estimation
3
Liquidität
3
Market liquidity
3
Marktliquidität
3
Schätzung
3
Stockbrokers
3
Control theory
2
Handelsvolumen der Börse
2
Kontrolltheorie
2
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
17
Arbeitspapier
1
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
1
Lehrbuch
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
17
Author
All
Cartea, Álvaro
Hagströmer, Björn
Saar, Gideon
Jaimungal, Sebastian
11
Ibikunle, Gbenga
7
O'Hara, Maureen
7
Cohen, Gil
6
Domowitz, Ian
6
Van Ness, Robert A.
5
Abergel, Frédéric
4
Arumugam, Devika
4
Donnelly, Ryan
4
Frino, Alex
4
Kalev, Petko S.
4
Manahov, Viktor
4
Menkveld, Albert J.
4
Theissen, Erik
4
Van Ness, Bonnie F.
4
Aitken, Michael J.
3
Cooper, Rick
3
Easley, David
3
Garvey, Ryan
3
Guéant, Olivier
3
Horst, Ulrich
3
Jain, Archana
3
Jain, Chinmay
3
Napoletano, Mauro
3
Riordan, Ryan
3
Schiereck, Dirk
3
Storkenmaier, Andreas
3
Van Vliet, Benjamin
3
Wing Lon Ng
3
Zhou, Hao
3
Aldrich, Eric M.
2
Alfonsi, Aurélien
2
Anagnostidis, Panagiotis
2
Andersen, Torben
2
Angel, James Joseph
2
Angstadt, Janet M.
2
Bel Hadj Ayed, Ahmed
2
Beltran Lopez, Helena
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
5
Applied mathematical finance
4
Journal of financial markets
2
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
Review of asset pricing studies : RAPS
1
The financial review : the official publication of the Eastern Finance Association
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predictable losses of liquidity provision in constant function markets and concentrated liquidity markets
Cartea, Álvaro
;
Drissi, Fayçal
;
Monga, Marcello
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 69-93
Persistent link: https://www.econbiz.de/10014443350
Saved in:
2
Latency and liquidity risk
Cartea, Álvaro
;
Jaimungal, Sebastian
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807838
Saved in:
3
Trading strategies within the edges of no-arbitrage
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Ricci, Jason
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011889457
Saved in:
4
Enhancing trading strategies with order book signals
Cartea, Álvaro
;
Donnelly, Ryan
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011959112
Saved in:
5
Market making with alpha signals
Cartea, Álvaro
;
Wang, Yixuan
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270989
Saved in:
6
Spoofing and price manipulation in order-driven markets
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Wang, Yixuan
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 67-98
Persistent link: https://www.econbiz.de/10012254104
Saved in:
7
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
Saved in:
8
Risk metrics and fine tuning of high-frequency trading strategies
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 576-611
Persistent link: https://www.econbiz.de/10011350564
Saved in:
9
Foreign exchange markets with Last Look
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Walton, Jamie
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012055750
Saved in:
10
Ultra-fast activity and intraday market quality
Cartea, Álvaro
;
Payne, Richard
;
Penalva, José
;
Tapia, …
- In:
Journal of banking & finance
99
(
2019
),
pp. 157-181
Persistent link: https://www.econbiz.de/10012162376
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->