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~person:"Cartea, Álvaro"
~person:"Hagströmer, Björn"
~subject:"Securities trading"
~type_genre:"Aufsatz in Zeitschrift"
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Securities trading
Electronic trading
19
Elektronisches Handelssystem
19
Wertpapierhandel
14
high-frequency trading
9
Börsenkurs
8
Share price
8
algorithmic trading
7
Anlageverhalten
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Behavioural finance
6
Theorie
6
Theory
6
Volatility
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Volatilität
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Market microstructure
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Marktmikrostruktur
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Portfolio selection
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Portfolio-Management
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Algorithmic trading
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High-frequency trading
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Market making
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adverse selection
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Börsenmakler
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Control theory
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English
14
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Cartea, Álvaro
Hagströmer, Björn
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
Saar, Gideon
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
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International journal of theoretical and applied finance
5
Applied mathematical finance
4
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
The financial review : the official publication of the Eastern Finance Association
1
The review of financial studies
1
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ECONIS (ZBW)
14
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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
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:
6
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:
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
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:
10
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:
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