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~person:"Cont, Rama"
~person:"Obižaeva, Anna"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Mikrostrukturanalyse"
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Share price
Market microstructure
11
Marktmikrostruktur
11
Securities trading
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Wertpapierhandel
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5
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Cont, Rama
Obižaeva, Anna
Hung, Pi-Hsia
8
Frijns, Bart
6
Lien, Da-hsiang Donald
6
Lillo, Fabrizio
6
Theissen, Erik
6
Abergel, Frédéric
5
Bouchaud, Jean-Philippe
5
O'Hara, Maureen
5
Al-Yahyaee, Khamis Hamed
4
Andersen, Torben
4
Easley, David
4
Frino, Alex
4
Gau, Yin-feng
4
Hautsch, Nikolaus
4
Li, Yingying
4
Nolte, Ingmar
4
Potiron, Yoann
4
Tourani Rad, Alireza
4
Tóth, Bence
4
Alfonsi, Aurélien
3
Ben Ammar, Imen
3
Bormetti, Giacomo
3
Chen, Jing
3
Chung, Kee H.
3
Clinet, Simon
3
Cucuringu, Mihai
3
Grammig, Joachim
3
Gurgul, Henryk
3
Hellara, Slaheddine
3
Horst, Ulrich
3
Ibikunle, Gbenga
3
Indriawan, Ivan
3
Jiang, George J.
3
Kalev, Petko S.
3
Lehalle, Charles-Albert
3
Mykland, Per A.
3
Nguyen, Giang H.
3
Pani, Sudhanshu
3
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Quantitative finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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1
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:
2
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:
3
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
6
,
pp. 2163-2203
Persistent link: https://www.econbiz.de/10014445768
Saved in:
4
Universal features of price formation in financial markets : perspectives from deep learning
Sirignano, Justin
;
Cont, Rama
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1449-1459
Persistent link: https://www.econbiz.de/10012194797
Saved in:
5
The price impact of order book events
Cont, Rama
;
Kukanov, Arseniy
;
Stoikov, Sasha
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 47-88
Persistent link: https://www.econbiz.de/10010233613
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