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~subject:"Algorithmic trading"
~subject:"Geld-Brief-Spanne"
~subject:"Volatility"
~type_genre:"Article in journal"
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Algorithmic trading
Geld-Brief-Spanne
Volatility
Securities trading
3,469
Wertpapierhandel
3,469
Börsenkurs
1,051
Share price
1,051
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Portfolio selection
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Efficient market hypothesis
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11
Chung, Kee H.
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9
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6
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5
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5
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Huu Nhan Duong
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3
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3
Lee, Albert J.
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3
Li, Mingsheng
3
Li, Youwei
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López de Prado, Marcos M.
3
Marshall, Ben R.
3
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Journal of financial markets
35
Pacific-Basin finance journal
25
International review of financial analysis
22
Journal of banking & finance
22
Finance research letters
19
Journal of financial economics
18
Quantitative finance
14
The journal of futures markets
13
Computational economics
12
Journal of empirical finance
12
Journal of international financial markets, institutions & money
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Market microstructure and liquidity
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Research in international business and finance
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Review of quantitative finance and accounting
12
The financial review : the official publication of the Eastern Finance Association
12
Applied economics
10
Economic modelling
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The European journal of finance
10
International journal of theoretical and applied finance
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
The review of financial studies
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
International review of economics & finance : IREF
7
Journal of economic dynamics & control
7
Journal of financial and quantitative analysis : JFQA
7
Journal of risk and financial management : JRFM
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
The journal of finance : the journal of the American Finance Association
7
Applied mathematical finance
6
Journal of financial intermediation
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of trading
6
Asia-Pacific journal of financial studies
5
European financial management : the journal of the European Financial Management Association
5
Review of finance : journal of the European Finance Association
5
Emerging markets review
4
International journal of financial engineering
4
Journal of behavioral and experimental finance
4
Applied economics letters
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Applied financial economics
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ECONIS (ZBW)
611
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1
Optimal trade execution in cryptocurrency markets
Bundi, Nils
;
Wei, Ching-Lin
;
Khashanah, Khaldoun
- In:
Digital finance : smart data analytics, investment …
6
(
2024
)
2
,
pp. 283-318
Persistent link: https://www.econbiz.de/10014584489
Saved in:
2
Speed traps : algorithmic trader performance under alternative market balances and structures
Peng, Yan
;
Shachat, Jason M.
;
Wei, Lijia
;
Zhang, S. Sarah
- In:
Experimental economics : a journal of the Economic …
27
(
2024
)
2
,
pp. 325-350
Persistent link: https://www.econbiz.de/10015045808
Saved in:
3
The effect of the 2008-09 short selling sales ban on UK security equities in relation to market metrics of volatility, liquidity, and price discovery
Patel, Harihar
;
Guidi, Francesco
- In:
Research in international business and finance
70
(
2024
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10015053314
Saved in:
4
Intraday power trading : toward an arms race in weather forecasting?
Kuppelwieser, Thomas
;
Wozabal, David
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
1
,
pp. 57-83
Persistent link: https://www.econbiz.de/10014226371
Saved in:
5
Impact of MiFID II tick-size regime on equity markets : evidence from the LSE
Favaretto, Eros
;
Lepone, Andrew
;
Lepone, Grace
- In:
European financial management : the journal of the …
29
(
2023
)
1
,
pp. 109-149
Persistent link: https://www.econbiz.de/10014253884
Saved in:
6
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
7
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu
;
Uğur, Ömür
;
Aksoy, Ümit
- In:
Computational economics
62
(
2023
)
1
,
pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
Saved in:
8
A Leland model for delta hedging in central risk books
Muhle-Karbe, Johannes
;
Wang, Zexin
;
Webster, Kevin T.
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 504-547
Persistent link: https://www.econbiz.de/10014329890
Saved in:
9
Does information asymmetry predict audit fees?
Frino, Alex
;
Palumbo, Riccardo
;
Rosati, Pierangelo
- In:
Accounting and finance
63
(
2023
)
2
,
pp. 2597-2619
Persistent link: https://www.econbiz.de/10014302110
Saved in:
10
Bank funding constraints and stock liquidity
Molyneux, Philip
;
Wang, Qingwei
;
Xie, Ru
;
Zhao, Binru
- In:
The European journal of finance
29
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014322443
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