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~subject:"Bid-ask spread"
~subject:"Kapitaleinkommen"
~subject:"Marktmikrostruktur"
~type:"article"
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Bid-ask spread
Kapitaleinkommen
Marktmikrostruktur
Wertpapierhandel
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13
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8
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7
Lien, Da-hsiang Donald
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6
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Cont, Rama
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Journal of risk and financial management : JRFM
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1,088
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1
The determinants of limit order cancellations
Dahlström, Petter
;
Hagströmer, Björn
;
Nordén, Lars L.
- In:
The financial review : the official publication of the …
59
(
2024
)
1
,
pp. 181-201
Persistent link: https://www.econbiz.de/10014483152
Saved in:
2
The information in industry-neutral self-financed trades
Barardehi, Yashar H.
;
Da, Zhi
;
Warachka, Mitch
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 796-829
Persistent link: https://www.econbiz.de/10014520124
Saved in:
3
Neural stochastic agent-based limit order book simulation with neural point process and diffusion probabilistic model
Shi, Zijian
;
Cartlidge, John
- In:
Intelligent systems in accounting, finance & management
31
(
2024
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014530827
Saved in:
4
OTC Microstructure in a period of stress : a Multi-layered network approach
Joseph, Andreas
;
Vasios, Michalis
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461904
Saved in:
5
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:
6
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:
7
The predictive ability of technical trading rules : an empirical analysis of developed and emerging equity markets
Rink, Kevin
- In:
Financial markets and portfolio management
37
(
2023
)
4
,
pp. 403-456
Persistent link: https://www.econbiz.de/10014420500
Saved in:
8
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
Saved in:
9
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:
10
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
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