//--> //--> //-->
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
~isPartOf:"CEPR Discussion Papers"
~isPartOf:"Quantitative finance"
~isPartOf:"The University of Nottingham / School of Economics - discussion papers"
~subject:"Electronic trading"
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
Liquidity issues surrounding n...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Electronic trading
Market microstructure
41
Marktmikrostruktur
40
market microstructure
36
Börsenkurs
30
Share price
30
Securities trading
24
Wertpapierhandel
24
Theorie
23
Theory
23
Wettbewerb
22
Estimation
11
Schätzung
11
Volatility
10
Volatilität
10
Limit order book
8
Stochastic process
7
Stochastischer Prozess
7
Welfarism
7
Wohlfahrt
7
Bid-ask spread
6
Bourse
6
Börse
6
Elektronisches Handelssystem
6
Estimation theory
6
Forecasting model
6
Geld-Brief-Spanne
6
Handelsvolumen der Börse
6
Prognoseverfahren
6
Schätztheorie
6
Trading volume
6
Beitritt
5
Financial market
5
Finanzmarkt
5
High-frequency data
5
Spieltheorie
5
Time series analysis
5
Zeitreihenanalyse
5
game theory
5
Aktienmarkt
4
more ...
less ...
Online availability
All
Undetermined
4
Free
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Abergel, Frédéric
2
Bel Hadj Ayed, Ahmed
1
Forde, Martin
1
Hult, Henrik
1
Hultin, Hanna
1
Huré, Côme
1
Pham, Huyên
1
Platania, Federico
1
Proutiere, Alexandre
1
Rabeyrin, Jean-Jacques
1
Said, Emilio
1
Saliba, Pamela
1
Samama, Samuel
1
Serrano, Pedro
1
Smith, Benjamin
1
Sánchez-Betancourt, Leandro
1
Tapia, Mikel
1
Tarighati, Ala
1
Thillou, Damien
1
more ...
less ...
Published in...
All
CEPR Discussion Papers
Quantitative finance
The University of Nottingham / School of Economics - discussion papers
Journal of international financial markets, institutions & money
10
Journal of financial markets
9
Market microstructure and liquidity
8
Research in international business and finance
8
Finance research letters
6
International review of financial analysis
6
Journal of banking & finance
6
Pacific-Basin finance journal
6
Gabler Edition Wissenschaft
4
Journal of empirical finance
4
Applied mathematical finance
3
Economic modelling
3
Journal of econometrics
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial economics
3
Journal of international money and finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Research paper series / Swiss Finance Institute
3
The European journal of finance
3
The journal of trading
3
The review of financial studies
3
Working paper
3
Working paper / Centre for Financial Research
3
CESifo working papers
2
CFS working paper series
2
Discussion paper
2
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
2
European financial management : the journal of the European Financial Management Association
2
Investment management and financial innovations
2
Journal of economic dynamics & control
2
Journal of financial econometrics
2
Journal of risk and financial management : JRFM
2
LEM working paper series
2
Review of quantitative finance and accounting
2
SRC discussion paper : discussion paper series
2
Swiss Finance Institute Research Paper
2
The Oxford handbook of computational economics and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working paper / Norges Bank
2
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
2
Algorithmic trading in a microstructural limit order book model
Abergel, Frédéric
;
Huré, Côme
;
Pham, Huyên
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1263-1283
Persistent link: https://www.econbiz.de/10012262662
Saved in:
3
The information content of high-frequency traders aggressive orders : recent evidence
Saliba, Pamela
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1779-1794
Persistent link: https://www.econbiz.de/10012295637
Saved in:
4
Market impact : a systematic study of the high frequency options market
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Thillou, Damien
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 69-84
Persistent link: https://www.econbiz.de/10012424634
Saved in:
5
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
6
Modelling the shape of the limit order book
Platania, Federico
;
Serrano, Pedro
;
Tapia, Mikel
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1575-1597
Persistent link: https://www.econbiz.de/10011913208
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->