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Equilibrium in an electronic open limit order book
Glosten, Lawrence R. - 1992
Persistent link: https://www.econbiz.de/10000864664
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Program trading and price movements
Furbush, Dean - 1990
Persistent link: https://www.econbiz.de/10000838739
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Program trading and price movements around the October 1987 market break
Furbush, Dean - 1989
Persistent link: https://www.econbiz.de/10000813408
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Using machine learning algorithms to find patterns in stock prices
Rodríguez, Pedro N.; Sosvilla-Rivero, Simón - 2006
Persistent link: https://www.econbiz.de/10003330993
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Value-at-risk : techniques to account for leptokurtosis and asymmetric behavior in returns distribtions
Lechner, Lindsay A.; Ovaert, Timothy C. - In: Journal of risk finance : the convergence of financial … 11 (2010) 5, pp. 464-480
Persistent link: https://www.econbiz.de/10008778709
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One day in June, 1993 : a study of the working of Reuters 2000-2 electronic foreign exchange trading system
Goodhart, Charles A. E.; Itō, Takatoshi; Payne, Richard - 1995
Persistent link: https://www.econbiz.de/10000935050
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SETS, arbitrage activity, and stock price dynamics
Dijk, Dick van (contributor) - 1999
Persistent link: https://www.econbiz.de/10001472377
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Does program trading cause shock prices to overreact?
Moser, James T. - In: Economic perspectives 18 (1994) 4, pp. 19-24
Persistent link: https://www.econbiz.de/10001169349