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~subject:"Finanzmarkt"
~subject:"Mathematical programming"
~type_genre:"Article in journal"
~type_genre:"Sammelwerk"
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Akademia Ekonomiczna Imienia Oskara Langego we Wrocławiu
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Operations research letters
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International journal of production research
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Finance research letters
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Omega : the international journal of management science
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International review of financial analysis
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Transportation research / E : an international journal
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
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Journal of the Operational Research Society : OR
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Economics letters
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Applied economics
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Journal of international money and finance
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Opsearch : journal of the Operational Research Society of India
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Journal of the Operational Research Society
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International review of economics & finance : IREF
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Research in international business and finance
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Top : transactions in operations research
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ECONIS (ZBW)
26,861
OLC EcoSci
1
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1
Liquidity
in high resolution in limit order markets
Pani, Sudhanshu
- In:
International Journal of Financial Markets and …
8
(
2021
)
1
,
pp. 23-49
Persistent link: https://www.econbiz.de/10012510329
Saved in:
2
Do algorithmic traders improve
liquidity
when information asymmetry is high?
Jain, Archana
;
Jain, Chinmay
;
Khanapure, Revansiddha …
- In:
The quarterly journal of finance
11
(
2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012649846
Saved in:
3
Price dynamics and market
liquidity
: an intraday event study on Euronext
Mazza, Paolo
- In:
The quarterly review of economics and finance : journal …
56
(
2015
),
pp. 139-153
Persistent link: https://www.econbiz.de/10011574367
Saved in:
4
How does short selling affect
liquidity
in financial markets?
Blau, Benjamin
;
Whitby, Ryan J.
- In:
Finance research letters
25
(
2018
),
pp. 244-250
Persistent link: https://www.econbiz.de/10012003551
Saved in:
5
Multiple markets, algorithmic trading, and market
liquidity
Upson, James
;
Van Ness, Robert A.
- In:
Journal of financial markets
32
(
2017
),
pp. 49-68
Persistent link: https://www.econbiz.de/10011814965
Saved in:
6
Price impact and bursts in
liquidity
provision
Gençay, Ramazan
;
Mahmoodzadeh, S.
;
Rojček, Jakub
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1129-1148
Persistent link: https://www.econbiz.de/10011911529
Saved in:
7
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:
8
Trading fees and efficiency in limit order markets
Colliard, Jean-Edouard
;
Foucault, Thierry
- In:
The review of financial studies
25
(
2012
)
11
,
pp. 3389-3421
Persistent link: https://www.econbiz.de/10009681906
Saved in:
9
Heterogeneous noisy beliefs and dynamic
competition
in financial markets
Boco, Hervé
;
Germain, Laurent
;
Rousseau, Fabrice
- In:
Economic modelling
54
(
2016
),
pp. 347-363
Persistent link: https://www.econbiz.de/10011642190
Saved in:
10
High frequency traders in a simulated market
Hanson, Thomas A.
- In:
Review of accounting & finance
15
(
2016
)
3
,
pp. 329-351
Persistent link: https://www.econbiz.de/10011607960
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