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~subject:"Market microstructure"
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Market microstructure
Theorie
79
Theory
79
CAPM
42
Anlageverhalten
33
Behavioural finance
33
Begrenzte Rationalität
27
Bounded rationality
27
Börsenkurs
27
Share price
27
Portfolio selection
22
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22
Volatility
19
Volatilität
19
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17
Erwartungsbildung
17
Expectation formation
17
Kapitaleinkommen
17
Agent-based modeling
15
Agentenbasierte Modellierung
15
Stochastic process
12
Stochastischer Prozess
12
Estimation
11
Schätzung
11
Financial economics
10
Kapitalmarkttheorie
10
Securities trading
10
Time series analysis
10
Wertpapierhandel
10
Zeitreihenanalyse
10
Financial market
9
Finanzmarkt
9
Learning process
9
Lernprozess
9
Risiko
9
Risk
9
Marktmikrostruktur
8
Financial analysis
7
Finanzanalyse
7
Heterogeneous beliefs
7
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4
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4
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Arbeitspapier
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Graue Literatur
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Language
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English
8
Author
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He, Xue-zhong
8
Chiarella, Carl
4
Wei, Lijian
4
Pellizzari, Paolo
2
Aliyev, Nihad
1
Arifovic, Jasmina
1
Dieci, Roberto
1
Shi, Lei
1
Zhang, Wei
1
Zhang, Yongjie
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Journal of economic dynamics & control
2
Heterogeneous agent modeling
1
Macroeconomic dynamics
1
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ECONIS (ZBW)
8
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1
Learning, information processing and order submission in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
Saved in:
2
Ambiguous market making
Aliyev, Nihad
;
He, Xue-zhong
-
2017
Persistent link: https://www.econbiz.de/10011778179
Saved in:
3
Heterogeneous agent models in finance
Dieci, Roberto
;
He, Xue-zhong
-
2018
Persistent link: https://www.econbiz.de/10011871936
Saved in:
4
A dynamic analysis of the microstructure of moving average rules in a double auction market
Chiarella, Carl
;
He, Xue-zhong
;
Pellizzari, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003857530
Saved in:
5
Learning and information dissemination in limit order markets
Wei, Lijian
;
Zhang, Wei
;
He, Xue-zhong
;
Zhang, Yongjie
-
2013
Persistent link: https://www.econbiz.de/10009749970
Saved in:
6
A dynamic analysis of the microstucture of moving average rules in a double auction market
Chiarella, Carl
;
He, Xue-zhong
;
Pellizzari, Paolo
- In:
Macroeconomic dynamics
16
(
2012
)
4
,
pp. 556-575
Persistent link: https://www.econbiz.de/10009713365
Saved in:
7
A behavioural model of investor sentiment in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Shi, Lei
;
Wei, Lijian
-
2014
Persistent link: https://www.econbiz.de/10010349284
Saved in:
8
Machine learning and speed in high-frequency trading
Arifovic, Jasmina
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013464913
Saved in:
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