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Limit order markets : a survey
Parlour, Christine A.; Seppi, Duane J. - In: Handbook of financial intermediation and banking, (pp. 63-96). 2008
Persistent link: https://www.econbiz.de/10003729502
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Exchange-traded funds : an overview of institutions, trading, and impacts
Madhavan, Ananth Narayan - In: Annual review of financial economics 6 (2014), pp. 311-341
Persistent link: https://www.econbiz.de/10010492506
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Econometric analysis of financial transaction data : Pitfalls and opportunities
Hautsch, Nikolaus; Pohlmeier, Winfried - In: Allgemeines statistisches Archiv : AStA ; journal of … 86 (2002) 1, pp. 5-30
Persistent link: https://www.econbiz.de/10001650462
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Multi-agent market modeling: a survey
Zimmermann, Hans Georg; Grothmann, Ralph; Stolz, Carsten - In: Zeitreihenanalyse in der empirischen …, (pp. 197-230). 2004
Persistent link: https://www.econbiz.de/10002040192
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Finance de marché expérimentale : une revue de la littérature
Pouget, Sébastien - In: Finance : revue de l'Association Française de Finance 22 (2001) 1, pp. 37-63
Persistent link: https://www.econbiz.de/10001624295
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The microstructure of the foreign-exchange market : a selective survey of the literature
Sarno, Lucio; Taylor, Mark P. - 2001
Persistent link: https://www.econbiz.de/10001569943
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Market microstructure : a survey
Madhavan, Ananth Narayan - In: Journal of financial markets 3 (2000) 3, pp. 205-258
Persistent link: https://www.econbiz.de/10001501649
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Modelle zur Marktmikrostruktur
Hirth, Hans - 1998
Die Forschung zum Gebiet der Marktmikrostruktur hat in den letzten zwanzig Jahren einen beachtlichen Aufschwung …
Persistent link: https://www.econbiz.de/10010405877
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Microscopic models of financial markets
Samanidou, Egle; Zschischang, Elmar; Stauffer, Dietrich; … - 2006
This review deals with several microscopic models of financial markets which have been studied by economists and physicists over the last decade: Kim- Markowitz, Levy-Levy-Solomon, Cont-Bouchaud, Solomon-Weisbuch, Lux-Marchesi, Donangelo-Sneppen and Solomon-Levy-Huang. After an overview of...
Persistent link: https://www.econbiz.de/10003392155
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Econometric analysis of financial transaction data : pitfalls and opportunities
Hautsch, Nikolaus - 2001
Persistent link: https://www.econbiz.de/10014378893