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Call auction trading : new answers to old questions

Schwartz, Robert A. (contributor) - 2003

Persistent link: https://www.econbiz.de/10004661893

Improved Auction Price Mechanism for Electronic Security Trading Platform

Li, Xi Hao - 2012

By reviewing the current Xetra auction price mechanism and analyzing its economic properties, we discover that Xetra … auction price is generically non market-clearing and that only limit prices are considered as Xetra auction price, which … prevents a market-clearing price but not a limit price from being Xetra auction price even when this situation exists in the …

Persistent link: https://www.econbiz.de/10013115759

Ökonometrische Modellierung von Durationsprozessen ultra-hoch frequenter Orderbuchdaten

Ng, Wing Lon - 2005

Persistent link: https://www.econbiz.de/10003294866

Die ARTEX-Webapplikation für Kapitalmarktexperimente

Breuer, Felix - 2006 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003064826

Orderbuchtransparenz, Bietverhalten und Liquidität

Küster-Simić, André - 2001 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001599465

Market-Maker als liquiditätsspendende Intermediäre in Börsenmärkten : das Betreuerkonzept der Deutschen Börse AG

Bosch, Robert - 2001 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001576753

Orderbuchtransparenz und Anlegerverhalten

Syha, Christine - 1999

Persistent link: https://www.econbiz.de/10001374418

Machine trading : deploying computer algorithms to conquer the markets

Chan, Ernest P. - 2017

"Dive into algo trading with step-by-step tutorials and expert insight Machine Trading is a practical guide to building your algorithmic trading business. Written by a recognized trader with major institution expertise, this book provides step-by-step instruction on quantitative trading and the...

Persistent link: https://www.econbiz.de/10011598799

Forecasting High-Frequency Volatility Shocks : An Analytical Real-Time Monitoring System

Kömm, Holger - 2016 - 1st ed. 2016

This thesis presents a new strategy that unites qualitative and quantitative mass data in form of text news and tick-by-tick asset prices to forecast the risk of upcoming volatility shocks. Holger Kömm embeds the proposed strategy in a monitoring system, using first, a sequence of competing...

Persistent link: https://www.econbiz.de/10014018810

Aggressivität von Xetra-Händlern

Windolf, Ralf-Martin - 2014

Persistent link: https://www.econbiz.de/10013432850