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445
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415
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399
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398
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393
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388
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364
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361
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357
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342
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340
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340
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334
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332
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326
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322
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321
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320
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315
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310
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309
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300
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298
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294
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293
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287
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286
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284
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280
Devereux, Michael B.
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Discussion paper
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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1,819
Journal of public economics
1,813
SpringerLink / Bücher
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Economic modelling
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1,693
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CESifo Working Paper Series
1,678
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Management science : journal of the Institute for Operations Research and the Management Sciences
1,588
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1,570
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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IMF working papers
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10
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date (oldest first)
1
Optimal liquidation and adverse selection in dark pools
Kratz, Peter
;
Schöneborn, Torsten
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 177-210
Persistent link: https://www.econbiz.de/10011969158
Saved in:
2
Optimal execution horizon
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 640-672
Persistent link: https://www.econbiz.de/10011350553
Saved in:
3
The rise of social sentiment and payment for order flow : new implications for non-fundamental information in financial markets
Russ, David
-
2022
Persistent link: https://www.econbiz.de/10013279193
Saved in:
4
Adverse selection and liquidity: from
theory
to practice
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494209
Saved in:
5
Limit order book (LOB) shape modeling in presence of heterogeneously informed market participants
Drame, Mouhamad
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012820075
Saved in:
6
Enhancing trading strategies with order book signals
Cartea, Álvaro
;
Donnelly, Ryan
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011959112
Saved in:
7
Three essays in financial economics under asymmetric information
Strobl, Günter
-
2005
Persistent link: https://www.econbiz.de/10003554471
Saved in:
8
Market microstructure and asset pricing : on the compensation for illiquidity in stock returns
Brennan, Michael J.
- In:
Journal of financial economics
41
(
1996
)
3
,
pp. 441-464
Persistent link: https://www.econbiz.de/10001200400
Saved in:
9
Marketmaking in the laboratory: does competition matter?
Krahnen, Jan Pieter
-
1997
Persistent link: https://www.econbiz.de/10000974643
Saved in:
10
Risk sharing, adverse selection and market structure
Biais, Bruno
- In:
Financial mathematics : held in Bressanone, Italy, July …
,
(pp. 1-51)
.
1997
Persistent link: https://www.econbiz.de/10001321239
Saved in:
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