Similar Search Results

Adaptive markets : financial evolution at the speed of thought

Lo, Andrew W. - 2017

Persistent link: https://www.econbiz.de/10013503329

Empirical market microstructure : event flow, endogenous order display and depth imbalance based trading

Belter, Klaus - 2007

Persistent link: https://www.econbiz.de/10003666030

Limit order books and trade informativeness

Beltran Lopez, Helena; Gramming, Joachim; Menkveld, … - In: The European journal of finance 18 (2012) 9/10, pp. 737-759

Persistent link: https://www.econbiz.de/10009691782

Estimating probability of informed trading on the Bucharest stock exchange

Cepoi, Cosmin Octavian; Toma, Filip Mihai - In: Finance a úvěr 66 (2016) 2, pp. 140-160

Persistent link: https://www.econbiz.de/10011618713

Continuous equilibrium under base preferences and attainable initial endowments

Horst, Ulrich; Kupper, Michael; Macrina, Andrea; … - 2011

equilibrium exists and the agents' optimal trading strategies are constant. Affine processes, and the theory of information … are obtained and applied to numerically analyze the impact of the agents' risk aversion on the implied volatility of … pricing ; implied volatility. …