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131
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:
132
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
133
Information asymmetries: three essays in market microstructure
Zehnder, Lars Simon
-
2015
Persistent link: https://www.econbiz.de/10011443113
Saved in:
134
Entscheidungsregeln und ihr Einfluss auf den Aktienkurs
Trifan, Emanuela
-
2004
Der vorliegende Beitrag quantifiziert anhand eines
Marktmikrostruktur
-Modells mit asymmetrischer Information den …
Persistent link: https://www.econbiz.de/10011525122
Saved in:
135
When overconfident traders meet feedback traders
Boco, Hervé
;
Germain, Laurent
;
Rousseau, Fabrice
-
2016
Persistent link: https://www.econbiz.de/10011553073
Saved in:
136
Dynamic optimal execution in a mixed-market-impact Hawkes price model
Alfonsi, Aurélien
;
Blanc, Pierre
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 183-218
Persistent link: https://www.econbiz.de/10011460309
Saved in:
137
Informed trading, institutional trading, and spread
Dey, Malay K.
;
Radhakrishna, B.
- In:
Journal of economics and finance
39
(
2015
)
2
,
pp. 288-307
Persistent link: https://www.econbiz.de/10011471095
Saved in:
138
Limit order book transparency and order aggressiveness at the closing call : lessons from the TWSE 2012 new information disclosure mechanism
Tseng, Yi-Heng
;
Chen, Shu-Heng
- In:
Pacific-Basin finance journal
35
(
2015
)
1
,
pp. 241-272
Persistent link: https://www.econbiz.de/10011538265
Saved in:
139
Optimal execution and price manipulations in time-varying limit order books
Alfonsi, Aurélien
;
Infante, Arturo
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 201-237
Persistent link: https://www.econbiz.de/10010499717
Saved in:
140
Market transparency, market quality, and sunshine trading
Frutos, Maria Angeles de
;
Manzano Tovar, Carolina
- In:
Journal of financial markets
17
(
2014
),
pp. 174-198
Persistent link: https://www.econbiz.de/10010437251
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