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isPartOf:"CFS working paper series"
~isPartOf:"Market microstructure and liquidity"
~subject:"Wertpapierhandel"
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Wertpapierhandel
Electronic trading
15
Elektronisches Handelssystem
15
Securities trading
13
Börsenkurs
11
Share price
11
Market microstructure
8
Marktmikrostruktur
8
Theorie
8
Theory
8
Bourse
4
Börse
4
high-frequency trading
4
market making
4
Bid-ask spread
3
Geld-Brief-Spanne
3
High-frequency trading
3
Market liquidity
3
Marktliquidität
3
limit order book
3
market microstructure
3
Aktienmarkt
2
Anlageverhalten
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Asymmetric information
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Asymmetrische Information
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Behavioural finance
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Financial market
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Finanzmarkt
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Handelsvolumen der Börse
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Limit order book
2
Liquidity
2
Liquidität
2
Stock market
2
Trading volume
2
Volatility
2
Volatilität
2
high frequency trading
2
market impact
2
Adverse Selektion
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English
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Abergel, Frédéric
1
Alfonsi, Aurélien
1
Aquilina, Matteo
1
Bel Hadj Ayed, Ahmed
1
Blanc, Pierre
1
Bonart, Julius
1
Brigida, Matt
1
Cebiroglu, Gökhan
1
Drame, Mouhamad
1
Fernandez-Tapia, Joaquin
1
Gould, Martin
1
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1
Horst, Ulrich
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Husson, Alexandre
1
Lakner, Peter
1
Lehalle, Charles-Albert
1
Luo, Xiangge
1
Megarbane, Nicolas
1
Pratt, William
1
Reed, Josh
1
Rosenbaum, Mathieu
1
Said, Emilio
1
Saliba, Pamela
1
Schied, Alexander
1
Stoikov, Sasha
1
Strehle, Elias
1
Toke, Ioane Muni
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CFS working paper series
Market microstructure and liquidity
Journal of financial markets
22
The journal of trading
20
Journal of financial economics
15
Journal of banking & finance
12
Pacific-Basin finance journal
11
Applied mathematical finance
10
Research in international business and finance
10
Quantitative finance
9
International review of financial analysis
8
Journal of international financial markets, institutions & money
8
Journal of risk and financial management : JRFM
8
The financial review : the official publication of the Eastern Finance Association
8
Finance research letters
7
International journal of theoretical and applied finance
7
Journal of empirical finance
7
Computational economics
6
Review of quantitative finance and accounting
6
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The European journal of finance
5
The journal of futures markets
5
Intelligent systems in accounting finance and management : international journal
4
International journal of economics and financial issues : IJEFI
4
Journal of economic behavior & organization : JEBO
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Journal of mathematical finance
4
The Oxford handbook of computational economics and finance
4
The journal of investment compliance
4
The review of financial studies
4
Applied economics
3
Competition and regulation in network industries : CRNI
3
Economic modelling
3
Financial market structure and dynamics : proceedings of a conference held by the Bank of Canada, November 2001
3
Journal of behavioral and experimental finance
3
Journal of securities operations & custody
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
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Asia-Pacific journal of financial studies
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ECONIS (ZBW)
13
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1
Nash equilibrium for risk-averse investors in a market impact game with transient price impact
Luo, Xiangge
;
Schied, Alexander
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012819919
Saved in:
2
Order exposure and liquidity coordination : does hidden liquidity harm price efficiency?
Cebiroglu, Gökhan
;
Hautsch, Nikolaus
;
Horst, Ulrich
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012819933
Saved in:
3
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:
4
Trade Intensity and Liquidity
Brigida, Matt
;
Pratt, William
- In:
Market microstructure and liquidity
4
(
2018
)
1/2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012256399
Saved in:
5
The behavior of high-frequency traders under different market stress scenarios
Megarbane, Nicolas
;
Saliba, Pamela
;
Lehalle, Charles-Albert
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-54
Persistent link: https://www.econbiz.de/10011988891
Saved in:
6
Optimal execution in a multiplayer model of transient price impact
Strehle, Elias
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011988893
Saved in:
7
Market impact : a systematic study of limit orders
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Husson, Alexandre
; …
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011988894
Saved in:
8
High-frequency trading meets online learning
Fernandez-Tapia, Joaquin
- In:
Market microstructure and liquidity
2
(
2016
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011588235
Saved in:
9
High frequency asymptotics for the limit order book
Lakner, Peter
;
Reed, Josh
;
Stoikov, Sasha
- In:
Market microstructure and liquidity
2
(
2016
)
1
,
pp. 1-83
Persistent link: https://www.econbiz.de/10011588237
Saved in:
10
Queue imbalance as a one-tick-ahead price predictor in a limit order book
Gould, Martin
;
Bonart, Julius
- In:
Market microstructure and liquidity
2
(
2016
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011588243
Saved in:
1
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