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subject:"Elektronisches Handelssystem"
~isPartOf:"Applied mathematical finance"
~isPartOf:"International review of financial analysis"
~subject:"Börse"
~subject:"Exchange rate"
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Search: subject_exact:"Mikrostrukturanalyse"
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Elektronisches Handelssystem
Börse
Exchange rate
Market microstructure
45
Marktmikrostruktur
45
Börsenkurs
23
Share price
23
Securities trading
19
Wertpapierhandel
19
Theorie
11
Theory
11
Volatility
11
Volatilität
11
Handelsvolumen der Börse
9
Trading volume
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Electronic trading
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Aktienmarkt
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Behavioural finance
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Capital income
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3
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14
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Donnelly, Ryan
2
Jaimungal, Sebastian
2
Ahmad, Nisar
1
Ahmed, Sheraz
1
Alfonsi, Aurélien
1
Anagnostidis, Panagiotis
1
Ap Gwilym, Owain
1
Cartea, Álvaro
1
Chau, Frankie
1
Chelley-Steeley, Patricia L.
1
Daniel, Lawrence
1
Elliott, Robert J.
1
Fontaine, Patrice
1
Frijns, Bart
1
Huang, Xuancheng
1
Hussain, Syed Mujahid
1
Ibikunle, Gbenga
1
Indriawan, Ivan
1
Infante, Arturo
1
Kalev, Petko S.
1
Kim, Suk-Joong
1
Lorig, Matthew
1
McKenzie, Michael D.
1
Meshcheryakov, Artem
1
Nourian, Mojtaba
1
Sun, Yuxin
1
Tourani Rad, Alireza
1
Tsorakidis, Nikos
1
Verousis, Thanos
1
Winters, Drew B.
1
Zhang, Wenting
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Zhang, Zhichao
1
Zhou, Hao
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Applied mathematical finance
International review of financial analysis
Pacific-Basin finance journal
20
Journal of financial markets
19
Journal of international financial markets, institutions & money
19
Journal of international money and finance
16
Journal of financial economics
13
Quantitative finance
12
Research in international business and finance
12
The European journal of finance
12
Journal of banking & finance
11
Market microstructure and liquidity
10
Finance research letters
9
Journal of empirical finance
9
Working paper / Norges Bank
9
Economic modelling
8
International journal of finance & economics : IJFE
8
CESifo working papers
7
NBER working paper series
6
Research paper series / Swiss Finance Institute
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
The review of financial studies
6
Discussion paper / Centre for Economic Policy Research
5
Discussion paper / Tinbergen Institute
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Journal of financial and quantitative analysis : JFQA
5
NBER Working Paper
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Working paper
5
Working paper / National Bureau of Economic Research, Inc.
5
Working papers / Economics Department, Georgetown University
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Economics letters
4
Emerging markets review
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European financial management : the journal of the European Financial Management Association
4
Europäische Hochschulschriften / 5
4
Gabler Edition Wissenschaft
4
Investment management and financial innovations
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Journal of economics & business
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Review of quantitative finance and accounting
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Swiss Finance Institute Research Paper
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
14
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1
Applications of high-frequency data in finance : a bibliometric literature review
Hussain, Syed Mujahid
;
Ahmad, Nisar
;
Ahmed, Sheraz
- In:
International review of financial analysis
89
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014467089
Saved in:
2
Retail investor attention and the limit order book : intraday analysis of attention-based trading
Meshcheryakov, Artem
;
Winters, Drew B.
- In:
International review of financial analysis
81
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013411594
Saved in:
3
Liquidity commonality and high frequency trading: evidence from the French stock market
Anagnostidis, Panagiotis
;
Fontaine, Patrice
- In:
International review of financial analysis
69
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012317380
Saved in:
4
Optimal trading with differing trade signals
Donnelly, Ryan
;
Lorig, Matthew
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 317-344
Persistent link: https://www.econbiz.de/10012425325
Saved in:
5
Information or noise : what does algorithmic trading incorporate into the stock prices?
Zhou, Hao
;
Elliott, Robert J.
;
Kalev, Petko S.
- In:
International review of financial analysis
63
(
2019
),
pp. 27-39
Persistent link: https://www.econbiz.de/10012207365
Saved in:
6
Mean-field game strategies for optimal execution
Huang, Xuancheng
;
Jaimungal, Sebastian
;
Nourian, Mojtaba
- In:
Applied mathematical finance
26
(
2019
)
2
,
pp. 153-185
Persistent link: https://www.econbiz.de/10012210268
Saved in:
7
The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares
Frijns, Bart
;
Indriawan, Ivan
;
Tourani Rad, Alireza
- In:
International review of financial analysis
56
(
2018
),
pp. 136-152
Persistent link: https://www.econbiz.de/10012006239
Saved in:
8
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:
9
Informed trading and the price impact of block trades : a high frequency trading analysis
Sun, Yuxin
;
Ibikunle, Gbenga
- In:
International review of financial analysis
54
(
2017
),
pp. 114-129
Persistent link: https://www.econbiz.de/10011878187
Saved in:
10
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:
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