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subject:"Elektronisches Handelssystem"
~isPartOf:"Economic modelling"
~isPartOf:"Market microstructure and liquidity"
~subject:"Marktmikrostruktur"
~subject:"Theory"
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Elektronisches Handelssystem
Marktmikrostruktur
Theory
Market microstructure
39
Securities trading
31
Wertpapierhandel
31
Börsenkurs
25
Share price
25
Theorie
22
Bid-ask spread
15
Geld-Brief-Spanne
15
Electronic trading
11
market microstructure
11
Volatility
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Volatilität
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Aktienmarkt
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Bourse
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Börse
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Estimation
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Limit order book
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Schätzung
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Anlageverhalten
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Behavioural finance
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Devisenmarkt
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Exchange rate
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Financial market
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Finanzmarkt
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Foreign exchange market
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Handelsvolumen der Börse
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Marktliquidität
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Trading volume
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Wechselkurs
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Adverse Selektion
4
Adverse selection
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Asymmetric information
4
Asymmetrische Information
4
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4
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English
39
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Gould, Martin
3
Lehalle, Charles-Albert
3
Rosenbaum, Mathieu
3
Gradojevic, Nikola
2
Howison, Sam
2
Lasnier, Matthieu
2
Abergel, Frédéric
1
Agbola, Frank Wogbe
1
Alemany, Nuria
1
Alfonsi, Aurélien
1
Aquilina, Matteo
1
Aragó, Vicent
1
Arumugam, Devika
1
Bacry, Emmanuel
1
Bayona, Anna
1
Bechler, Kyle
1
Bel Hadj Ayed, Ahmed
1
Besson, Paul
1
Blanc, Pierre
1
Bonart, J.
1
Bonart, Julius
1
Bouchaud, Jean-Philippe
1
Brugler, James
1
Cebiroglu, Gökhan
1
Challet, Damien
1
Chen, Xinyun
1
Chu, Gang
1
Chung, Huimin
1
Dayri, Khalil
1
Donier, J.
1
Drame, Mouhamad
1
Dumitrescu, Ariadna
1
Eisler, Zoltán
1
El Ouadghiri, Imane
1
Ellersgaard, Simon
1
Fiess, Norbert M.
1
Gao, Cheng
1
Gençay, Ramazan
1
Gonzalez, Federico
1
Guhr, Thomas
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Economic modelling
Market microstructure and liquidity
Journal of financial markets
88
Journal of banking & finance
72
Journal of financial economics
59
Journal of econometrics
52
Quantitative finance
40
Finance research letters
39
Journal of international financial markets, institutions & money
39
Pacific-Basin finance journal
39
International review of financial analysis
36
Journal of empirical finance
35
Journal of international money and finance
28
The European journal of finance
25
International journal of finance & economics : IJFE
21
Journal of economic dynamics & control
21
NBER working paper series
21
The review of financial studies
21
The financial review : the official publication of the Eastern Finance Association
20
CFS working paper series
19
International review of economics & finance : IREF
19
Journal of financial and quantitative analysis : JFQA
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Working paper / National Bureau of Economic Research, Inc.
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Research in international business and finance
17
Research paper series / Swiss Finance Institute
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
The journal of futures markets
16
Economics letters
15
Working paper
15
NBER Working Paper
14
Review of quantitative finance and accounting
14
Working paper / Norges Bank
14
Discussion paper / Centre for Economic Policy Research
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of finance : the journal of the American Finance Association
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Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
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1
Market price determination : Interpreting quote order imbalance under zero-profit equilibrium
Long, Yunshen
;
Yan, Jingzhou
;
Wu, Liang
;
Long, Xingchen
- In:
Economic modelling
134
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014548479
Saved in:
2
Information and optimal trading strategies with dark pools
Bayona, Anna
;
Dumitrescu, Ariadna
;
Manzano Tovar, Carolina
- In:
Economic modelling
126
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462407
Saved in:
3
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
Saved in:
4
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
5
An analysis of impact of cancellation activity on market quality : evidence from China
Chu, Gang
;
Zhang, Yongjie
;
Zhang, Xiaotao
- In:
Economic modelling
102
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012796584
Saved in:
6
The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
Economic modelling
93
(
2020
),
pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
Saved in:
7
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:
8
Assessing MiFID II regulation on tick sizes : a transaction costs analysis viewpoint
Laruelle, Sophie
;
Rosenbaum, Mathieu
;
Savku, Emel
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012819950
Saved in:
9
Price impact in a latent order book
Lemhadri, Ismael
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012820060
Saved in:
10
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
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