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subject:"Stock market"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Quantitative finance"
~subject:"Geld-Brief-Spanne"
~subject:"Marktmikrostruktur"
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Search: subject_exact:"Geld-Brief-Spanne"
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Stock market
Geld-Brief-Spanne
Marktmikrostruktur
Bid-ask spread
18
Theorie
13
Theory
13
Securities trading
12
Wertpapierhandel
12
Börsenkurs
9
Market microstructure
9
Share price
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Handelsvolumen der Börse
5
Limit order book
5
Trading volume
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Volatility
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Bourse
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Agent-based modeling
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Agentenbasierte Modellierung
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Anlageverhalten
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1
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18
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Iori, Giulia
2
Abergel, Frédéric
1
Baccara, Mariagiovanna
1
Battauz, Anna
1
Bouchaud, Jean-Philippe
1
Bucci, Frederic
1
Chiarella, Carl
1
Echenim, Mnacho
1
Eisler, Zoltan
1
Elliott, Robert J.
1
Farmer, J. Doyne
1
Gençay, Ramazan
1
Gobet, Emmanuel
1
Guo, Ivan
1
Hall, Anthony D.
1
Huu Nhan Duong
1
Isaac, Alan Glen
1
Isaenko, Sergei
1
Ju, Geonhwan
1
Kalev, Petko S.
1
Kang, Junqing
1
Kim, Kyoung-Kuk
1
Kovaleva, Polina
1
Lehalle, Charles-Albert
1
Lillo, Fabrizio
1
Lim, Dong-Young
1
Lin, Shen
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Lo, Danny K.
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Lu, Xiaofei
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Mahmoodzadeh, S.
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Mastromatteo, Iacopo
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Morariu-Patrichi, Maxime
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1
Pakkanen, Mikko S.
1
Perelló, Josep
1
Ramaswamy, Vasudeva
1
Rojček, Jakub
1
Siu, Chi Chung
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Journal of economic dynamics & control
Quantitative finance
Journal of financial markets
48
Journal of banking & finance
35
The journal of futures markets
34
Finance research letters
33
Journal of financial economics
31
Journal of international financial markets, institutions & money
31
International review of financial analysis
28
Review of quantitative finance and accounting
26
The review of financial studies
26
The journal of finance : the journal of the American Finance Association
24
Journal of empirical finance
20
Pacific-Basin finance journal
20
International review of economics & finance : IREF
17
The European journal of finance
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of financial and quantitative analysis : JFQA
16
The financial review : the official publication of the Eastern Finance Association
16
Working paper / National Bureau of Economic Research, Inc.
15
Discussion paper / Centre for Economic Policy Research
14
NBER working paper series
14
International journal of theoretical and applied finance
12
Research in international business and finance
12
Applied economics letters
11
European financial management : the journal of the European Financial Management Association
11
Market microstructure and liquidity
11
Applied economics
10
Global finance journal
10
NBER Working Paper
10
International journal of economics and finance
9
Journal of financial intermediation
9
Working paper
9
CFS working paper series
8
Economic modelling
8
The North American journal of economics and finance : a journal of financial economics studies
8
Applied financial economics
7
Emerging markets review
7
Journal of international money and finance
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
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ECONIS (ZBW)
18
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1
State-dependent Hawkes processes and their application to limit order book modelling
Morariu-Patrichi, Maxime
;
Pakkanen, Mikko S.
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 563-583
Persistent link: https://www.econbiz.de/10013167781
Saved in:
2
Rule-based trading on an order-driven exchange : a reassessment
Isaac, Alan Glen
;
Ramaswamy, Vasudeva
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1871-1886
Persistent link: https://www.econbiz.de/10014452482
Saved in:
3
Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes
Echenim, Mnacho
;
Gobet, Emmanuel
;
Maurice, Anne-Claire
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1285-1304
Persistent link: https://www.econbiz.de/10014339922
Saved in:
4
Does the bid-ask spread affect trading in exchange operated dark pools? : evidence from a natural experiment
Huu Nhan Duong
;
Kalev, Petko S.
;
Tian, Xiao Jason
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013464908
Saved in:
5
What drives intraday reversal? : illiquidity or liquidity oversupply?
Kang, Junqing
;
Lin, Shen
;
Xiong, Xiong
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013393677
Saved in:
6
Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading
Takayama, Shino
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012666959
Saved in:
7
Analyzing order flows in limit order books with ratios of Cox-type intensities
Toke, Ioane Muni
;
Yoshida, Nakahiro
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 81-98
Persistent link: https://www.econbiz.de/10012194856
Saved in:
8
Co-impact : crowding effects in institutional trading activity
Bucci, Frederic
;
Mastromatteo, Iacopo
;
Eisler, Zoltan
; …
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 193-205
Persistent link: https://www.econbiz.de/10012194861
Saved in:
9
Optimal execution with regime-switching market resilience
Siu, Chi Chung
;
Guo, Ivan
;
Zhu, Song-Ping
;
Elliott, …
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 17-40
Persistent link: https://www.econbiz.de/10012131017
Saved in:
10
Learning multi-market microstructure from order book data
Ju, Geonhwan
;
Kim, Kyoung-Kuk
;
Lim, Dong-Young
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10012194803
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