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ECONIS (ZBW)
158
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1
A time-dependent Markovian model of a limit order book
Chávez Casillas, Jonathan A.
- In:
Computational economics
63
(
2024
)
2
,
pp. 679-709
Persistent link: https://www.econbiz.de/10014472546
Saved in:
2
Disclosure-based regulation and municipal security trade prices
Dzigbede, Komla D.
- In:
Journal of financial economic policy
16
(
2024
)
2
,
pp. 137-161
Persistent link: https://www.econbiz.de/10014514709
Saved in:
3
Trader competition in fragmented markets : liquidity supply versus picking-off risk
Bernales, Alejandro
;
Garrido, Nicolás
;
Sagade, Satchit
; …
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 221-248
Persistent link: https://www.econbiz.de/10014486395
Saved in:
4
Price clustering on cryptocurrency order books at a US-based exchange
Han, SeungOh
- In:
Journal of behavioral and experimental finance
41
(
2024
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014525962
Saved in:
5
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:
6
Equity trading
Fohlin, Caroline
- In:
Research handbook of financial markets
,
(pp. 358-377)
.
2023
Persistent link: https://www.econbiz.de/10014331077
Saved in:
7
Optimal execution with liquidity risk in a diffusive order book market
Lee, Hyoeun
;
Lee, Kiseop
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014444510
Saved in:
8
An intraday analysis of block orders on the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Wu, Yi-Hsien
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 133-147
Persistent link: https://www.econbiz.de/10014427948
Saved in:
9
Size and liquidity of government securities in India
Ajit, D.
;
Chander, Jai
;
Kumar, N. R. V. V. M. K. Rajendra
- In:
Indian economic review : official journal of Delhi …
58
(
2023
)
1
,
pp. 71-90
Persistent link: https://www.econbiz.de/10014389034
Saved in:
10
Deep order flow imbalance : extracting alpha at multiple horizons from the limit order book
Kolm, Petter N.
;
Turiel, Jeremy
;
Westray, Nicholas
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1044-1081
Persistent link: https://www.econbiz.de/10014370626
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