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~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial markets"
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Electronic trading
73
Elektronisches Handelssystem
73
Securities trading
47
Wertpapierhandel
47
Börsenkurs
40
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40
High-frequency trading
24
Theorie
24
Theory
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18
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16
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12
Behavioural finance
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Market liquidity
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Bourse
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algorithmic trading
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Efficient market hypothesis
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Effizienzmarkthypothese
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Jaimungal, Sebastian
5
Ślepaczuk, Robert
5
Cartea, Álvaro
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Donnelly, Ryan
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Dionne, Georges
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Ibikunle, Gbenga
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Aldrich, Eric M.
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Andersen, Torben
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Bellia, Mario
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Bondarenko, Oleg
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Drissi, Fayçal
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Easley, David
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Garvey, Ryan
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Moulton, Pamela C.
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O'Hara, Maureen
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Pelizzon, Loriana
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Poutré, Cédric
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Rzayev, Khaladdin
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Uno, Jun
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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Applied mathematical finance
Journal of empirical finance
Journal of financial markets
Working papers
The journal of trading
41
Journal of financial economics
32
The journal of futures markets
30
Journal of banking & finance
25
The review of financial studies
21
Wiley trading series
21
Journal of international financial markets, institutions & money
19
Quantitative finance
18
Research in international business and finance
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NBER working paper series
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The journal of finance : the journal of the American Finance Association
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Finance research letters
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Market microstructure and liquidity
15
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Discussion paper / Centre for Economic Policy Research
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Computational economics
12
International review of financial analysis
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Journal of financial and quantitative analysis : JFQA
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Pacific-Basin finance journal
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Swiss Finance Institute Research Paper
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The financial review : the official publication of the Eastern Finance Association
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BIS quarterly review : international banking and financial market developments
10
CFS working paper series
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SAFE working paper
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Journal of risk and financial management : JRFM
9
Journal of securities operations & custody
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Applied economics
8
International journal of theoretical and applied finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Financial innovation : FIN
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ECONIS (ZBW)
73
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1
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
Saved in:
2
The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10012816711
Saved in:
3
Optimal execution : a review
Donnelly, Ryan
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 181-212
Persistent link: https://www.econbiz.de/10013554798
Saved in:
4
The profitability of lead-lag arbitrage at high-frequency
Poutré, Cédric
;
Dionne, Georges
;
Yergeau, Gabriel
-
2022
Persistent link: https://www.econbiz.de/10013380798
Saved in:
5
A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy
Baranochnikov, Illia
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10013473692
Saved in:
6
Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Index
Kryńska, Katarzyna
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10013473995
Saved in:
7
International high-frequency arbitrage for cross-listed stocks
Poutré, Cédric
;
Dionne, Georges
;
Yergeau, Gabriel
-
2021
Persistent link: https://www.econbiz.de/10012592176
Saved in:
8
The market quality implications of speed in cross-platform trading : evidence from Frankfurt-London microwave networks
Rzayev, Khaladdin
;
Ibikunle, Gbenga
;
Steffen, Tom
- In:
Journal of financial markets
66
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014472946
Saved in:
9
US cross-listing and domestic high-frequency trading : evidence from Canadian stocks
Dodd, Olga
;
Frijns, Bart
;
Indriawan, Ivan
;
Pascual, Roberto
- In:
Journal of empirical finance
72
(
2023
),
pp. 301-320
Persistent link: https://www.econbiz.de/10014476858
Saved in:
10
Predictable losses of liquidity provision in constant function markets and concentrated liquidity markets
Cartea, Álvaro
;
Drissi, Fayçal
;
Monga, Marcello
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 69-93
Persistent link: https://www.econbiz.de/10014443350
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