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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Anlageverhalten"
~subject:"Theorie"
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Anlageverhalten
Theorie
Bid-ask spread
32
Geld-Brief-Spanne
32
Market microstructure
15
Marktmikrostruktur
15
Securities trading
15
Wertpapierhandel
15
Börsenkurs
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Limit order book
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Abergel, Frédéric
1
Afful, Kofi B.
1
Ané, Thierry
1
Banerjee, Anirban
1
Cera, Katharina
1
Chen, Shu-Heng
1
Cherny, Alexander
1
Chevalier, Etienne
1
DeMatos, João Amaro
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Roch, Alexandre
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1
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Tseng, Yi-Heng
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International journal of theoretical and applied finance
Pacific-Basin finance journal
Journal of financial economics
13
Journal of financial markets
13
Journal of banking & finance
11
The review of financial studies
10
Journal of international financial markets, institutions & money
8
Quantitative finance
8
International review of financial analysis
7
Working paper / National Bureau of Economic Research, Inc.
7
Discussion paper / Centre for Economic Policy Research
6
Finance research letters
6
Journal of empirical finance
6
Market microstructure and liquidity
6
Review of quantitative finance and accounting
6
The European journal of finance
6
Journal of economic dynamics & control
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
NBER working paper series
5
Applied economics letters
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
European financial management : the journal of the European Financial Management Association
4
NES working paper series : working paper
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Research in international business and finance
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The journal of finance : the journal of the American Finance Association
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The journal of trading
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Working paper
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Applied economics
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CFS working paper series
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Federal Reserve Bank of Cleveland working paper series
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Finance and stochastics
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Gabler Edition Wissenschaft
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International journal of financial engineering
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International review of economics & finance : IREF
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ECONIS (ZBW)
13
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1
High-frequency traders' evolving role as market makers
Banerjee, Anirban
;
Roy, Prince
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463519
Saved in:
2
Passive investors and concentration of intraday liquidity : evidence from the Tokyo Stock Exchange
Kitajima, Kiichi
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013389468
Saved in:
3
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
4
General semi-Markov model for limit order books
Sviščuk, Anatolij
;
Hofmeister, Tyler
;
Cera, Katharina
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011686928
Saved in:
5
The effect of algorithmic trading on market liquidity : evidence around earnings announcements on Borsa Italiana
Frino, Alex
;
Mollica, Vito
;
Monaco, Eleonora
;
Palumbo, …
- In:
Pacific-Basin finance journal
45
(
2017
),
pp. 82-90
Persistent link: https://www.econbiz.de/10011800818
Saved in:
6
Optimal execution cost for liquidation through a limit order market
Chevalier, Etienne
;
Ly Vath, Vathana
;
Scotti, Simone
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011453884
Saved in:
7
Limit order book transparency and order aggressiveness at the closing call : lessons from the TWSE 2012 new information disclosure mechanism
Tseng, Yi-Heng
;
Chen, Shu-Heng
- In:
Pacific-Basin finance journal
35
(
2015
)
1
,
pp. 241-272
Persistent link: https://www.econbiz.de/10011538265
Saved in:
8
Commonality in liquidity, liquidity distribution, and financial crisis : evidence from country ETFs
Lee, Hsiu-Chuan
;
Tseng, Yung-Ching
;
Yang, Chung-Jen
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 35-58
Persistent link: https://www.econbiz.de/10010494004
Saved in:
9
A mathematical approach to order book modeling
Abergel, Frédéric
;
Jedidi, Aymen
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009784056
Saved in:
10
Markets as a counterparty : an introduction to conic finance
Madan, Dilip B.
;
Cherny, Alexander
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1149-1177
Persistent link: https://www.econbiz.de/10008906182
Saved in:
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