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~isPartOf:"International review of financial analysis"
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Search: subject_exact:"Securities trading"
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Securities trading
100
Wertpapierhandel
100
Börsenkurs
54
Share price
54
Market microstructure
34
Marktmikrostruktur
34
Theorie
34
Theory
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Behavioural finance
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Abergel, Frédéric
3
Cont, Rama
3
Kallinterakis, Vasileios
3
Marshall, Ben R.
3
Verousis, Thanos
3
Ap Gwilym, Owain
2
Coakley, Jerry
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Ibikunle, Gbenga
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Azhar Mohamad
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1
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International review of financial analysis
Quantitative finance
Working paper / National Bureau of Economic Research, Inc.
134
Journal of banking & finance
126
Journal of financial markets
121
NBER working paper series
105
Journal of financial economics
86
NBER Working Paper
83
Discussion paper / Centre for Economic Policy Research
81
The review of financial studies
80
Pacific-Basin finance journal
79
Journal of securities operations & custody
72
The journal of finance : the journal of the American Finance Association
67
Finance research letters
62
Journal of empirical finance
58
Journal of financial and quantitative analysis : JFQA
58
The journal of trading
51
The journal of futures markets
44
Journal of international financial markets, institutions & money
43
Review of quantitative finance and accounting
42
Research paper series / Swiss Finance Institute
39
The European journal of finance
39
The financial review : the official publication of the Eastern Finance Association
39
Wiley trading series
37
Applied economics letters
34
CFS working paper series
33
Applied economics
31
International journal of theoretical and applied finance
31
International review of economics & finance : IREF
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Journal of economic dynamics & control
30
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Market microstructure and liquidity
30
SpringerLink / Bücher
30
Fisher College of Business working paper series
29
SAFE working paper
29
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
27
Working paper / Centre for Financial Research
26
Journal of financial intermediation
25
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
100
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1
Cross-impact of order flow imbalance in equity markets
Cont, Rama
;
Cucuringu, Mihai
;
Zhang, Chao
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1373-1393
Persistent link: https://www.econbiz.de/10014419165
Saved in:
2
Analysis and modeling of client order flow in limit order markets
Cont, Rama
;
Cucuringu, Mihai
;
Glukhov, Vacslav
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10014232614
Saved in:
3
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
4
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:
5
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
6
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:
7
The market quality effects of sub-second frequent batch auctions : evidence from dark trading restrictions
Zhang, Zeyu
;
Ibikunle, Gbenga
- In:
International review of financial analysis
89
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014465106
Saved in:
8
Be greedy when others are fearful : evidence from a two-decade assessment of the NDX 100 and S&P 500 indexes
Day, Min-Yuh
;
Ni, Yensen
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468853
Saved in:
9
COVID lockdown, Robinhood traders, and liquidity in stock and option markets
Shang, Danjue
- In:
International review of financial analysis
90
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014469185
Saved in:
10
Media trading groups and short selling manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1035-1052
Persistent link: https://www.econbiz.de/10014321662
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