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~isPartOf:"Market microstructure and liquidity"
~subject:"Derivat"
~subject:"Elektronisches Handelssystem"
~subject:"OTC market"
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Derivat
Elektronisches Handelssystem
OTC market
Securities trading
30
Wertpapierhandel
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Börsenkurs
22
Market microstructure
22
Marktmikrostruktur
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Bid-ask spread
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market microstructure
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market making
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Handelsvolumen der Börse
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high-frequency trading
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limit order book
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Abergel, Frédéric
1
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Bel Hadj Ayed, Ahmed
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Saliba, Pamela
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Market microstructure and liquidity
Journal of securities operations & custody
32
Working paper / National Bureau of Economic Research, Inc.
32
Journal of financial markets
30
NBER working paper series
30
Journal of financial economics
28
NBER Working Paper
27
The journal of futures markets
25
The journal of trading
25
Journal of banking & finance
24
The review of financial studies
24
Research paper series / Swiss Finance Institute
20
SAFE working paper
18
Financial stability review : FSR
17
Discussion paper / Centre for Economic Policy Research
16
The journal of financial market infrastructures
16
International review of financial analysis
15
Pacific-Basin finance journal
15
Wiley trading series
15
IMF working papers
14
Staff working papers / Bank of England
14
The journal of finance : the journal of the American Finance Association
14
BIS quarterly review : international banking and financial market developments
13
CFS working paper series
13
Research in international business and finance
12
Swiss Finance Institute Research Paper
12
Journal of economic dynamics & control
11
Journal of international financial markets, institutions & money
11
Journal of risk and financial management : JRFM
11
Quantitative finance
11
Applied mathematical finance
10
Discussion paper
10
Finance and economics discussion series
10
Journal of economic theory
10
Journal of empirical finance
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
The European journal of finance
10
The financial review : the official publication of the Eastern Finance Association
10
Applied economics letters
9
Discussion papers / CEPR
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1
Nash equilibrium for risk-averse investors in a market impact game with transient price impact
Luo, Xiangge
;
Schied, Alexander
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012819919
Saved in:
2
Order exposure and liquidity coordination : does hidden liquidity harm price efficiency?
Cebiroglu, Gökhan
;
Hautsch, Nikolaus
;
Horst, Ulrich
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012819933
Saved in:
3
Limit order book (LOB) shape modeling in presence of heterogeneously informed market participants
Drame, Mouhamad
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012820075
Saved in:
4
Trade Intensity and Liquidity
Brigida, Matt
;
Pratt, William
- In:
Market microstructure and liquidity
4
(
2018
)
1/2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012256399
Saved in:
5
The behavior of high-frequency traders under different market stress scenarios
Megarbane, Nicolas
;
Saliba, Pamela
;
Lehalle, Charles-Albert
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-54
Persistent link: https://www.econbiz.de/10011988891
Saved in:
6
Optimal execution in a multiplayer model of transient price impact
Strehle, Elias
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011988893
Saved in:
7
Market impact : a systematic study of limit orders
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Husson, Alexandre
; …
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011988894
Saved in:
8
High-frequency trading meets online learning
Fernandez-Tapia, Joaquin
- In:
Market microstructure and liquidity
2
(
2016
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011588235
Saved in:
9
High frequency asymptotics for the limit order book
Lakner, Peter
;
Reed, Josh
;
Stoikov, Sasha
- In:
Market microstructure and liquidity
2
(
2016
)
1
,
pp. 1-83
Persistent link: https://www.econbiz.de/10011588237
Saved in:
10
Queue imbalance as a one-tick-ahead price predictor in a limit order book
Gould, Martin
;
Bonart, Julius
- In:
Market microstructure and liquidity
2
(
2016
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011588243
Saved in:
1
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