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~isPartOf:"Quantitative finance"
~subject:"Asymmetrische Information"
~subject:"Börsenkurs"
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Asymmetrische Information
Börsenkurs
Market microstructure
38
Marktmikrostruktur
38
Share price
29
Securities trading
23
Theorie
23
Theory
23
Wertpapierhandel
23
Volatility
10
Volatilität
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Estimation
9
Schätzung
9
Limit order book
8
Stochastic process
7
Stochastischer Prozess
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Bid-ask spread
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Bourse
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Börse
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Electronic trading
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Elektronisches Handelssystem
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Forecasting model
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Geld-Brief-Spanne
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Prognoseverfahren
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Estimation theory
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Financial market
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Finanzmarkt
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Handelsvolumen der Börse
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High-frequency data
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Schätztheorie
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Time series analysis
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Trading volume
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Zeitreihenanalyse
5
Neural networks
4
Neuronale Netze
4
Noise Trading
4
Noise trading
4
Price formation
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Aktienmarkt
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Artificial intelligence
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30
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Lillo, Fabrizio
4
Abergel, Frédéric
3
Bouchaud, Jean-Philippe
3
Cont, Rama
3
Bormetti, Giacomo
2
Cucuringu, Mihai
2
Sornette, Didier
2
Taranto, Damian Eduardo
2
Tóth, Bence
2
Wehrli, Alexander
2
Achab, Massil
1
Alemany, N.
1
Antonov, Anton
1
Aragó Manzana, Vicent
1
Bacry, E.
1
Bel Hadj Ayed, Ahmed
1
Bucci, Frederic
1
Cang, Yuquan
1
Chen, Jingnan
1
Cheng, Tsung-Chi
1
Ciacci, Alberto
1
Eisler, Zoltan
1
Forde, Martin
1
Glukhov, Vacslav
1
Hizmeri, Rodrigo
1
Hult, Henrik
1
Hultin, Hanna
1
Huptas, Roman
1
Huré, Côme
1
Isaac, Alan Glen
1
Izzeldin, Marwan
1
Ju, Geonhwan
1
Kim, Kyoung-Kuk
1
Lai, Hung-neng
1
Lehalle, Charles-Albert
1
Leyvraz, Francois
1
Li, Jiayi
1
Lim, Dong-Young
1
Liu, Guangying
1
Livieri, Giulia
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Quantitative finance
Journal of financial markets
31
Pacific-Basin finance journal
24
Journal of banking & finance
22
Journal of financial economics
21
International review of financial analysis
18
Journal of empirical finance
18
Market microstructure and liquidity
18
Journal of econometrics
17
Finance research letters
13
Journal of international financial markets, institutions & money
12
The financial review : the official publication of the Eastern Finance Association
12
International review of economics & finance : IREF
11
Review of quantitative finance and accounting
11
Journal of economic dynamics & control
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
The review of financial studies
10
CFS working paper series
9
Economic modelling
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
Journal of financial and quantitative analysis : JFQA
9
Applied mathematical finance
8
International journal of theoretical and applied finance
8
Journal of risk and financial management : JRFM
8
Research in international business and finance
8
Research paper series / Swiss Finance Institute
8
The European journal of finance
8
International journal of finance & economics : IJFE
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
NBER working paper series
7
Applied economics
6
Asia-Pacific journal of financial studies
6
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
6
Emerging markets review
6
SFB 649 discussion paper
6
Working paper
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Economics letters
5
Journal of economic theory
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
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ECONIS (ZBW)
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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
Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
Saved in:
7
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
8
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:
9
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
10
Time-dependent relations between gaps and returns in a Bitcoin order book
Mota-Navarro, Roberto
;
Monroy-Castillero, Paulino
; …
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1343-1354
Persistent link: https://www.econbiz.de/10013367903
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