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~subject:"Theorie"
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Search: subject:"Wertpapierhandel"
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Theorie
Securities trading
39
Wertpapierhandel
39
Börsenkurs
26
Share price
26
Market microstructure
24
Marktmikrostruktur
24
Theory
22
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10
Elektronisches Handelssystem
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Limit order book
9
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Abergel, Frédéric
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Quantitative finance
The review of financial studies
48
Journal of banking & finance
35
Journal of financial economics
34
Journal of financial markets
32
The journal of finance : the journal of the American Finance Association
24
Journal of economic dynamics & control
23
International journal of theoretical and applied finance
20
Finance research letters
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Journal of empirical finance
16
Market microstructure and liquidity
15
Journal of economic theory
14
Computational economics
13
International review of financial analysis
12
Journal of international financial markets, institutions & money
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
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The journal of trading
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Applied economics
9
Journal of financial and quantitative analysis : JFQA
9
The American economic review
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Journal of economic behavior & organization : JEBO
8
Journal of mathematical economics
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
The European journal of finance
8
The financial review : the official publication of the Eastern Finance Association
8
Economics letters
7
Mathematics and financial economics
7
Pacific-Basin finance journal
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The review of economic studies
7
Economic modelling
6
European financial management : the journal of the European Financial Management Association
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Macroeconomic dynamics
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Review of finance : journal of the European Finance Association
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The journal of futures markets
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ECONIS (ZBW)
22
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1
AI-driven liquidity provision in OTC financial markets
Cartea, Álvaro
;
Chang, Patrick
;
Mroczka, Mateusz
; …
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2171-2204
Persistent link: https://www.econbiz.de/10013490937
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
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
Saved in:
7
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:
8
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:
9
Optimal solution of the liquidation problem under execution and price impact risks
Mariani, Francesca
;
Fatone, Lorella
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1037-1049
Persistent link: https://www.econbiz.de/10013367883
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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