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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Working papers"
~subject:"Electronic trading"
~subject:"Wertpapierhandel"
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Electronic trading
Wertpapierhandel
Aktienmarkt
125
Stock market
125
USA
47
United States
47
Börsenkurs
41
Share price
41
Capital income
35
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21
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13
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6
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Ślepaczuk, Robert
3
Corazza, Marco
2
Diether, Karl B.
2
Back, Kerry E.
1
Baruch, Shmuel
1
Bellia, Mario
1
Boehmer, Ekkehart
1
Cohen, Lauren
1
Dionne, Georges
1
Fasano, Giovanni
1
Gusso, Riccardo
1
Hendershott, Terrence
1
Jones, Charles M.
1
Korzén, Kamil
1
Lee, Kuan-hui
1
Ma, Baiquan
1
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1
Menkveld, Albert J.
1
Pelizzon, Loriana
1
Pesenti, Raffaele
1
Poutré, Cédric
1
Quynh Bui
1
Saar, Gideon
1
Sangalli, Andrea
1
Sarkar, Asani
1
Schwartz, Robert A.
1
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Uno, Jun
1
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1
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The journal of finance : the journal of the American Finance Association
Working papers
Journal of financial markets
26
Pacific-Basin finance journal
26
International review of financial analysis
22
Finance research letters
20
Journal of empirical finance
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
16
Journal of financial and quantitative analysis : JFQA
14
Working paper / National Bureau of Economic Research, Inc.
14
Journal of banking & finance
13
Journal of international financial markets, institutions & money
13
International review of economics & finance : IREF
12
Review of quantitative finance and accounting
12
SAFE working paper
12
Investment management and financial innovations
11
Research in international business and finance
11
Journal of financial economics
10
The European journal of finance
10
Applied economics
9
Applied economics letters
9
NBER working paper series
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of trading
9
Asia-Pacific journal of financial studies
8
CFS working paper series
8
NBER Working Paper
8
The financial review : the official publication of the Eastern Finance Association
8
CFS Working Paper
7
Emerging markets review
7
Applied financial economics
6
Asia-Pacific financial markets
6
Economic modelling
6
Fisher College of Business working paper series
6
International journal of economics and financial issues : IJEFI
6
Journal of multinational financial management
6
Quantitative finance
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Review of Pacific Basin financial markets and policies
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SpringerLink / Bücher
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ECONIS (ZBW)
13
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1
The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10012816711
Saved in:
2
The profitability of lead-lag arbitrage at high-frequency
Poutré, Cédric
;
Dionne, Georges
;
Yergeau, Gabriel
-
2022
Persistent link: https://www.econbiz.de/10013380798
Saved in:
3
Applying hurst exponent in pair trading strategies
Quynh Bui
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322277
Saved in:
4
Low-latency trading and price discovery : evidence from the Tokyo stock exchange in the pre-opening and opening periods
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
; …
-
2020
Persistent link: https://www.econbiz.de/10012244863
Saved in:
5
A comparison among Reinforcement Learning algorithms in financial trading systems
Corazza, Marco
;
Fasano, Giovanni
;
Gusso, Riccardo
; …
-
2019
Persistent link: https://www.econbiz.de/10012197155
Saved in:
6
Hybrid investment strategy based on momentum and macroeconomic approach
Korzén, Kamil
;
Ślepaczuk, Robert
-
2019
Persistent link: https://www.econbiz.de/10012196602
Saved in:
7
Q-Learning and SARSA : a comparison between two intelligent stochastic control approaches for financial trading
Corazza, Marco
;
Sangalli, Andrea
-
2015
Persistent link: https://www.econbiz.de/10011635369
Saved in:
8
Does algorithmic trading improve liquidity?
Hendershott, Terrence
;
Jones, Charles M.
;
Menkveld, …
- In:
The journal of finance : the journal of the American …
66
(
2011
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10008991191
Saved in:
9
It's SHO time! : short-sale price tests and market quality
Diether, Karl B.
;
Lee, Kuan-hui
;
Werner, Ingrid M.
- In:
The journal of finance : the journal of the American …
64
(
2009
)
1
,
pp. 37-73
Persistent link: https://www.econbiz.de/10003853066
Saved in:
10
Market sidedness : insights into motives for trade initiation
Sarkar, Asani
;
Schwartz, Robert A.
- In:
The journal of finance : the journal of the American …
64
(
2009
)
1
,
pp. 375-423
Persistent link: https://www.econbiz.de/10003853120
Saved in:
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