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Year of publication
Subject
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Theorie 12 Theory 12 Securities trading 5 Wertpapierhandel 5 Börsenkurs 2 Capital income 2 Electronic trading 2 Elektronisches Handelssystem 2 Financial market 2 Finanzmarkt 2 Finanzmathematik 2 Handelsvolumen der Börse 2 Kapitaleinkommen 2 Market microstructure 2 Marktmikrostruktur 2 Mathematical finance 2 Preismanagement 2 Pricing strategy 2 Share price 2 Simulation 2 Trading volume 2 USA 2 United States 2 ARCH model 1 ARCH-Modell 1 Agency theory 1 Agent-based modeling 1 Agentenbasierte Modellierung 1 Aktienmarkt 1 Allocation 1 Allokation 1 Comparison 1 Correlation 1 Dual listing 1 Einkommensverteilung 1 Erwartungsnutzen 1 Estimation theory 1 Expected utility 1 Haushaltsstatistik 1 Household survey 1
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Type of publication
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Article 21
Type of publication (narrower categories)
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Aufsatz im Buch 21 Book section 21
Language
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English 21
Author
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Abergel, Frédéric 4 Al Dayri, Khalil 1 Alfi, Valentina 1 Bacry, Emmanuel 1 Baldovin, Fulvio 1 Basu, Banasri 1 Bovina, Dario 1 Camana, Francesco 1 Chakrabarti, Bikas K. 1 Chakrabarti, Debkumar 1 Chakraborti, Anirban 1 Chakravarty, Satya R. 1 Cristelli, Matthieu 1 Delasssus, Romain 1 Farmer, J. Doyne 1 Foata, Laurent 1 Gangopadhyay, Kausik 1 Gatheral, Jim 1 Ghoulmié, François 1 Guéant, Olivier 1 Huth, Nicolas 1 Jedidi, Aymen 1 La Spada, Gabriele 1 Lehalle, Charles-Albert 1 Lillo, Fabrizio 1 Mitra, Manipushpak 1 Muni Toke, Ioane 1 Muzy, Jean-François 1 Pietronero, Luciano 1 Pomponio, Fabrizio 1 Preis, Tobias 1 Razafinimanana, Julien 1 Robert, Christian Yann 1 Rosenbaum, Mathieu 1 Schied, Alexander 1 Sinha, Sitabhra 1 Slynko, Alla 1 Stella, Attilio L. 1 Tyč, Stéphane 1 Vidhamali, Michael 1
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Published in...
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Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V 21
Source
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ECONIS (ZBW) 21
Showing 1 - 10 of 21
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Market influence and order book strategies
Ghoulmié, François - In: Econophysics of Order-driven Markets : proceedings of …, (pp. 125-138). 2011
Persistent link: https://www.econbiz.de/10009348939
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Reconstructing agents' strategies from price behavior
Alfi, Valentina; Cristelli, Matthieu; Pietronero, Luciano; … - In: Econophysics of Order-driven Markets : proceedings of …, (pp. 109-124). 2011
Persistent link: https://www.econbiz.de/10009348940
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A mathematical approach to order book modelling
Abergel, Frédéric; Jedidi, Aymen - In: Econophysics of Order-driven Markets : proceedings of …, (pp. 93-107). 2011
Persistent link: https://www.econbiz.de/10009348941
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High-frequency simulations of an order book : a two-scale approach
Lehalle, Charles-Albert; Guéant, Olivier; … - In: Econophysics of Order-driven Markets : proceedings of …, (pp. 73-92). 2011
Persistent link: https://www.econbiz.de/10009348942
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Price-time priority and pro rata matching in an order book model of financial markets
Preis, Tobias - In: Econophysics of Order-driven Markets : proceedings of …, (pp. 65-72). 2011
Persistent link: https://www.econbiz.de/10009348987
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Subpenny trading in US equity markets
Delasssus, Romain; Tyč, Stéphane - In: Econophysics of Order-driven Markets : proceedings of …, (pp. 31-47). 2011
Persistent link: https://www.econbiz.de/10009348991
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Are the trading volume and the number of trades distributions universal?
Vijayaraghavan, Vikram S.; Sinha, Sitabhra - In: Econophysics of Order-driven Markets : proceedings of …, (pp. 17-30). 2011
Persistent link: https://www.econbiz.de/10009348999
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Opinion formation in a heterogenous society
Wolfram, Marie-Therese - In: Econophysics of Order-driven Markets : proceedings of …, (pp. 277-288). 2011
Persistent link: https://www.econbiz.de/10009349669
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Two agent allocation problems and the first best
Mitra, Manipushpak - In: Econophysics of Order-driven Markets : proceedings of …, (pp. 271-275). 2011
Persistent link: https://www.econbiz.de/10009349670
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Income and expenditure distribution : a comparative analysis
Gangopadhyay, Kausik; Basu, Banasri - In: Econophysics of Order-driven Markets : proceedings of …, (pp. 259-269). 2011
Persistent link: https://www.econbiz.de/10009349672
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