Search Results - subject:"Börsenhandel"

Fuzzy representation of a limit order book as a measure of stock liquidity

Stereńczak, Szymon; Marszałek, Adam - 2026

In this paper, we seek to ascertain whether the recently developed ordered fuzzy number (OFN) representation of a limit order book (LOB) by Marszałek and Burczyński (2024) may serve as a measure of stock liquidity. In particular, we aim to test whether this measure contains similar or distinct...

Persistent link: https://www.econbiz.de/10015620968

Deep limit order book forecasting : a microstructural guide

Briola, Antonio; Bartolucci, Silvia; Aste, Tomaso - 2025

Persistent link: https://www.econbiz.de/10015534180

Optimal trade execution in cryptocurrency markets

Bundi, Nils; Wei, Ching-Lin; Khashanah, Khaldoun - 2024

Persistent link: https://www.econbiz.de/10014584489

A theory of stock exchange competition and innovation : will the market fix the market?

Budish, Eric B.; Lee, Robin S.; Shim, John J. - 2024

Persistent link: https://www.econbiz.de/10014524804

Show 4 more versions 4

A theory of stock exchange competition and innovation : will the market fix the market?

Budish, Eric B.; Lee, Robin S.; Shim, John J. - 2020

Book / Working Paper

A Theory of Stock Exchange Competition and Innovation : Will the Market Fix the Market?

Budish, Eric B. - 2020

Book / Working Paper

A Theory of Stock Exchange Competition and Innovation : Will the Market Fix the Market?

Budish, Eric B. - 2019

Book / Working Paper

A Theory of Stock Exchange Competition and Innovation : Will the Market Fix the Market?

Budish, Eric B. - 2019

Book / Working Paper

Polynomial moving regression band stocks trading system

Cohen, Gil - 2024

In this research, we attempted to fit a trading system based on polynomial moving regression bands (MRB) to Nasdaq100 stocks from 2017 till the end of March 2024. Since stocks movement does not follow a linear behavior, we used multiple degree polynomial regression models to identify the stocks'...

Persistent link: https://www.econbiz.de/10015135762

Decentralised dealers? : examining liquidity provision in decentralised exchanges

Aquilina, Matteo; Foley, Sean; Gambacorta, Leonardo; … - 2024

Persistent link: https://www.econbiz.de/10015148006

Anonymity in dealer-to-customer markets

Di Cagno, Daniela; Paiardini, Paola; Sciubba, Emanuela - 2024

We use a laboratory experiment to explore the effect of a change in pre-trade anonymity in a quote-driven dealer-to-customer market, organised as a request for quote (RFQ). We consider two treatments in which dealers interact with two types of customers (informed or uninformed). In the first...

Persistent link: https://www.econbiz.de/10015337775

Will central clearing change the market structure of U.S. Treasury repo to become more standardized and trade on an all-to-all basis?

Patel, Ketan - 2026

This paper examines whether the SEC's mandate for central clearing of U.S. Treasury repo transactions could enable all-to-all trading and support the development of a standardized term repo market. By mitigating counterparty risk through central clearing, cash lenders may become more willing to...

Persistent link: https://www.econbiz.de/10015611478

A panel causality analysis of financial risk indicators and industrial firms' performance : evidence from an emerging market

Al-Own, Bassam; Al-Eitan, Ghaith N.; Al Shbail, … - 2026

Purpose - This study offers an empirical examination of the causal relationship between financial risks and firm performance among industrial firms listed on the Amman Stock Exchange credit risks and financial risk ratios are used to gauge overall financial risk, while the performance measure...

Persistent link: https://www.econbiz.de/10015592491

Vanishing acts : an econometric exploration of firm delistings in South Africa

Bhorat, Haroon; Neethling, Leigh; Sayed, Ayesha - 2026

Persistent link: https://www.econbiz.de/10015590851