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  • Search: subject:"Limit-order"
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Year of publication
Subject
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Wertpapierhandel 283 Securities trading 265 Market microstructure 195 Marktmikrostruktur 183 Börsenkurs 181 Theorie 180 Share price 173 Theory 171 Limit order book 136 Bid-ask spread 110 limit order book 110 Geld-Brief-Spanne 108 Electronic trading 96 Elektronisches Handelssystem 96 Liquidity 94 Börsenhandel 83 Stock exchange trading 82 Liquidität 69 Marktliquidität 66 Market liquidity 57 liquidity 48 market microstructure 44 Schätzung 35 Volatility 34 Volatilität 33 High-frequency trading 32 Estimation 31 Speculation 30 Spekulation 30 Anlageverhalten 27 Financial market 27 Finanzmarkt 27 Limit Order Book 26 limit order 26 Behavioural finance 25 Portfolio selection 23 Portfolio-Management 23 Stochastischer Prozess 23 high-frequency trading 23 Financial market regulation 22
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Online availability
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Free 236 Undetermined 231 CC license 12
Type of publication
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Article 324 Book / Working Paper 216
Type of publication (narrower categories)
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Article in journal 230 Aufsatz in Zeitschrift 230 Working Paper 88 Arbeitspapier 47 Graue Literatur 47 Non-commercial literature 47 Article 14 Aufsatz im Buch 3 Book section 3 research-article 3 Congress Report 2 Hochschulschrift 2 Conference paper 1 Konferenzbeitrag 1 Thesis 1
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Language
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English 373 Undetermined 164 German 1 Hungarian 1 Slovak 1
Author
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Hautsch, Nikolaus 28 Napoletano, Mauro 13 Dionne, Georges 12 Huang, Ruihong 12 Rindi, Barbara 12 Foucault, Thierry 11 Horst, Ulrich 11 Abergel, Frédéric 9 Frey, Stefan 9 Leal, Sandrine Jacob 9 Moinas, Sophie 9 Roventini, Andrea 9 Sviščuk, Anatolij 9 Theissen, Erik 9 Fagiolo, Giorgio 8 Sandås, Patrik 8 Zhou, Xiaozhou 8 Cebiroglu, Gökhan 7 Cheung, Yin-Wong 7 Härdle, Wolfgang Karl 7 Rime, Dagfinn 7 Toke, Ioane Muni 7 Buti, Sabrina 6 Cont, Rama 6 Grammig, Joachim 6 Hoffmann, Peter 6 Large, Jeremy 6 Mihoci, Andrija 6 Schnaubelt, Matthias 6 Werner, Ingrid M. 6 Menkhoff, Lukas 5 Pani, Sudhanshu 5 Poutré, Cédric 5 Valenzuela, Marcela 5 Zheng, Ban 5 Attar, Andrea 4 Biais, Bruno 4 Challet, Damien 4 Chung, Huimin 4 Friederich, Sylvain 4
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Institution
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HAL 11 Center for Financial Studies 10 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 8 C.E.P.R. Discussion Papers 7 Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät 6 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 5 Department of Economics, Oxford University 4 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 3 EconWPA 3 Econometric Society 3 Economics Group, Nuffield College, University of Oxford 3 Institutionen för Nationalekonomi, Umeå Universitet 3 Society for Computational Economics - SCE 3 CESifo 2 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 2 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 2 Finance Discipline Group, Business School 2 Groupe de REcherche en Droit, Économie, Gestion (GREDEG), Institut Supérieur d'Économie et Management (ISEM) 2 HEC Paris (École des Hautes Études Commerciales) 2 London School of Economics (LSE) 2 School of Economics and Finance, Tasmanian School of Business and Economics 2 Schweizerische Nationalbank (SNB) 2 Banque de France 1 Center for Applied Economics and Policy Research (CAEPR), Department of Economics 1 Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät 1 Centre de recherche en Économie (OFCE), Sciences économiques 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales 1 Department of Economics, International Business School, Brandeis University 1 Department of Economics, Rutgers University-New Brunswick 1 Department of Economics, Sciences économiques 1 Dipartimento di Economia, Gestione, Società e Istituzioni, Università degli Studi del Molise 1 Dipartimento di Scienze Economiche, Facoltà di Economia 1 Eberhard Karls Universität Tübingen 1 Economics Department, Fordham University 1 European Central Bank 1 Faculteit Economie en Bedrijfskunde, Universiteit Gent 1 Faculty of Economics, Kyushu Sangyo University 1 Federal Reserve Bank of New York 1 Federal Reserve Board (Board of Governors of the Federal Reserve System) 1
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Published in...
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Quantitative finance 22 Journal of financial markets 14 Market microstructure and liquidity 13 Physica A: Statistical Mechanics and its Applications 13 CFS Working Paper Series 12 Journal of economic dynamics & control 10 CFS Working Paper 9 Pacific-Basin finance journal 8 Working Papers / HAL 8 CEPR Discussion Papers 7 Finance research letters 7 Journal of banking & finance 7 MPRA Paper 7 SFB 649 Discussion Paper 7 Applied mathematical finance 6 CFR Working Papers 6 International journal of theoretical and applied finance 6 Journal of financial economics 6 Journal of international financial markets, institutions & money 6 Economic modelling 5 International journal of financial engineering 5 Journal of Financial Markets 5 Journal of empirical finance 5 Risks : open access journal 5 SFB 649 Discussion Papers 5 Working papers / Innocenzo Gasparini Institute for Economic Research 5 Economics Series Working Papers / Department of Economics, Oxford University 4 Finance and stochastics 4 Journal of Banking & Finance 4 Journal of Risk and Financial Management 4 Journal of risk and financial management : JRFM 4 Management science : journal of the Institute for Operations Research and the Management Sciences 4 Mathematical finance : an international journal of mathematics, statistics and financial theory 4 Research paper series / Swiss Finance Institute 4 The European journal of finance 4 Working papers 4 Applied economics 3 CFR Working Paper 3 CFR working paper 3 CIRRELT 3
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Source
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ECONIS (ZBW) 283 RePEc 196 EconStor 55 BASE 3 Other ZBW resources 3
Showing 1 - 10 of 540
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Bayesian bilinear neural network for predicting the mid-price dynamics in limit-order book markets
Magris, Martin; Shabani, Mostafa; Iosifidis, Alexandros - In: Journal of forecasting 42 (2023) 6, pp. 1407-1428
Persistent link: https://www.econbiz.de/10014338908
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Statistical predictions of trading strategies in electronic markets
Cartea, Álvaro; Cohen, Samuel N.; Graumans, Robert; … - In: Journal of financial econometrics 23 (2025) 2, pp. 1-64
Persistent link: https://www.econbiz.de/10015339741
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Deep reinforcement learning in non-Markov market-making
Lalor, Luca; Sviščuk, Anatolij - In: Risks : open access journal 13 (2025) 3, pp. 1-27
dealing with adverse selection within the limit order book, and we highlight the working parts of our optimization problem …
Persistent link: https://www.econbiz.de/10015358963
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Real-time tracking of public announcements in the limit order book
Arzandeh, Mehdi; Frank, Julieta; Daniels, Justin - In: The journal of futures markets 45 (2025) 6, pp. 569-599
Persistent link: https://www.econbiz.de/10015464824
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The good, the bad, and latency : exploratory trading on Bybit and Binance
Albers, Jakob; Cucuringu, Mihai; Howison, Sam; … - In: Quantitative finance 25 (2025) 6, pp. 919-947
Persistent link: https://www.econbiz.de/10015534166
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Deep limit order book forecasting : a microstructural guide
Briola, Antonio; Bartolucci, Silvia; Aste, Tomaso - In: Quantitative finance 25 (2025) 7, pp. 1101-1131
Persistent link: https://www.econbiz.de/10015534180
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The role of market makers in hybrid markets
Li, Jiayi; Zhang, Jinqing; Kong, Ao - In: Pacific-Basin finance journal 92 (2025), pp. 1-13
Persistent link: https://www.econbiz.de/10015433122
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High price impact trades identification and its implication for volatility and price efficiency
Dionne, Georges; Zhou, Xiaozhou - 2024
Persistent link: https://www.econbiz.de/10015079793
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High price impact trades identification and its implication for volatility and price efficiency
Dionne, Georges; Zhou, Xiaozhou - 2024
Persistent link: https://www.econbiz.de/10015080720
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Limit order book dynamics and order size modelling using Compound Hawkes Process
Jain, Konark; Firoozye, Nikan B.; Kochems, Jonathan; … - In: Finance research letters 69 (2024) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10015080930
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