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Search: subject:"Order Book"
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limit order book
69
Wertpapierhandel
65
Securities trading
56
EMPLOYMENT
49
INDUSTRY
49
INVESTMENTS
49
ORDER-BOOK LEVEL
49
PRODUCTION
49
RUSSIA
49
STOCKS OF FINISHED PRODUCTS
49
ЗАГРУЗКА ПРОИЗВОДСТВЕННЫХ МОЩНОСТЕЙ
49
ЗАНЯТОСТЬ
49
ПОРТФЕЛЬ ЗАКАЗОВ
49
ПРОМЫШЛЕННОСТЬ
49
РОССИЯ
49
BANK DEBT
48
INDUSTRY STATISTICS
48
WAGES
48
БАНКОВСКАЯ ЗАДОЛЖЕННОСТЬ
48
ЗАПАСЫ ГОТОВОЙ ПРОДУКЦИИ
48
ЗАРАБОТНАЯ ПЛАТА
48
ИНВЕСТИЦИИ
48
ПРОИЗВОДСТВО
48
ПРОМЫШЛЕННЫЕ ПРЕДПРИЯТИЯ
48
СТАТИСТИКА ПРОМЫШЛЕННОСТИ
48
УРОВЕНЬ ЦЕН
48
CAPACITY UTILIZATION
47
INDUSTRIAL ENTERPRISES
47
Theorie
40
Börsenkurs
39
ОБЪЕМ ЗАКАЗОВ
38
Market microstructure
37
Marktmikrostruktur
35
Share price
35
Theory
34
Electronic trading
29
Elektronisches Handelssystem
29
THE LEVEL OF PRICES
29
Limit order book
28
liquidity
28
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Online availability
All
Free
241
CC license
7
Type of publication
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Book / Working Paper
156
Article
85
Type of publication (narrower categories)
All
Working Paper
63
Arbeitspapier
37
Graue Literatur
37
Non-commercial literature
37
Article in journal
22
Aufsatz in Zeitschrift
22
Article
12
Hochschulschrift
2
Collection of articles of several authors
1
Sammelwerk
1
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English
124
Undetermined
116
Slovak
1
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ПАВЛОВИЧ, АУКУЦИОНЕК СЕРГЕЙ
28
ВЛАДИМИРОВНА, ДЕМИНА НАТАЛЬЯ
27
ЕВГЕНЬЕВНА, БАТЯЕВА АЛЕКСАНДРА
25
НИКОЛАЕВИЧ, МАТВЕЕВ АЛЕКСАНДР
25
СТАНИСЛАВОВИЧ, ЕГОРОВ АНДРЕЙ
25
ВЛАДИМИРОВИЧ, ЗАБЕЛИН АЛЕКСАНДР
23
Hautsch, Nikolaus
13
Napoletano, Mauro
11
Roventini, Andrea
8
Fagiolo, Giorgio
7
Horst, Ulrich
7
Leal, Sandrine Jacob
7
Dionne, Georges
6
Härdle, Wolfgang Karl
6
Abergel, Frédéric
5
Cebiroglu, Gökhan
5
Giot, Pierre
5
Large, Jeremy
5
Zhou, Xiaozhou
5
Attar, Andrea
4
Biondo, Alessio Emanuele
4
Cont, Rama
4
Grammig, Joachim
4
Jacob Leal, Sandrine
4
Lin, William
4
Mariotti, Thomas
4
Mihoci, Andrija
4
Rindi, Barbara
4
Salanié, François
4
Sun, David
4
Tsai, Shih-Chuan
4
Zheng, Ban
4
Beltran, Helena
3
Biais, Bruno
3
Bibinger, Markus
3
Cesari, Riccardo
3
Chen, Shi
3
Declerck, Fany
3
Durré, Alain
3
Ghysels, Eric
3
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Institution
All
HAL
13
Center for Financial Studies
6
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
6
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
4
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
4
Econometric Society
3
Economics Group, Nuffield College, University of Oxford
3
Finance Discipline Group, Business School
3
Institutionen för Nationalekonomi, Umeå Universitet
3
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
2
Department of Economics, Oxford University
2
Groupe de REcherche en Droit, Économie, Gestion (GREDEG), Institut Supérieur d'Économie et Management (ISEM)
2
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
2
Rimini Centre for Economic Analysis (RCEA)
2
School of Economics and Finance, Tasmanian School of Business and Economics
2
Schweizerische Nationalbank (SNB)
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Banque de France
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, Rutgers University-New Brunswick
1
Department of Economics, Sciences économiques
1
Deutsche Bundesbank
1
Dipartimento di Economia, Università Ca' Foscari Venezia
1
Dipartimento di Scienze Economiche, Facoltà di Economia
1
Eberhard Karls Universität Tübingen
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Faculteit Economie en Bedrijfskunde, Universiteit Gent
1
Federal Reserve Bank of New York
1
Federal Reserve Board (Board of Governors of the Federal Reserve System)
1
Indira Gandhi Institute of Development Research (IGIDR)
1
Institut für Weltwirtschaft (IfW)
1
Institute for Monetary and Economic Studies, Bank of Japan
1
Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna
1
London School of Economics (LSE)
1
National Centre for Econometric Research (NCER)
1
National Research University Higher School of Economics
1
Nationale Bank van België/Banque national de Belqique (BNB)
1
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Published in...
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Российский экономический барометр
49
Working Papers / HAL
10
CFS Working Paper Series
8
MPRA Paper
6
CFS Working Paper
5
CFR Working Papers
4
CORE Discussion Papers
4
Journal of Risk and Financial Management
4
Journal of risk and financial management : JRFM
4
SFB 649 Discussion Paper
4
Working papers
4
Economics Papers / Economics Group, Nuffield College, University of Oxford
3
Post-Print / HAL
3
Research Paper Series / Finance Discipline Group, Business School
3
Umeå Economic Studies
3
Working papers / Innocenzo Gasparini Institute for Economic Research
3
Annals of Operations Research
2
CFR Working Paper
2
CFR working paper
2
CFS working paper series
2
CIRRELT
2
Cahiers de recherche
2
Discussion Papers (ECON - Département des Sciences Economiques)
2
Economics Discussion Papers
2
Economics Series Working Papers / Department of Economics, Oxford University
2
Economics: The Open-Access, Open-Assessment E-Journal
2
GREDEG Working Papers
2
IDEI working papers
2
IRTG 1792 Discussion Paper
2
LEM Working Paper Series
2
LEM working paper series
2
LSF research working paper series
2
Quantitative finance
2
SFB 649 Discussion Papers
2
SFB 649 discussion paper
2
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
2
Working Papers / School of Economics and Finance, Tasmanian School of Business and Economics
2
Working Papers / Schweizerische Nationalbank (SNB)
2
Acta Universitatis Danubius. OEconomica
1
Bundesbank Discussion Paper
1
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Source
All
RePEc
139
ECONIS (ZBW)
62
EconStor
38
BASE
2
Showing
1
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241
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1
Statistical predictions of trading strategies in electronic markets
Cartea, Álvaro
;
Cohen, Samuel N.
;
Graumans, Robert
; …
-
2025
Persistent link: https://www.econbiz.de/10015339741
Saved in:
2
Neural stochastic agent-based limit
order
book
simulation with neural point process and diffusion probabilistic model
Shi, Zijian
;
Cartlidge, John
- In:
Intelligent systems in accounting, finance & management
31
(
2024
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014530827
Saved in:
3
Detecting the risk of cross-product manipulation in the EUREX fixed income futures market
Stenfors, Alexis
;
Dilshani, Kaveesha
;
Guo, Andy
;
Mere, Peter
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535735
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Optimal trade execution in cryptocurrency markets
Bundi, Nils
;
Wei, Ching-Lin
;
Khashanah, Khaldoun
- In:
Digital finance : smart data analytics, investment …
6
(
2024
)
2
,
pp. 283-318
Persistent link: https://www.econbiz.de/10014584489
Saved in:
8
Deep learning option price movement
Wang, Weiguan
;
Xu, Jia
- In:
Risks : open access journal
12
(
2024
)
6
,
pp. 1-17
order
book
, using machine learning tools. The applicability of such tools on the options market is currently missing. On an …
Persistent link: https://www.econbiz.de/10014636721
Saved in:
9
Pricing of interdealer derivatives in a limit order market
Kamate, Vidya
;
Kumar, Abhishek
-
2024
Persistent link: https://www.econbiz.de/10014487019
Saved in:
10
Online hybrid neural network for stock price prediction : a case study of high-frequency stock trading in the Chinese market
Li, Chengyu
;
Shen, Luyi
;
Qian, Guoqi
- In:
Econometrics : open access journal
11
(
2023
)
2
,
pp. 1-19
-frequency limit
order
book
(LOB) data from the Chinese market. It shows that, in most cases, our model achieves a similar speed with a …
Persistent link: https://www.econbiz.de/10014362600
Saved in:
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