Search Results - subject:"Order Book"

Cartea, Álvaro; Cohen, Samuel N.; Graumans, Robert; … - 2025

Persistent link: https://www.econbiz.de/10015339741

Tripathi, Janhavi Shankar; Rengifo, Erick W. - In: FinTech 4 (2025) 2, pp. 1-23

(FT) have altered trading behavior and order book dynamics in the NASDAQ equity market. Leveraging high-frequency ITCH …

Persistent link: https://www.econbiz.de/10015432784

Shi, Zijian; Cartlidge, John - In: Intelligent systems in accounting, finance & management 31 (2024) 2, pp. 1-29

Persistent link: https://www.econbiz.de/10014530827

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

Dionne, Georges; Zhou, Xiaozhou - 2024

Persistent link: https://www.econbiz.de/10015079793

Dionne, Georges; Zhou, Xiaozhou - 2024

Persistent link: https://www.econbiz.de/10015080720

Jain, Konark; Firoozye, Nikan B.; Kochems, Jonathan; … - In: Finance research letters 69 (2024) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10015080930

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

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

Kamate, Vidya; Kumar, Abhishek - 2024

Persistent link: https://www.econbiz.de/10014487019

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