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  • Search: subject:"Order execution"
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Year of publication
Subject
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Securities trading 15 Wertpapierhandel 15 Market microstructure 12 Marktmikrostruktur 12 Theorie 12 Theory 12 Liquidity 6 Optimal order execution 6 Bid-ask spread 5 Geld-Brief-Spanne 5 Trading 5 optimal order execution 5 Börsenkurs 4 Liquidität 4 Share price 4 Anlageverhalten 3 Behavioural finance 3 Börsenhandel 3 Handelsvolumen der Börse 3 Limit order book 3 Order execution quality 3 Speculation 3 Spekulation 3 Stock exchange trading 3 Trading volume 3 Transaction costs 3 Transaktionskosten 3 limit order book 3 liquidity 3 order execution 3 Artificial intelligence 2 Dynamic programming 2 Dynamische Optimierung 2 Electronic trading 2 Elektronisches Handelssystem 2 Forecasting model 2 Führungskräfte 2 Game theory 2 Künstliche Intelligenz 2 Managers 2
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Online availability
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Undetermined 12 Free 9
Type of publication
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Article 21 Book / Working Paper 7
Type of publication (narrower categories)
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Article in journal 19 Aufsatz in Zeitschrift 19 Arbeitspapier 3 Working Paper 3 Graue Literatur 2 Non-commercial literature 2 Thesis 1
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Language
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English 23 Undetermined 5
Author
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Garvey, Ryan 3 Schied, Alexander 3 Ahabchane, Chahid 2 Blazejewski, Adam 2 Cenesizoglu, Tolga 2 Chen, Ningyuan 2 Choi, Jin Hyuk 2 Grass, Gunnar 2 Huang, Tao 2 Jena, Sanjay Dominik 2 Kou, Steven 2 Larsen, Kasper 2 Lorenz, Christopher 2 Seppi, Duane J. 2 Wang, Jiang 2 Wu, Fei 2 Alfonsi, Aurélien 1 Bławat, Bogusław 1 Chen, Xiao 1 Chen, Yi-Hsuan 1 Chen, Yuanyuan 1 Coggins, Richard 1 Cont, Rama 1 Cooper, Rick 1 Dugast, Jérôme 1 Fruth, Antje 1 Gao, Pin 1 Gao, Xuefeng 1 Hung, Pi-Hsia 1 Infante, Arturo 1 Kukanov, Arseniy 1 Larsson, Martin 1 Li, Duan 1 Li, Kun 1 Lien, Da-hsiang Donald 1 Limmer, Yannick 1 Meldrum, Andrew 1 Meyer-Brandis, Thilo 1 Muhle-Karbe, Johannes 1 Obizhaeva, Anna A. 1
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Institution
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EconWPA 1 HAL 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Applied mathematical finance 2 Asia-Pacific journal of financial studies 1 CIRRELT 1 Finance 1 Finance and Stochastics 1 Finance and economics discussion series 1 Finance and stochastics 1 International journal of theoretical and applied finance 1 Journal of Financial Markets 1 Journal of asset management : a major new, international quarterly journal for the financial community 1 Journal of banking & finance 1 Journal of economic dynamics & control 1 Journal of financial economics 1 Journal of financial markets 1 Journal of forecasting 1 LSF research working paper series 1 MPRA Paper 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Mathematical finance : an international journal of mathematics, statistics and financial economics 1 Mathematical finance : an international journal of mathematics, statistics and financial theory 1 Mathematics and financial economics 1 Operations research 1 Pacific-Basin finance journal 1 Quantitative finance 1 The journal of behavioral finance : a publication of the Institute of Behavioral Finance 1 Working Papers / HAL 1
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Source
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ECONIS (ZBW) 22 RePEc 5 BASE 1
Showing 1 - 10 of 28
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Optimal contracts for delegated order execution
Larsson, Martin; Muhle-Karbe, Johannes; Weber, Benjamin - In: Mathematical finance : an international journal of … 35 (2025) 4, pp. 779-795
Persistent link: https://www.econbiz.de/10015461700
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Reducing transaction costs using intraday forecasts of limit order book slopes
Ahabchane, Chahid; Cenesizoglu, Tolga; Grass, Gunnar; … - In: Journal of forecasting 43 (2024) 8, pp. 2982-3008
Persistent link: https://www.econbiz.de/10015110592
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The effects of volatility on liquidity in the treasury market
Meldrum, Andrew; Sokolinskiy, Oleg - 2023
Persistent link: https://www.econbiz.de/10014284237
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When order execution meets informed trading
Xu, Longjie; Shi, Yufeng - In: Quantitative finance 25 (2025) 4, pp. 577-590
Persistent link: https://www.econbiz.de/10015534120
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Learning about latent dynamic trading demand
Chen, Xiao; Choi, Jin Hyuk; Larsen, Kasper; Seppi, Duane J. - In: Mathematics and financial economics 16 (2022) 4, pp. 615-658
Persistent link: https://www.econbiz.de/10013438875
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Reducing transaction costs using intraday forecasts of limit order book slopes
Ahabchane, Chahid; Cenesizoglu, Tolga; Grass, Gunnar; … - 2021
Persistent link: https://www.econbiz.de/10012615644
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Does the prohibition of trade-through hurt liquidity demanders?
Chen, Ningyuan; Gao, Pin; Kou, Steven - In: Operations research 71 (2023) 5, pp. 1458-1471
Persistent link: https://www.econbiz.de/10014393146
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When does slower order execution occur? : evidence from U.S. equity investors
Garvey, Ryan; Qin, Yaohua - In: Journal of asset management : a major new, … 23 (2022) 2, pp. 130-137
Persistent link: https://www.econbiz.de/10013171017
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Inefficient market depth
Dugast, Jérôme - 2017
Persistent link: https://www.econbiz.de/10011817641
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Large platonic markets with delays
Limmer, Yannick; Meyer-Brandis, Thilo - In: International journal of theoretical and applied finance 24 (2021) 8, pp. 1-19
Persistent link: https://www.econbiz.de/10012887441
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