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  • Search: subject:"high frequency trading"
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Year of publication
Subject
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Electronic trading 895 Elektronisches Handelssystem 895 Wertpapierhandel 460 Securities trading 456 Börsenkurs 307 Share price 305 Theorie 301 Theory 299 Volatility 158 Volatilität 155 Market microstructure 153 Marktmikrostruktur 151 Anlageverhalten 110 Behavioural finance 110 Liquidity 107 Financial market 99 Finanzmarkt 99 Liquidität 98 Marktliquidität 93 Aktienmarkt 92 Börsenhandel 92 Stock exchange trading 92 Market liquidity 90 Algorithm 87 Algorithmus 87 Stock market 87 Portfolio selection 76 Portfolio-Management 76 Effizienzmarkthypothese 71 high-frequency trading 71 Efficient market hypothesis 70 Bid-ask spread 69 Estimation 69 Geld-Brief-Spanne 69 Schätzung 69 Finanzmarktregulierung 66 Financial market regulation 65 USA 57 Spekulation 55 Speculation 54
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Online availability
All
Free 1,017 CC license 32
Type of publication
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Book / Working Paper 901 Article 112 Journal 3 Other 1
Type of publication (narrower categories)
All
Working Paper 276 Graue Literatur 262 Non-commercial literature 262 Arbeitspapier 233 Article in journal 97 Aufsatz in Zeitschrift 97 Hochschulschrift 31 Thesis 18 Article 10 Collection of articles written by one author 4 Sammlung 4 Aufsatzsammlung 3 Annual report 2 Collection of articles of several authors 2 Jahresbericht 2 Sammelwerk 2 Business report 1 Forschungsbericht 1 Geschäftsbericht 1 Konferenzschrift 1
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Language
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English 950 Undetermined 53 German 12 Italian 1 Spanish 1
Author
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Cartea, Álvaro 20 Napoletano, Mauro 15 Theissen, Erik 15 Budish, Eric B. 14 Menkveld, Albert J. 14 Aquilina, Matteo 13 Riordan, Ryan 12 Brogaard, Jonathan 11 Dionne, Georges 10 Foucault, Thierry 10 Hoffmann, Peter 10 Moinas, Sophie 10 Roventini, Andrea 10 Sagade, Satchit 10 Aldrich, Eric M. 9 Bellia, Mario 9 Fagiolo, Giorgio 9 Hendershott, Terrence 9 Jaimungal, Sebastian 9 O'Neill, Peter 9 Rime, Dagfinn 9 Zhan, Feng 9 Aitken, Michael J. 8 Cespa, Giovanni 8 Cumming, Douglas J. 8 Hautsch, Nikolaus 8 Pelizzon, Loriana 8 Poutré, Cédric 8 Shim, John J. 8 Tham, Wing Wah 8 Vives, Xavier 8 Westheide, Christian 8 Ślepaczuk, Robert 8 Benos, Evangelos 7 Biais, Bruno 7 Dijk, Dick van 7 Frijns, Bart 7 Hjalmarsson, Erik 7 King, Michael R. 7 Leal, Sandrine Jacob 7
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Institution
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National Bureau of Economic Research 15 Tinbergen Instituut 5 HAL 4 HEC Paris (École des Hautes Études Commerciales) 4 European Central Bank 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Bank of England 2 Center for Financial Studies 2 Finance Discipline Group, Business School 2 Financial Industry Regulatory Authority 2 Norges Bank 2 School of Economics and Management, University of Aarhus 2 Banca d'Italia 1 Banco de España 1 Bank für Internationalen Zahlungsausgleich / Markets Committee 1 Banque de France 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Centre de recherche en Économie (OFCE), Sciences économiques 1 Centro Studi di Economia e Finanza (CSEF) 1 Department of Economics, Brigham Young University 1 Department of Economics, Rutgers University-New Brunswick 1 Department of Economics, Sciences économiques 1 Deutsche Börse AG 1 Dipartimento di Scienze Economiche, Facoltà di Economia 1 Duale Hochschule Baden-Württemberg Stuttgart 1 Eberhard Karls Universität Tübingen 1 European Commission / Directorate-General for Communication 1 Federal Reserve Bank of New York 1 Federal Reserve Board (Board of Governors of the Federal Reserve System) 1 Gottfried Wilhelm Leibniz Universität Hannover 1 Groupe de REcherche en Droit, Économie, Gestion (GREDEG), Institut Supérieur d'Économie et Management (ISEM) 1 Handelshøgskolen, Universitetet i Stavanger 1 Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) 1 Institut für Weltwirtschaft (IfW) 1 Judge Institute of Management Studies 1 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 1 Melbourne Business School 1 National Association of Securities Dealers 1 Research Department, Borsa İstanbul 1 Rimini Centre for Economic Analysis (RCEA) 1
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Published in...
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Working papers 18 NBER working paper series 15 SAFE working paper 13 NBER Working Paper 12 Research paper series / Swiss Finance Institute 12 ECB Working Paper 11 CFS working paper series 10 Journal of risk and financial management : JRFM 10 Swiss Finance Institute Research Paper 9 Financial innovation : FIN 8 Discussion paper / Tinbergen Institute 7 International journal of economics and financial issues : IJEFI 7 Working paper 7 Working paper / Centre for Financial Research 7 Working papers / Bank for International Settlements 7 SAFE Working Paper 6 Tinbergen Institute Discussion Paper 6 Tinbergen Institute Discussion Papers 6 Working Paper 6 Working paper series / European Central Bank 6 Staff working paper / Bank of Canada 5 Working paper / National Bureau of Economic Research, Inc. 5 Working paper / Norges Bank 5 BIS Quarterly Review, December 2019 4 Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania 4 International finance discussion papers 4 Les Cahiers de Recherche 4 Markets Committee papers 4 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 4 Risks : open access journal 4 Staff reports / Federal Reserve Bank of New York 4 Working Papers / HAL 4 CESifo working papers 3 CFM discussion paper series 3 CFS Working Paper 3 CFS Working Paper Series 3 CIRRELT 3 Cambridge working papers in economics 3 Chicago Booth Research Paper 3 Cogent economics & finance 3
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Source
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ECONIS (ZBW) 902 RePEc 58 EconStor 53 BASE 4
Showing 1 - 10 of 1,017
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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
We develop a deep reinforcement learning (RL) framework for an optimal market-making (MM) trading problem, specifically focusing on price processes with semi-Markov and Hawkes Jump-Diffusion dynamics. We begin by discussing the basics of RL and the deep RL framework used; we deployed the...
Persistent link: https://www.econbiz.de/10015358963
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A law and economic analysis of trading through dark pools
Ntourou, Artemisa; Mallios, Aineas - In: Journal of financial regulation and compliance 33 (2025) 1, pp. 16-30
Persistent link: https://www.econbiz.de/10015202586
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A tale of two cities : inter-market latency and fast-trader competition
Sagade, Satchit; Scharnowski, Stefan; Theissen, Erik; … - 2024 - This version: July 10, 2024
We examine the impact of increasing competition among the fastest traders by analyzing a new low-latency microwave network connecting exchanges trading the same stocks. Using a difference-in-differences approach comparing German stocks with similar French stocks, we find improved market...
Persistent link: https://www.econbiz.de/10015065826
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Through stormy seas: how fragile is liquidity across asset classes and time?
Aliyev, Nihad; Aquilina, Matteo; Rzayev, Khaladdin; … - 2024
Persistent link: https://www.econbiz.de/10015148009
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Informer in algorithmic investment strategies on high frequency Bitcoin data
Stefaniuk, Filip; Ślepaczuk, Robert - 2024
Persistent link: https://www.econbiz.de/10015372917
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Estimation of an order book dependent hawkes process for large datasets
Mucciante, Luca; Sancetta, Alessio - In: Journal of financial econometrics 22 (2024) 4, pp. 1098-1129
Persistent link: https://www.econbiz.de/10015338768
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Limits of arbitrage and their impact on market efficiency : evidence from China
Chen, Jian; Haboub, Ahmad; Khan, Ali - In: Global finance journal 59 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014545142
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Impact of the COVID-19 market turmoil on investor behavior : a panel VAR study of bank stocks in Borsa Istanbul
Ekinci, Cumhur; Ersan, Oǧuz - In: International Journal of Financial Studies : open … 12 (2024) 1, pp. 1-18
Assuming that investors can be foreign or local, do high-frequency trading (HFT) or not, and submit orders through a …
Persistent link: https://www.econbiz.de/10014502320
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Algorithmic trading, price efficiency and welfare: an experimental approach
Corgnet, Brice; DeSantis, Mark; Siemroth, Christoph - 2023
Persistent link: https://www.econbiz.de/10014388529
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Sharks in the dark: quantifying HFT dark pool latency arbitrage
Aquilina, Matteo; Foley, Sean; O'Neill, Peter; Ruf, Thomas - 2023
Persistent link: https://www.econbiz.de/10014322495
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