//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"USA"
~accessRights:"restricted"
~subject:"Securities trading"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Echtzeit-Trading"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
USA
Securities trading
Electronic trading
522
Elektronisches Handelssystem
522
Wertpapierhandel
260
Börsenkurs
225
Share price
225
Theorie
144
Theory
144
Volatility
126
Volatilität
126
Market microstructure
116
Marktmikrostruktur
116
High-frequency trading
94
Anlageverhalten
93
Behavioural finance
93
Aktienmarkt
87
Algorithmic trading
85
Stock market
84
Market liquidity
77
Marktliquidität
77
Liquidity
76
Liquidität
65
Financial market
55
Finanzmarkt
55
United States
54
Estimation
53
Schätzung
53
Efficient market hypothesis
50
Effizienzmarkthypothese
50
Bourse
49
Börse
49
Handelsvolumen der Börse
48
Trading volume
48
Bid-ask spread
46
Geld-Brief-Spanne
46
High frequency trading
45
high-frequency trading
44
Portfolio selection
43
Portfolio-Management
43
more ...
less ...
Online availability
All
Undetermined
Free
332
Type of publication
All
Article
264
Book / Working Paper
42
Type of publication (narrower categories)
All
Article in journal
256
Aufsatz in Zeitschrift
256
Arbeitspapier
25
Working Paper
25
Graue Literatur
24
Non-commercial literature
24
Aufsatz im Buch
8
Book section
8
Hochschulschrift
2
Conference paper
1
Handbook
1
Handbuch
1
Konferenzbeitrag
1
Systematic review
1
Thesis
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
294
German
10
French
2
Author
All
Cartea, Álvaro
10
Jaimungal, Sebastian
9
Foucault, Thierry
6
Ibikunle, Gbenga
6
Gresser, Uwe
5
Aitken, Michael J.
4
Arumugam, Devika
4
Cohen, Gil
4
Frino, Alex
4
Kalev, Petko S.
4
Van Ness, Robert A.
4
Abergel, Frédéric
3
Aldrich, Eric M.
3
Bollerslev, Tim
3
Donnelly, Ryan
3
Foley, Sean
3
Frijns, Bart
3
Horst, Ulrich
3
Kozhan, Roman
3
Manahov, Viktor
3
Napoletano, Mauro
3
Rojček, Jakub
3
Tham, Wing Wah
3
Van Ness, Bonnie F.
3
Zhou, Hao
3
Alfonsi, Aurélien
2
Anagnostidis, Panagiotis
2
Angstadt, Janet M.
2
Aït-Sahalia, Yacine
2
Bai, Jennie
2
Bel Hadj Ayed, Ahmed
2
Ben Ammar, Imen
2
Blanc, Pierre
2
Brogaard, Jonathan
2
Brolley, Michael
2
Capelle-Blancard, Gunther
2
Cebiroglu, Gökhan
2
Chinthalapati, V. L. Raju
2
Chung, Kee H.
2
Comerton-Forde, Carole
2
more ...
less ...
Institution
All
Springer Fachmedien Wiesbaden
3
Loyal National Repeal Association of Ireland / Trade and Commerce Committee
1
Published in...
All
Journal of financial economics
13
Market microstructure and liquidity
13
Journal of banking & finance
10
Pacific-Basin finance journal
10
Research in international business and finance
10
Journal of financial markets
9
Applied mathematical finance
8
Discussion paper / Centre for Economic Policy Research
8
International review of financial analysis
8
The journal of futures markets
8
The review of financial studies
8
Finance research letters
7
Quantitative finance
7
Working paper / National Bureau of Economic Research, Inc.
7
International journal of theoretical and applied finance
6
Journal of empirical finance
6
Journal of international financial markets, institutions & money
6
Computational economics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
SpringerLink / Bücher
5
Journal of economic behavior & organization : JEBO
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Review of quantitative finance and accounting
4
The European journal of finance
4
The journal of investment compliance
4
Applied economics
3
Economic modelling
3
Intelligent systems in accounting finance and management : international journal
3
Journal of behavioral and experimental finance
3
Research paper series / Swiss Finance Institute
3
Swiss Finance Institute Research Paper
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of finance : the journal of the American Finance Association
3
Asia-Pacific journal of financial studies
2
Discussion papers / CEPR
2
European journal of operational research : EJOR
2
Experimental economics : a journal of the Economic Science Association
2
Financial analysts journal : FAJ
2
HEC Paris research paper series
2
more ...
less ...
Source
All
ECONIS (ZBW)
306
Showing
1
-
50
of
306
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Exploiting the potential of a directional changes-based trading algorithm in the stock market
Ao, Han
;
Li, Munan
- In:
Finance research letters
60
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490396
Saved in:
2
Optimal inference for spot regressions
Bollerslev, Tim
;
Li, Jia
;
Ren, Yuexuan
- In:
American economic review
114
(
2024
)
3
,
pp. 678-708
Persistent link: https://www.econbiz.de/10014484107
Saved in:
3
Tick size, competition for liquidity provision, and price discovery : evidence from the u.s. treasury market
Fleming, Michael J.
;
Nguyen, Giang H.
;
Ruela, Francisco
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 332-354
Persistent link: https://www.econbiz.de/10014470002
Saved in:
4
The market quality implications of speed in cross-platform trading : evidence from Frankfurt-London microwave networks
Rzayev, Khaladdin
;
Ibikunle, Gbenga
;
Steffen, Tom
- In:
Journal of financial markets
66
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014472946
Saved in:
5
Does the introduction of market maker improve market quality? : evidence from China's Sci-Tech innovation board
Li, Jianhua
;
Xu, Jianxiang
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473289
Saved in:
6
US cross-listing and domestic high-frequency trading : evidence from Canadian stocks
Dodd, Olga
;
Frijns, Bart
;
Indriawan, Ivan
;
Pascual, Roberto
- In:
Journal of empirical finance
72
(
2023
),
pp. 301-320
Persistent link: https://www.econbiz.de/10014476858
Saved in:
7
Predictable losses of liquidity provision in constant function markets and concentrated liquidity markets
Cartea, Álvaro
;
Drissi, Fayçal
;
Monga, Marcello
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 69-93
Persistent link: https://www.econbiz.de/10014443350
Saved in:
8
Do algorithmic traders exploit volatility?
Arumugam, Devika
;
Prasanna, P. Krishna
;
Marathe, Rahul …
- In:
Journal of behavioral and experimental finance
37
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014456234
Saved in:
9
Algorithmic trading and market quality : international evidence of the impact of errors in colocation dates
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014463062
Saved in:
10
Insights into UK investment firms' efforts to comply with MiFID II RTS 6 that governs the conduct of algorithmic trading
Culley, Alexander Conrad
- In:
Journal of financial regulation and compliance
31
(
2023
)
5
,
pp. 607-629
Persistent link: https://www.econbiz.de/10014430366
Saved in:
11
Deep order flow imbalance : extracting alpha at multiple horizons from the limit order book
Kolm, Petter N.
;
Turiel, Jeremy
;
Westray, Nicholas
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1044-1081
Persistent link: https://www.econbiz.de/10014370626
Saved in:
12
When bigger is better : the impact of a tiny tick size on undercutting behavior
Dyhrberg, Anne Haubo
;
Foley, Sean
;
Svec, Jiri
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
6
,
pp. 2387-2416
Persistent link: https://www.econbiz.de/10014365197
Saved in:
13
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
Saved in:
14
The market quality effects of sub-second frequent batch auctions : evidence from dark trading restrictions
Zhang, Zeyu
;
Ibikunle, Gbenga
- In:
International review of financial analysis
89
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014465106
Saved in:
15
On the choice of central counterparties in the EU
Demange, Gabrielle
;
Piquard, Thibaut
- In:
Journal of financial markets
64
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014466285
Saved in:
16
High-frequency trading strategies
Goldstein, Michael A.
;
Kwan, Amy
;
Philip, Richard
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4413-4434
Persistent link: https://www.econbiz.de/10014339256
Saved in:
17
Intraday algorithmic trading strategies for cryptocurrencies
Cohen, Gil
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 395-409
Persistent link: https://www.econbiz.de/10014342035
Saved in:
18
Algorithmic trading and block ownership initiation : an information perspective
Zheng, Jiayi
;
Zhu, Yushu
- In:
The British accounting review : the journal of the …
55
(
2023
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014324911
Saved in:
19
Arbitrage bots in experimental asset markets
Angerer, Martin
;
Neugebauer, Tibor
;
Shachat, Jason M.
- In:
Journal of economic behavior & organization : JEBO
206
(
2023
),
pp. 262-278
Persistent link: https://www.econbiz.de/10014247343
Saved in:
20
COVID-19 and market structure dynamics
Cox, Justin
;
Woods, Donovan
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248224
Saved in:
21
Stock liquidity and algorithmic market making during the COVID-19 crisis
Chakrabarty, Bidisha
;
Pascual, Roberto
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248225
Saved in:
22
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
23
MiFID II and the regulation of multilateral trading in OTC derivatives : is the OTF fit for purpose?
Helm, Simon
- In:
Journal of financial regulation
9
(
2023
)
1
,
pp. 72-99
Persistent link: https://www.econbiz.de/10014314909
Saved in:
24
Judgment day : algorithmic trading around the Swiss franc cap removal
Breedon, Francis J.
;
Chen, Louisa
;
Ranaldo, Angelo
; …
- In:
Journal of international economics
140
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014266561
Saved in:
25
Algorithmic trading and post-earnings-announcement drift : a cross-country study
Chen, Tao
- In:
The international journal of accounting
58
(
2023
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10014304465
Saved in:
26
Brunt of technology in stock trading : empirical evaluation of movement in trading modes
Ravinagarajan, Janani
;
Sophia, Sharon
- In:
International journal of electronic finance : IJEF
12
(
2023
)
2
,
pp. 117-141
Persistent link: https://www.econbiz.de/10014309639
Saved in:
27
Does high-frequency trading actually improve market liquidity? : a comparative study for selected models and measures
Karkowska, Renata
;
Palczewski, Andrzej
- In:
Research in international business and finance
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014276825
Saved in:
28
Trading cryptocurrencies using algorithmic average true range systems
Cohen, Gil
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 212-222
Persistent link: https://www.econbiz.de/10014292145
Saved in:
29
Pairs trading with fractional Ornstein-Uhlenbeck spread model
Xiang, Yun
;
Zhao, Yonghong
;
Deng, Shijie
- In:
Applied economics
55
(
2023
)
23
,
pp. 2607-2623
Persistent link: https://www.econbiz.de/10014295156
Saved in:
30
Trade informativeness in modern markets
Nawn, Samarpan
;
Raizada, Gaurav
- In:
Financial analysts journal : FAJ
79
(
2023
)
1
,
pp. 77-98
Persistent link: https://www.econbiz.de/10013540889
Saved in:
31
The algorithmic future of EU market conduct supervision : a preliminary check
Azzutti, Alessio
- In:
Digitalisation, Sustainability, and the Banking and …
,
(pp. 53-98)
.
2023
Persistent link: https://www.econbiz.de/10013557084
Saved in:
32
Are cryptocurrencies cryptic or a source of arbitrage? : a genetic algorithm approach
Bewaji, Oluwasegun
;
Hamid, Sania
;
Aerts, Timothy
;
Byck, …
- In:
The journal of financial market infrastructures
11
(
2023
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10014484591
Saved in:
33
Trading robots and financial markets trading solutions : the role of experimental economics
Benedicto, Bianca
;
Madaleno, Mara
;
Botelho, Anabela
- In:
The journal of investment strategies
12
(
2023
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10014484624
Saved in:
34
Solvability of differential riccati equations and applications to algorithmic trading with signals
Drissi, Fayçal
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 457-493
Persistent link: https://www.econbiz.de/10014390281
Saved in:
35
Resiliency in the E-mini futures market
Fishe, Raymond P. H.
;
Haynes, Richard
;
Onur, Esen
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 5-23
Persistent link: https://www.econbiz.de/10012796291
Saved in:
36
On frequent batch auctions for stocks
Jagannathan, Ravi
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012878116
Saved in:
37
Market versus limit orders of speculative high-frequency traders and price discovery
Kang, Jongho
;
Kang, Jangkoo
;
Kwon, Kyungyoon
- In:
Research in international business and finance
63
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014248964
Saved in:
38
Fast traders make a quick buck : the role of speed in liquidity provision
Baldauf, Markus
;
Mollner, Joshua
- In:
Journal of financial markets
58
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013253953
Saved in:
39
Inferring trade directions in fast markets
Jurkatis, Simon Willi
- In:
Journal of financial markets
58
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013254020
Saved in:
40
Market making with inventory control and order book information
Donatoni, Enrico
;
Paterlini, Sandra
;
Bazzana, Flavio
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 597-610
Persistent link: https://www.econbiz.de/10013167784
Saved in:
41
Machine learning and speed in high-frequency trading
Arifovic, Jasmina
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013464913
Saved in:
42
Algorithmic trading and market quality : evidence from the Taiwan index futures market
Chang, Ya-Kai
;
Chou, Robin K.
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1837-1855
Persistent link: https://www.econbiz.de/10013465825
Saved in:
43
Understanding intraday momentum strategies
Rosa, Carlo
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
Saved in:
44
The dark side of IPOs : examining where and who trades in the IPO secondary market
Cox, Justin
;
Van Ness, Bonnie F.
;
Van Ness, Robert A.
- In:
Financial management : FM
51
(
2022
)
4
,
pp. 1091-1126
Persistent link: https://www.econbiz.de/10013468495
Saved in:
45
The impact of upstairs trading on market quality : evidence from a highly segmented market
Białkowski, Je̜drzej
;
Hong, Sanghyun
;
Wagner, Moritz
- In:
New Zealand economic papers
56
(
2022
)
3
,
pp. 326-332
Persistent link: https://www.econbiz.de/10013459654
Saved in:
46
Investigating intertrade durations using copulas : an experiment with NASDAQ data
Chakravary, Ranjan R.
;
Pani, Sudhanshu
- In:
Algorithmic finance
9
(
2022
)
3/4
,
pp. 81-102
Persistent link: https://www.econbiz.de/10013459970
Saved in:
47
Bertram's pairs trading strategy with bounded risk
Holý, Vladimír
;
Černý, Michal
- In:
Central European journal of operations research
30
(
2022
)
2
,
pp. 667-682
Persistent link: https://www.econbiz.de/10013185351
Saved in:
48
Financial statement timeliness and bond-price dispersion in the municipal market
Abbas, Yulianti
- In:
Public budgeting & finance
42
(
2022
)
1
,
pp. 66-97
Persistent link: https://www.econbiz.de/10013187535
Saved in:
49
Asymmetric effects of the limit order book on price dynamics
Cenesizoglu, Tolga
;
Dionne, Georges
;
Zhou, Xiaozhou
- In:
Journal of empirical finance
65
(
2022
),
pp. 77-98
Persistent link: https://www.econbiz.de/10013286401
Saved in:
50
Hidden liquidity, market quality, and order submission strategies
Lee, Albert J.
;
Chung, Kee H.
- In:
Journal of financial markets
61
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013540481
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->