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Electronic trading
22
Elektronisches Handelssystem
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17
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14
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14
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8
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Jaimungal, Sebastian
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Applied mathematical finance
Journal of empirical finance
The journal of trading
41
Journal of financial markets
38
Journal of financial economics
32
The journal of futures markets
30
Journal of banking & finance
25
The review of financial studies
21
Wiley trading series
21
Journal of international financial markets, institutions & money
19
Quantitative finance
18
Research in international business and finance
17
NBER working paper series
16
The journal of finance : the journal of the American Finance Association
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Finance research letters
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Market microstructure and liquidity
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Discussion paper / Centre for Economic Policy Research
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International review of financial analysis
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Pacific-Basin finance journal
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Swiss Finance Institute Research Paper
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The financial review : the official publication of the Eastern Finance Association
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BIS quarterly review : international banking and financial market developments
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CFS working paper series
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SAFE working paper
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Journal of risk and financial management : JRFM
9
Journal of securities operations & custody
9
Applied economics
8
International journal of theoretical and applied finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Optimal execution : a review
Donnelly, Ryan
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 181-212
Persistent link: https://www.econbiz.de/10013554798
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Closed-form approximations in multi-asset market making
Bergault, Philippe
;
Evangelista, David
;
Guéant, Olivier
; …
- In:
Applied mathematical finance
28
(
2021
)
2
,
pp. 101-142
Persistent link: https://www.econbiz.de/10013171062
Saved in:
7
Double Deep Q-Learning for optimal execution
Ning, Brian
;
Lin, Franco Ho Ting
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
28
(
2021
)
4
,
pp. 361-380
Persistent link: https://www.econbiz.de/10013411703
Saved in:
8
Optimal market making under partial information with general intensities
Campi, Luciano
;
Zabaljauregui, Diego
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012254093
Saved in:
9
Spoofing and price manipulation in order-driven markets
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Wang, Yixuan
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 67-98
Persistent link: https://www.econbiz.de/10012254104
Saved in:
10
High-frequency trading and institutional trading costs
Chen, Marie
;
Garriott, Corey
- In:
Journal of empirical finance
56
(
2020
),
pp. 74-93
Persistent link: https://www.econbiz.de/10012430411
Saved in:
11
Optimal trading with differing trade signals
Donnelly, Ryan
;
Lorig, Matthew
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 317-344
Persistent link: https://www.econbiz.de/10012425325
Saved in:
12
Mean-field game strategies for optimal execution
Huang, Xuancheng
;
Jaimungal, Sebastian
;
Nourian, Mojtaba
- In:
Applied mathematical finance
26
(
2019
)
2
,
pp. 153-185
Persistent link: https://www.econbiz.de/10012210268
Saved in:
13
Relative spread and price discovery
Aldrich, Eric M.
;
Lee, Seung
- In:
Journal of empirical finance
48
(
2018
),
pp. 81-98
Persistent link: https://www.econbiz.de/10012109271
Saved in:
14
Trading places : price leadership and the competition for order flow
Ibikunle, Gbenga
- In:
Journal of empirical finance
49
(
2018
),
pp. 178-200
Persistent link: https://www.econbiz.de/10012117739
Saved in:
15
Enhancing trading strategies with order book signals
Cartea, Álvaro
;
Donnelly, Ryan
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011959112
Saved in:
16
Optimal decisions in a time priority queue
Donnelly, Ryan
;
Gan, Luhui
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 107-147
Persistent link: https://www.econbiz.de/10011959122
Saved in:
17
A compound duration model for high-frequency asset returns
Aldrich, Eric M.
;
Heckenbach, Indra
;
Laughlin, Gregory
- In:
Journal of empirical finance
39
(
2016
),
pp. 105-128
Persistent link: https://www.econbiz.de/10011663312
Saved in:
18
Modelling asset prices for algorithmic and high-frequency trading
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 512-547
Persistent link: https://www.econbiz.de/10010235563
Saved in:
19
Entry, exit and trading profits : a look at the trading strategies of a proprietary trading team
Garvey, Ryan
;
Murphy, Anthony
- In:
Journal of empirical finance
12
(
2005
)
5
,
pp. 629-649
Persistent link: https://www.econbiz.de/10003190332
Saved in:
20
Price discovery in floor and screen trading systems
Theissen, Erik
- In:
Journal of empirical finance
9
(
2002
)
4
,
pp. 455-474
Persistent link: https://www.econbiz.de/10001711976
Saved in:
21
Information diffusion in electronic and floor trading
Franke, Günter
;
Hess, Dieter
- In:
Journal of empirical finance
7
(
2000
)
5
,
pp. 455-478
Persistent link: https://www.econbiz.de/10001545281
Saved in:
22
Pricing behavior in an off-hours computerized market
Coppejans, Mark
;
Domowitz, Ian
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 583-607
Persistent link: https://www.econbiz.de/10001505803
Saved in:
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