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~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of financial economics"
~subject:"Securities trading"
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Securities trading
Electronic trading
44
Elektronisches Handelssystem
44
Wertpapierhandel
25
Börsenkurs
19
Share price
19
Theorie
18
Theory
18
High frequency trading
9
Liquidity
9
Algorithmic trading
8
Market liquidity
8
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algorithmic trading
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Jaimungal, Sebastian
5
Cartea, Álvaro
4
Donnelly, Ryan
4
Drissi, Fayçal
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2
Putniņš, Tālis J.
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Applied mathematical finance
Journal of financial economics
Journal of financial markets
22
The journal of trading
20
Wiley trading series
14
Market microstructure and liquidity
13
Journal of banking & finance
12
Pacific-Basin finance journal
11
Research in international business and finance
10
Quantitative finance
9
International review of financial analysis
8
Journal of international financial markets, institutions & money
8
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Research paper series / Swiss Finance Institute
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SAFE working paper
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The financial review : the official publication of the Eastern Finance Association
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International journal of theoretical and applied finance
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Journal of empirical finance
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CFS working paper series
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Review of quantitative finance and accounting
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Swiss Finance Institute Research Paper
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The European journal of finance
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The journal of futures markets
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Gabler Edition Wissenschaft
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Intelligent systems in accounting finance and management : international journal
4
International journal of economics and financial issues : IJEFI
4
Journal of economic behavior & organization : JEBO
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Journal of mathematical finance
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SpringerLink / Bücher
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The Oxford handbook of computational economics and finance
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The journal of investment compliance
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The review of financial studies
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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
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:
3
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:
4
Slow-moving capital and execution costs : evidence from a major trading glitch
Bogousslavsky, Vincent
;
Collin-Dufresne, Pierre
; …
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 922-949
Persistent link: https://www.econbiz.de/10012693851
Saved in:
5
Who provides liquidity, and when?
Li, Sida
;
Wang, Xin
;
Ye, Mao
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 968-980
Persistent link: https://www.econbiz.de/10012873103
Saved in:
6
The electronic evolution of corporate bond dealers
O'Hara, Maureen
;
Zhou, Xing
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 368-390
Persistent link: https://www.econbiz.de/10012650447
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
Competition among liquidity providers with access to high-frequency trading technology
Bongaerts, Dion
;
Van Achter, Mark
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 220-249
Persistent link: https://www.econbiz.de/10013188694
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
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:
11
The term structure of liquidity provision
Conrad, Jennifer S.
;
Wahal, Sunil
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 239-259
Persistent link: https://www.econbiz.de/10012545428
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
Market intraday momentum
Gao, Lei
;
Han, Yufeng
;
Li, Sophia Zhengzi
;
Zhou, Guofu
- In:
Journal of financial economics
129
(
2018
)
2
,
pp. 394-414
Persistent link: https://www.econbiz.de/10011982249
Saved in:
14
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:
15
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:
16
Dark pool trading strategies, market quality and welfare
Buti, Sabrina
;
Rindi, Barbara
;
Werner, Ingrid M.
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 244-265
Persistent link: https://www.econbiz.de/10011751438
Saved in:
17
Early peek advantage? : efficient price discovery with tiered information disclosure
Hu, Xing
;
Pan, Jun
;
Wang, Jiang
- In:
Journal of financial economics
126
(
2017
)
2
,
pp. 399-421
Persistent link: https://www.econbiz.de/10011818175
Saved in:
18
Shorting at close range : a tale of two types
Comerton-Forde, Carole
;
Jones, Charles M.
;
Putniņš, …
- In:
Journal of financial economics
121
(
2016
)
3
,
pp. 546-568
Persistent link: https://www.econbiz.de/10011590861
Saved in:
19
Should we be afraid of the dark? Dark trading and market quality
Foley, Sean
;
Putniņš, Tālis J.
- In:
Journal of financial economics
122
(
2016
)
3
,
pp. 456-481
Persistent link: https://www.econbiz.de/10011591062
Saved in:
20
High frequency market microstructure
O'Hara, Maureen
- In:
Journal of financial economics
116
(
2015
)
2
,
pp. 267-270
Persistent link: https://www.econbiz.de/10011348519
Saved in:
21
A dynamic limit order market with fast and slow traders
Hoffmann, Peter
- In:
Journal of financial economics
113
(
2014
)
1
,
pp. 156-169
Persistent link: https://www.econbiz.de/10010421822
Saved in:
22
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:
23
A market-clearing role for inefficiency on a limit order book
Large, Jeremy
- In:
Journal of financial economics
91
(
2009
)
1
,
pp. 102-117
Persistent link: https://www.econbiz.de/10003813190
Saved in:
24
Odd-eighth avoidance as a defense against SOES bandits
Kandel, Eugene
- In:
Journal of financial economics
51
(
1999
)
1
,
pp. 85-102
Persistent link: https://www.econbiz.de/10001252426
Saved in:
25
The trading profits of SOES bandits
Harris, Jeffrey H.
- In:
Journal of financial economics
50
(
1998
)
1
,
pp. 39-62
Persistent link: https://www.econbiz.de/10001246650
Saved in:
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