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~isPartOf:"International journal of theoretical and applied finance"
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Securities trading
31
Wertpapierhandel
31
Theorie
19
Theory
19
Börsenkurs
9
Share price
9
Electronic trading
7
Elektronisches Handelssystem
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Market microstructure
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Portfolio-Management
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Stochastic process
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Stochastischer Prozess
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Bid-ask spread
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Geld-Brief-Spanne
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algorithmic trading
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Control theory
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high-frequency trading
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Behavioural finance
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order flow
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stochastic control
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Adverse Selektion
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31
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Cartea, Álvaro
5
Jaimungal, Sebastian
4
Roch, Alexandre
2
Abergel, Frédéric
1
Agliardi, Rossella
1
Andersen, Jørgen Vitting
1
Barger, Weston
1
Bongini, L.
1
Cera, Katharina
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Chevalier, Etienne
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Costa, Andre
1
Crisafi, M. Alessandra
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Esposti, M. D.
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Fukasawa, Masaaki
1
Gatheral, Jim
1
Gauthier, Laurent
1
Gençay, Ramazan
1
Giardinà, C.
1
Harel, Arie
1
Harpaz, Giora
1
Hofmeister, Tyler
1
Jarrow, Robert A.
1
Jedidi, Aymen
1
Johnson, Neil F.
1
Keiber, Karl Ludwig
1
Kijima, Masaaki
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Kim, Sung-hun
1
Kinzebulatov, Damir
1
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Nayak, Suhas
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Ng, Siu-Ah
1
Ogden, Joseph P.
1
Ohnishi, Masamitsu
1
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International journal of theoretical and applied finance
Working paper / National Bureau of Economic Research, Inc.
134
Journal of banking & finance
126
Journal of financial markets
121
NBER working paper series
105
Journal of financial economics
86
NBER Working Paper
83
Discussion paper / Centre for Economic Policy Research
81
The review of financial studies
80
Pacific-Basin finance journal
79
Journal of securities operations & custody
72
The journal of finance : the journal of the American Finance Association
67
Finance research letters
62
International review of financial analysis
62
Journal of empirical finance
58
Journal of financial and quantitative analysis : JFQA
57
The journal of trading
51
The journal of futures markets
44
Journal of international financial markets, institutions & money
43
Review of quantitative finance and accounting
42
Research paper series / Swiss Finance Institute
39
The European journal of finance
39
The financial review : the official publication of the Eastern Finance Association
39
Quantitative finance
38
Wiley trading series
37
Applied economics letters
34
CFS working paper series
33
Applied economics
31
International review of economics & finance : IREF
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Journal of economic dynamics & control
30
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Market microstructure and liquidity
30
SpringerLink / Bücher
30
Fisher College of Business working paper series
29
SAFE working paper
29
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
27
Working paper / Centre for Financial Research
26
Journal of financial intermediation
25
The North American journal of economics and finance : a journal of financial economics studies
25
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ECONIS (ZBW)
31
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1
Latency and liquidity risk
Cartea, Álvaro
;
Jaimungal, Sebastian
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807838
Saved in:
2
Discrete-time optimal execution under a generalized price impact model with Markovian exogenous orders
Fukasawa, Masaaki
;
Ohnishi, Masamitsu
;
Shimoshimizu, Makoto
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012662027
Saved in:
3
Market making with alpha signals
Cartea, Álvaro
;
Wang, Yixuan
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270989
Saved in:
4
Optimal liquidation under stochastic price impact
Barger, Weston
;
Lorig, Matthew
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012012935
Saved in:
5
Market price of trading liquidity risk and market depth
Kijima, Masaaki
;
Ting, Christopher
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012183242
Saved in:
6
Trading strategies within the edges of no-arbitrage
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Ricci, Jason
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011889457
Saved in:
7
Stationary distribution of the volume at the best quote in a poisson order book model
Toke, Ioane Muni
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011734357
Saved in:
8
Optimal trading strategies with limit orders
Agliardi, Rossella
;
Gençay, Ramazan
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011686803
Saved in:
9
General semi-Markov model for limit order books
Sviščuk, Anatolij
;
Hofmeister, Tyler
;
Cera, Katharina
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011686928
Saved in:
10
Optimal execution cost for liquidation through a limit order market
Chevalier, Etienne
;
Ly Vath, Vathana
;
Scotti, Simone
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011453884
Saved in:
11
Simultaneous trading in 'lit' and dark pools
Crisafi, M. Alessandra
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011686741
Saved in:
12
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
Saved in:
13
Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Saved in:
14
Resilient price impact of trading and the cost of illiquidity
Roch, Alexandre
;
Soner, Halil Mete
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010197179
Saved in:
15
A mathematical approach to order book modeling
Abergel, Frédéric
;
Jedidi, Aymen
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009784056
Saved in:
16
A dysfunctional role of high frequency trading in electronic markets
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009624489
Saved in:
17
Optimal trade execution under geometric Brownian motion in the Almgren and Chriss framework
Gatheral, Jim
;
Schied, Alexander
- In:
International journal of theoretical and applied finance
14
(
2011
)
3
,
pp. 353-368
Persistent link: https://www.econbiz.de/10009154914
Saved in:
18
An equilibrium-based model of stock-pinning
Nayak, Suhas
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 535-555
Persistent link: https://www.econbiz.de/10003463470
Saved in:
19
Margin trading through hyper timeline
Ng, Siu-Ah
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 801-815
Persistent link: https://www.econbiz.de/10003564644
Saved in:
20
A comment on two-phase behavior of financial markets
Krzesinski, Anthony E.
;
Costa, Andre
;
Ramakrishnan, Maya
; …
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 89-93
Persistent link: https://www.econbiz.de/10003415699
Saved in:
21
Security markets with price limits : a Bayesian approach
Harel, Arie
;
Harpaz, Giora
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 359-372
Persistent link: https://www.econbiz.de/10003344304
Saved in:
22
Insider trading rules and price formation in securities markets : an entropy analysis of strategic trading
Keiber, Karl Ludwig
- In:
International journal of theoretical and applied finance
9
(
2006
)
8
,
pp. 1215-1243
Persistent link: https://www.econbiz.de/10003397168
Saved in:
23
Technical analysis based on price-volume signals and the power of trading breaks
Westerhoff, Frank H.
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 227-244
Persistent link: https://www.econbiz.de/10003312732
Saved in:
24
Could short selling make financial markets tumble?
Andersen, Jørgen Vitting
- In:
International journal of theoretical and applied finance
8
(
2005
)
4
,
pp. 509-521
Persistent link: https://www.econbiz.de/10002980812
Saved in:
25
Long memory in stock trading
Leonidov, Andrei
- In:
International journal of theoretical and applied finance
7
(
2004
)
7
,
pp. 879-885
Persistent link: https://www.econbiz.de/10002420725
Saved in:
26
Multiple optimal solutions in the portfolio selection model with short-selling
Schianchi, Augusto
;
Bongini, L.
;
Esposti, M. D.
; …
- In:
International journal of theoretical and applied finance
6
(
2003
)
7
,
pp. 703-720
Persistent link: https://www.econbiz.de/10001820874
Saved in:
27
Effectiveness of hedging strategies under model misspecification and trading restrictions
Mahayni, Antje
- In:
International journal of theoretical and applied finance
6
(
2003
)
5
,
pp. 521-552
Persistent link: https://www.econbiz.de/10001787585
Saved in:
28
Bubbles and crashes : optimism, trend extrapolation and panic
Westerhoff, Frank
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 829-837
Persistent link: https://www.econbiz.de/10001862157
Saved in:
29
Informed opportunistic trading and price optimal control
Gauthier, Laurent
- In:
International journal of theoretical and applied finance
6
(
2003
)
1
,
pp. 31-55
Persistent link: https://www.econbiz.de/10001769113
Saved in:
30
Trader dynamics in a model market
Johnson, Neil F.
(
contributor
)
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 443-450
Persistent link: https://www.econbiz.de/10001522918
Saved in:
31
Incoporating price-relevant information between quotes and trades : a new measure of the effective bid-ask spread
Kim, Sung-hun
;
Ogden, Joseph P.
- In:
International journal of theoretical and applied finance
2
(
1999
)
2
,
pp. 179-200
Persistent link: https://www.econbiz.de/10001394249
Saved in:
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