Narrow search
Showing 1 - 10 of 88
Cover Image
Optimal order display in limit order markets with liquidity competition
Cebiroglu, Gökhan; Horst, Ulrich - In: Journal of economic dynamics & control 58 (2015), pp. 81-100
Persistent link: https://www.econbiz.de/10011574644
Cover Image
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
Cover Image
Why is equity order flow so persistent?
Tóth, Bence; Palit, Imon; Lillo, Fabrizio; Farmer, J. Doyne - In: Journal of economic dynamics & control 51 (2015), pp. 218-239
Persistent link: https://www.econbiz.de/10011474393
Cover Image
Optimal order execution using hidden orders
Chen, Yuanyuan; Gao, Xuefeng; Li, Duan - In: Journal of economic dynamics & control 94 (2018), pp. 89-116
Persistent link: https://www.econbiz.de/10012004233
Cover Image
How well does the weighted price contribution measure price discovery?
Wang, Jian-xin; Yang, Minxian - In: Journal of economic dynamics & control 55 (2015), pp. 113-129
Persistent link: https://www.econbiz.de/10011587172
Cover Image
Learning, information processing and order submission in limit order markets
Chiarella, Carl; He, Xue-zhong; Wei, Lijian - In: Journal of economic dynamics & control 61 (2015), pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
Cover Image
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data
Lee, Kyungsub; Seo, Byoung Ki - In: Journal of economic dynamics & control 79 (2017), pp. 154-183
Persistent link: https://www.econbiz.de/10011817616
Cover Image
Time-varying arbitrage and dynamic price discovery
Frijns, Bart; Zwinkels, Remco C. J. - In: Journal of economic dynamics & control 91 (2018), pp. 485-502
Persistent link: https://www.econbiz.de/10011974226
Cover Image
Learning to predict rationally when beliefs are heterogeneous
Wenzelburger, Jan - In: Journal of economic dynamics & control 28 (2004) 10, pp. 2075-2104
Persistent link: https://www.econbiz.de/10002100159
Cover Image
Bayesian analysis of structural credit risk models with microstructure noises
Huang, Shirley J.; Yu, Jun - In: Journal of economic dynamics & control 34 (2010) 11, pp. 2259-2272
Persistent link: https://www.econbiz.de/10009008893