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~subject:"Marktmikrostruktur"
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Marktmikrostruktur
Theorie
54
Theory
54
Securities trading
34
Wertpapierhandel
34
Electronic trading
33
Elektronisches Handelssystem
33
Portfolio selection
24
Portfolio-Management
24
Börsenkurs
18
Share price
18
Volatility
15
Volatilität
15
Speculation
14
Spekulation
14
Market microstructure
13
Anlageverhalten
12
Behavioural finance
12
Electricity price
10
Financial market
10
Finanzmarkt
10
Strompreis
10
Algorithmus
9
Electric power industry
9
Elektrizitätswirtschaft
9
Stochastic process
9
Stochastischer Prozess
9
Algorithm
8
Capital income
8
Kapitaleinkommen
8
algorithmic trading
8
Decision under uncertainty
7
Entscheidung unter Unsicherheit
7
Liquidity
7
Liquidität
7
Risiko
7
Risk
7
Signalling
7
high-frequency trading
7
Börsenmakler
6
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English
12
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Cartea, Álvaro
12
Jaimungal, Sebastian
7
Penalva, José
2
Arroyo, Álvaro
1
Cohen, Samuel N.
1
Donnelly, Ryan
1
Graumans, Robert
1
Karyampas, Dimitrios
1
Kinzebulatov, Damir
1
Labyad, Saad
1
Moreno-Pino, Fernando
1
Payne, Richard
1
Ricci, Jason
1
Sánchez-Betancourt, Leandro
1
Tapia, Mikel
1
Veldhuijzen, Leon van
1
Walton, Jamie
1
Wang, Yixuan
1
Zohren, Stefan
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Applied mathematical finance
3
International journal of theoretical and applied finance
3
Econometric reviews
1
Journal of banking & finance
1
Mathematics and financial economics
1
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1
The quarterly journal of finance
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ECONIS (ZBW)
12
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1
The relationship between the volatility of returns and the number of jumps in financial markets
Cartea, Álvaro
;
Karyampas, Dimitrios
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 929-950
Persistent link: https://www.econbiz.de/10011590735
Saved in:
2
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:
3
Where is the value in high frequency trading?
Cartea, Álvaro
;
Penalva, José
- In:
The quarterly journal of finance
2
(
2012
)
3
,
pp. 1401-1446
Persistent link: https://www.econbiz.de/10009679960
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Ultra-fast activity and intraday market quality
Cartea, Álvaro
;
Payne, Richard
;
Penalva, José
;
Tapia, …
- In:
Journal of banking & finance
99
(
2019
),
pp. 157-181
Persistent link: https://www.econbiz.de/10012162376
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
Foreign exchange markets with Last Look
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Walton, Jamie
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012055750
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