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Fabozzi, Frank J.
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54
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36
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34
Chiarella, Carl
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34
Guasoni, Paolo
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Zagst, Rudi
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Madan, Dilip B.
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Chambre de commerce et d'industrie de Paris
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Rodney L. White Center for Financial Research
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Universität Zürich / Institut für Schweizerisches Bankwesen
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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353
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332
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318
Insurance / Mathematics & economics
303
NBER Working Paper
302
Finance research letters
284
Journal of economic dynamics & control
244
Journal of financial economics
225
Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
180
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179
International journal of theoretical and applied finance
174
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174
Quantitative finance
168
Discussion paper / Centre for Economic Policy Research
160
Research paper series / Swiss Finance Institute
157
International review of financial analysis
150
The journal of finance : the journal of the American Finance Association
148
Journal of empirical finance
147
Economics letters
146
The journal of portfolio management : a publication of Institutional Investor
143
International review of economics & finance : IREF
138
Journal of economic behavior & organization : JEBO
126
Risks : open access journal
125
The European journal of finance
122
Europäische Hochschulschriften / 5
120
Economic modelling
117
Discussion papers / CEPR
114
Swiss Finance Institute Research Paper
113
Applied economics
112
Computational economics
107
Discussion paper / Tinbergen Institute
105
SpringerLink / Bücher
101
CESifo working papers
100
The North American journal of economics and finance : a journal of financial economics studies
100
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93
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ECONIS (ZBW)
31,482
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2
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1
The cost of exposing large institutional orders to electronic liquidity providers
Battalio, Robert H.
;
Hatch, Brian
;
Sağlam, Mehmet
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3597-3618
Persistent link: https://www.econbiz.de/10014551922
Saved in:
2
Inferring trade directions in fast markets
Jurkatis, Simon Willi
-
2020
Persistent link: https://www.econbiz.de/10012597973
Saved in:
3
The optimal bid-ask price strategies of high-frequency trading and the effect on market liquidity
Yang, Haijun
;
Ge, Hengshun
;
Luo, Ying
- In:
Research in international business and finance
53
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012548917
Saved in:
4
Inferring trade directions in fast markets
Jurkatis, Simon Willi
- In:
Journal of financial markets
58
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013254020
Saved in:
5
Algorithmic trading for online portfolio selection under limited market liquidity
Ha, Youngmin
;
Zhang, Hai
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1033-1051
Persistent link: https://www.econbiz.de/10012291611
Saved in:
6
An algorithmic trading strategy to balance profitability and risk
Peña, Guillermo
- In:
Big Data in Finance : Opportunities and Challenges of …
,
(pp. 35-53)
.
2022
Persistent link: https://www.econbiz.de/10013431761
Saved in:
7
Do high-frequency traders improve your implementation shortfall?
Korajczyk, Robert A.
;
Murphy, Dermot
- In:
Journal of investment management : JOIM
18
(
2020
)
1
,
pp. 18-33
Persistent link: https://www.econbiz.de/10012254346
Saved in:
8
Market making and portfolio liquidation under uncertainty
Nyström, Kaj
;
Aly, Sidi Mohamed Ould
;
Zhang, Changyong
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010437189
Saved in:
9
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:
10
Single- and multiplayer trade execution strategies under transient price impact
Strehle, Elias
-
2017
Persistent link: https://www.econbiz.de/10012197703
Saved in:
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