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  • Search: subject_exact:"Electronic trading"
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Year of publication
Subjects
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Electronic trading 760 Elektronisches Handelssystem 754 USA 184 United States 182 Wertpapierhandel 180 Securities trading 177 Börsenkurs 117 Share price 117 Theorie 114 Theory 114 Bourse 110 Börse 110 Deutschland 109 Germany 103 Market microstructure 81 Marktmikrostruktur 80 Aktienmarkt 70 Stock market 68 Volatilität 67 Volatility 66 Welt 55 World 55 Anlageverhalten 53 Behavioural finance 53 Bid-ask spread 53 Estimation 53 Geld-Brief-Spanne 53 Schätzung 53 Efficient market hypothesis 51 Effizienzmarkthypothese 51 E-Business 46 E-business 46 Financial market regulation 45 Finanzmarktregulierung 45 Handelsvolumen der Börse 42 Trading volume 42 Börsenmakler 40 Stockbrokers 40 Liquidität 36 Transaction costs 36
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Online availability
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Free 153 Undetermined 34
Type of publication
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Article 438 Book / Working Paper 361 Journal 6 Other 2
Type of publication (narrower categories)
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Article in journal 352 Aufsatz in Zeitschriften 352 Graue Literatur 190 Non-commercial literature 190 Working Paper 154 Arbeitspapier 151 Dissertation 72 Thesis 72 Hochschulschrift 71 Article in book 63 Aufsatz im Buch 63 Collection of articles of several authors 20 Sammelwerk 20 Collection of articles written by one author 13 Sammlung 13 Handbook 8 Handbuch 8 Bibliographie enthalten 5 Bibliography included 5 Dissertation u.a. Prüfungsschriften 5 Case study 4 Fallstudie 4 Glossar enthalten 4 Glossary included 4 Congress report 3 Kongress 3 Kongressschrift 3 Accompanied by computer file 2 Annual report 2 Business report 2 Elektronischer Datenträger als Beilage 2 Geschäftsbericht 2 Jahresbericht 2 Lehrbuch 2 Mikroform 2 Advisory report 1 Aufsatzsammlung 1 Bibliographie 1 Biographie 1 Biography 1
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Language
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English 651 German 115 Undetermined 30 French 10 Italian 1 Polish 1 Russian 1 Swedish 1
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Persons
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Foucault, Thierry 18 Theissen, Erik 18 Gomber, Peter 13 Menkveld, Albert J. 9 Grammig, Joachim 8 Hendershott, Terrence 8 Tse, Yiuman 8 Weinhardt, Christof 8 Mizrach, Bruce Marshall 7 Rime, Dagfinn 7 Sandås, Patrik 7 Schiereck, Dirk 7 Dungey, Mardi H. 6 Frino, Alex 6 Gsell, Markus 6 Aitken, Michael J. 5 Bessembinder, Hendrik 5 Degryse, Hans 5 Domowitz, Ian 5 Giot, Pierre 5 Gresser, Uwe 5 King, Michael R. 5 Kozhan, Roman 5 Neely, Christopher J. 5 Osler, Carol 5 Riordan, Ryan 5 Shah, Samarth 5 Tham, Wing Wah 5 Van Achter, Mark 5 Wuyts, Gunther 5 Benos, Evangelos 4 Book, Thomas 4 Brogaard, Jonathan 4 Brorsen, B. Wade 4 Cartea, Álvaro 4 Hjalmarsson, Erik 4 Madhavan, Ananth Narayan 4 Manahov, Viktor 4 McInish, Thomas H. 4 Menkhoff, Lukas 4
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Institutions
All
Springer Fachmedien Wiesbaden GmbH 3 Agricultural and Applied Economics Association - AAEA 2 Financial Industry Regulatory Authority 2 National Association of Securities Dealers 2 Banca d'Italia 1 Börsen-Buchverlag 1 Börsenkammer des Kantons Basel-Stadt 1 Centre de Sociologie de l'Innovation (CSI), MINES ParisTech 1 De Gruyter Oldenbourg 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics, International Business School, Brandeis University 1 Deutsche Bank <Frankfurt am Main> / Research 1 Deutsche Bundesbank 1 Deutsche Börse 1 Directorate-General Economic and Financial Affairs, European Commission 1 European Academic Association for Financial Research 1 European Central Bank 1 Federal Reserve Bank of New York 1 FinanceCom <3, 2007, Montréal> 1 Henley Business School, University of Reading 1 International Organization of Securities Commissions 1 Krannert School of Management, Purdue University 1 Leibniz Universität Hannover 1 London School of Economics (LSE) 1 London School of Economics and Political Science 1 Melbourne Business School 1 Norges Bank 1 Rodney L. White Center for Financial Research 1 Schweizerische Bankgesellschaft 1 Southern Agricultural Economics Association - SAEA 1 USA / Market Access Subcommittee 1 University of British Columbia / Finance Division 1 Universität Mannheim / Lehrstuhl für Bankbetriebslehre 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
All
The journal of futures markets 23 Working paper 22 Wiley trading series 16 The journal of finance : the journal of the American Finance Association 15 Journal of financial economics 14 Journal of financial markets 13 The review of financial studies 11 CFS working paper series 10 Journal of banking & finance 10 The journal of trading 10 Discussion paper / Centre for Economic Policy Research 9 Journal of international financial markets, institutions & money 9 The financial review : the official publication of the Eastern Finance Association 9 Economic perspectives 7 Gabler Edition Wissenschaft 7 Applied financial economics 6 BIS quarterly review : international banking and financial market developments 5 Competition and regulation in network industries : CRNI 5 Discussion paper 5 International Journal of Electronic Finance 5 Journal of empirical finance 5 Journal of international money and finance 5 Journal of securities operations & custody 5 Les cahiers de recherche / HEC Paris 5 Research paper series 5 Review of quantitative finance and accounting 5 Tinbergen Institute research series 5 Bank of Finland research discussion papers 4 CESifo working papers 4 Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania 4 Finance India : the quarterly journal of Indian Institute of Finance 4 Forschungsberichte / Justus-Liebig-Universität Gießen, Fachbereich Wirtschaftswissenschaften, BWL-Wirtschaftsinformatik : discussion paper ... 4 International finance discussion papers 4 International review of economics & finance : IREF 4 Review of financial economics : RFE 4 Schriftenreihe des Instituts für Geld- und Kapitalverkehr der Universität Hamburg 4 Working papers 4 Banking and information technology : BIT ; a strategic report for top management 3 Debt management and government securities markets in the 21st century 3 Die Bank : Zeitschrift für Bankpolitik und Praxis 3
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Sources
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ECONIS (ZBW) 756 RePEc 34 USB Cologne (EcoSocSci) 10 BASE 4 EconStor 3
Showing 1 - 50 of 807
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The German equity trading landscape
Gomber, Peter - 2016
This paper describes cash equity markets in Germany and their evolution against the background of technological and regulatory transformation. The development of these secondary markets in the largest economy in Europe is first briefly outlined from a historical perspective. This serves as the...
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Capital structure arbitrage under a risk-neutral calibration
Zeitsch, Peter J. - In: Journal of risk and financial management : JRFM 10 (2017) 1, pp. 1-23
By reinterpreting the calibration of structural models, a reassessment of the importance of the input variables is undertaken. The analysis shows that volatility is the key parameter to any calibration exercise, by several orders of magnitude. To maximize the sensitivity to volatility, a simple...
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High frequency trading and fragility
Cespa, Giovanni; Vives, Xavier - 2017
We show that limited dealer participation in the market, coupled with an informational friction resulting from high frequency trading, can induce demand for liquidity to be upward sloping and strategic complementarities in traders' liquidity consumption decisions: traders demand more liquidity...
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Thick vs. thin-skinned : technology, news, and financial market reaction
Eichengreen, Barry J.; Lafarguette, Romain; Mehl, Arnaud - 2017
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Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus; Neely, Christopher J.; Winkelmann, Lars - 2017
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A semi-parametric point process model of the interactions between equity markets
Clements, A. E.; Hurn, Stan; Lindsay, Kenneth A.; … - 2017
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High-frequency trading around large institutional orders
Kervel, Vincent van; Menkveld, Albert J. - 2017
Liquidity suppliers lean against the wind. We analyze whether high-frequency traders (HFTs) lean against large institutional orders that execute through a series of child orders. The alternative is HFTs trading "with the wind," that is, in the same direction. We find that HFTs initially lean...
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NEW TECHNOLOGIES AND INFRASTRUCTURES OF FINANCIAL SERVICES
BORES, Radu; HLACIUC, Ana-Maria - 2016
This paper presents a view over recent developments in the underlying infrastructure of the financial system, more specifically electronic trading and how computers have taken over classic trading mechanisms. While some of the benefits are easy to agree upon, evidence shows that technical...
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The German equity trading landscape
Gomber, Peter - 2016
This paper describes cash equity markets in Germany and their evolution against the background of technological and regulatory transformation. The development of these secondary markets in the largest economy in Europe is first briefly outlined from a historical perspective. This serves as the...
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Market stability vs. market resilience : regulatory policies experiments in an agent based model with low- and high-frequency trading
Jacob Leal, Sandrine; Napoletano, Mauro - 2016
We investigate the effects of different regulatory policies directed towards high-frequency trading (HFT) through an agent-based model of a limit order book able to generate flash crashes as the result of the interactions between low- and high-frequency (HF) traders. We analyze the impact of the...
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Algorithmic and high-frequency trading strategies : a literature review
Mandes, Alexandru - 2016 - Current draft: February 21, 2016
The advances in computer and communication technologies have created new opportunities for improving, extending the application of or even developing new trading strategies. Transformations have been observed both at the level of investment decisions, as well as at the order execution layer....
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High-frequency trading in the Bund futures market
Schlepper, Kathi - 2016
In this work, I study the impact of high-frequency trading (HFT) on price discovery and volatility in the Bund futures market. Using a new dataset based on microseconds, the focus of the study is on the reaction of high-frequency traders (HFTs) to major macroeconomic news events. I show that...
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Information asymmetry and information dissemination in high-frequency capital markets
Pöppe, Thomas - 2016
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How rigged are stock markets? : evidence from microsecond timestamps
Bartlett, Robert P.; McCrary, Justin - 2016
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Interactions among high-frequency traders
Benos, Evangelos; Brugler, James; Hjalmarsson, Erik; … - 2016
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Intraday market making with overnight inventory costs
Adrian, Tobias; Capponi, Agostino; Vogt, Erik; Zhang, … - 2016
The share of market making conducted by high-frequency trading (HFT) firms has been rising steadily. A distinguishing feature of HFTs is that they trade intraday, ending the day flat. To shed light on the economics of HFTs, and in a departure from existing market-making theories, we model an HFT...
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Intraday trading invariance in the E-mini S&P 500 futures market
Andersen, Torben G.; Bondarenko, Oleg; Kyle, Albert S.; … - 2016
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High frequency trading and fragility
Cespa, Giovanni; Vives, Xavier - 2016
We show that limited dealer participation in the market, coupled with an informational friction resulting from high frequency trading, can induce demand for liquidity to be upward sloping and strategic complementarities in traders' liquidity consumption decisions: traders demand more liquidity...
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GetHFData: a R package for downloading and aggregating high frequency trading data from Bovespa
Perlin, Marcelo Scherer; Ramos, Henrique P. - In: Revista Brasileira de Finanças : RBFin 14 (2016) 3, pp. 443-478
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Time series analysis indicators under directional changes : the case of Saudi stock market
Aloud, Monira Essa - In: International journal of economics and financial issues … 6 (2016) 1, pp. 55-64
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Profitability of directional change based trading strategies : the case of Saudi stock market
Aloud, Monira Essa - In: International journal of economics and financial issues … 6 (2016) 1, pp. 87-95
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Market quality and price impact of high-frequency trading and its regulation
Rojček, Jakub - 2016
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Advanced: Produkte, Systeme, Regulierung
Gresser, Uwe - 2018
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Hochfrequenzhandel : kompakt, verständlich, aktuell
Gresser, Uwe - 2018 - 1. Auflage 2018
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Challenges posed by the evolution of the Treasury market
Potter, Simon - Federal Reserve Bank of New York - 2015
Remarks at the 2015 Primary Dealer Meeting, New York City.
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ОСОБЕННОСТИ ЭЛЕКТРОННОЙ КОММЕРЦИИ И ПЕРСПЕКТИВЫ ЕЕ РАЗВИТИЯ В УКРАИНЕ
НИКОЛАЕВИЧ, ОДАРЧЕНКО АНДРЕЙ; … - In: Бизнес Информ (2015) 3, pp. 342-346
Целью статьи является определение особенностей, основных принципов использования электронной коммерции и выяснение способов развития электронной торговли в...
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Bubbles in hybrid markets : how expectations about algorithmic trading affect human trading
Farjam, Mike; Kirchkamp, Oliver - 2015
Bubbles are omnipresent in lab experiments with asset markets. Most of these experiments were conducted in environments with only human traders. Today markets are substantially determined by algorithmic traders. Here we use a laboratory experiment to measure changes of human trading behavior if...
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Identifying periods of financial stress in Asian currencies : the role of high frequency financial market data
Dungey, Mardi H.; Matei, Marius; Treepongkaruna, Sirimon - 2015
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Market beta and factor risk premia in financial markets
Hollstein, Fabian - 2015
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Order-channel management in institutional equity trading : a framework for IT-driven trading innovations
Ende, Bartholomäus - 2015
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High frequency characterization of Indian banking stocks
Sayeed, Mohammad Abu; Dungey, Mardi H.; Yao, Wenying - 2015
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Fragilities in the U.S. treasury market : lessons from the “Flash Rally” of October 15, 2014
Bouveret, Antoine; Breuer, Peter; Chen, Yingyuan; … - 2015
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Bubbles in hybrid markets : how expectations about algorithmic trading affect human trading
Farjam, Mike; Kirchkamp, Oliver - 2015
Bubbles are omnipresent in lab experiments with asset markets. But these experiments were (mostly) conducted in environments with only human traders. Today markets are substantially determined by algorithmic traders. Here we use a laboratory experiment to measure human trading behaviour changes...
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Interactions among high-frequency traders
Benos, Evangelos (contributor); Brugler, James (contributor) - 2015
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Toxic arbitrage
Foucault, Thierry; Kozhan, Roman; Tham, Wing Wah - 2015
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False news, informational efficiency, and price reversals
Dugast, Jérôme; Foucault, Thierry - 2015
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News trading and speed
Foucault, Thierry; Hombert, Johan; Rosu, Ioanid - 2015
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Will high-frequency trading practices transform the financial markets in the Asia Pacific Region?
Kauffman, Robert J.; Hu, Yuzhou; Ma, Dan - In: Financial innovation : FIN 1 (2015) 4, pp. 1-27
High-frequency trading (HFT) practices in the global financial markets involve the use of information and communication technologies (ICT), especially the capabilities of high-speed networks, rapid computation, and algorithmic detection of changing information and prices that create...
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The random walk of high frequency trading
Aldrich, Eric M.; Heckenbach, Indra; Laughlin, Gregory - 2015 - This draft: June 1, 2015
This paper builds a model of high-frequency equity returns by separately modeling the dynamics of trade-time returns and trade arrivals. Our main contributions are threefold. First, we characterize the distributional behavior of high-frequency asset returns both in ordinary clock time and in...
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Liquidity creation and financial instability
Becke, Susanne von der - 2015
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High-frequency trading in limit order markets : equilibrium impact and regulation
Rojček, Jakub; Ziegler, Alexandre - 2015
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Information and inventories in high-frequency trading
Muhle-Karbe, Johannes; Webster, Kevin - 2015
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Evaluation von Trading-Algorithmen unter realen Marktbedingungen : Ansätze zur praktischen Anwendbarkeit, Anforderungen, Implementierung
Kersch, Mike - 2015
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The impact of trading floor closure on market efficiency: evidence from the Toronto Stock Exchange
Chung, Dennis Y.; Hrazdil, Karel - In: Applied economics 47 (2015) 55/57, pp. 6102-6119
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Machine trading : deploying computer algorithms to conquer the markets
Chan, Ernest P. - 2017
Machine generated contents note: Preface ix CHAPTER 1 The Basics of Algorithmic Trading 1 CHAPTER 2 Factor Models 27 CHAPTER 3 Time-Series Analysis 59 CHAPTER 4 Artificial Intelligence Techniques 83 CHAPTER 5 Options Strategies 119 CHAPTER 6 Intraday Trading and Market Microstructure 159 CHAPTER...
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Operating commodities market by automated traders
Laib, Fodil; Radjef, Mohammed Said - In: Handbook of research on intelligent techniques and …, (pp. 368-380). 2017
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Detecting underwriters stabilisation trades : a clinical study
Quboa, Qudamah; Saadouni, Brahim; Shahgholian, Azar; … - In: Enterprise applications, markets and services in the …, (pp. 32-46). 2017
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Learning about the role of market micro-structure from high-frequency data on Asian banks
Chowdhury, Biplob; Dungey, Mardi H.; Jeyasreedharan, … - In: Regional growth and sustainable development in Asia, (pp. 151-180). 2017
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Time, trading and algorithms in financial sector security
Thompson, Grahame - In: New political economy 22 (2017) 1, pp. 1-11
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Fourier-Malliavin volatility estimation : theory and practice
Mancino, Maria Elvira; Recchioni, Maria Cristina; … - 2017
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