EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Research Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject_exact:"Elektronisches Handelssystem"
Narrow search

Narrow search

Year of publication
Subject
All
Elektronisches Handelssystem 1,361 Electronic trading 1,348 Wertpapierhandel 498 Securities trading 487 USA 470 United States 466 Theorie 454 Theory 450 Börsenkurs 384 Share price 381 Market microstructure 247 Marktmikrostruktur 247 Volatilität 225 Volatility 224 Schätzung 161 Estimation 159 Börse 153 Aktienmarkt 152 Bourse 152 Stock market 144 Marktliquidität 138 Market liquidity 136 Deutschland 123 Anlageverhalten 121 Behavioural finance 119 Liquidity 117 Germany 116 Bid-ask spread 115 Geld-Brief-Spanne 115 Liquidität 108 Finanzmarkt 97 Financial market 96 Handelsvolumen der Börse 91 Trading volume 90 Efficient market hypothesis 88 Effizienzmarkthypothese 88 Spekulation 87 Speculation 86 Welt 81 World 81
more ... less ...
Online availability
All
Free 373 Undetermined 289
Type of publication
All
Article 710 Book / Working Paper 655 Journal 8
Type of publication (narrower categories)
All
Article in journal 629 Aufsatz in Zeitschrift 629 Graue Literatur 290 Non-commercial literature 290 Working Paper 246 Arbeitspapier 235 Hochschulschrift 89 Aufsatz im Buch 79 Book section 79 Thesis 72 Collection of articles of several authors 26 Sammelwerk 26 Collection of articles written by one author 18 Sammlung 18 Ratgeber 15 Guidebook 11 Aufsatzsammlung 9 Handbook 9 Handbuch 9 Bibliografie enthalten 6 Bibliography included 6 Konferenzschrift 6 Dissertation u.a. Prüfungsschriften 5 Case study 4 Fallstudie 4 Glossar enthalten 4 Glossary included 4 Annual report 3 Commentary 3 Conference paper 3 Conference proceedings 3 Jahresbericht 3 Kommentar 3 Konferenzbeitrag 3 Lehrbuch 3 Systematic review 3 Übersichtsarbeit 3 Accompanied by computer file 2 Business report 2 Elektronischer Datenträger als Beilage 2
more ... less ...
Language
All
English 1,225 German 131 French 11 Undetermined 4 Russian 2 Italian 1 Polish 1 Swedish 1
more ... less ...
Author
All
Theissen, Erik 28 Foucault, Thierry 21 Gomber, Peter 15 Hendershott, Terrence 15 Menkveld, Albert J. 15 Frino, Alex 13 Van Ness, Robert A. 13 Riordan, Ryan 12 Aldridge, Irene 11 Cartea, Álvaro 11 Jaimungal, Sebastian 11 O'Hara, Maureen 11 Van Ness, Bonnie F. 10 Bellia, Mario 9 Brogaard, Jonathan 9 Gsell, Markus 9 McCrary, Justin 9 Mizrach, Bruce Marshall 9 Moinas, Sophie 9 Sandås, Patrik 9 Van Vliet, Benjamin 9 Grammig, Joachim 8 Hjalmarsson, Erik 8 Schiereck, Dirk 8 Van Achter, Mark 8 Weinhardt, Christof 8 Aitken, Michael J. 7 Bartlett, Robert P. 7 Degryse, Hans 7 Dungey, Mardi H. 7 Gresser, Uwe 7 McInish, Thomas H. 7 Saar, Gideon 7 Tse, Yiuman 7 Andersen, Torben 6 Aquilina, Matteo 6 Benos, Evangelos 6 Budish, Eric B. 6 Domowitz, Ian 6 Easley, David 6
more ... less ...
Institution
All
National Bureau of Economic Research 7 Springer Fachmedien Wiesbaden 4 Financial Industry Regulatory Authority 3 FinanzBuch Verlag 2 National Association of Securities Dealers 2 Technische Universität Dresden 2 Books on Demand GmbH <Norderstedt> 1 Börsen-Buchverlag 1 Börsenkammer des Kantons Basel-Stadt 1 De Gruyter Oldenbourg 1 Deutsche Bank <Frankfurt am Main> / Research 1 Deutsche Börse AG 1 Duale Hochschule Baden-Württemberg Stuttgart 1 Eberhard Karls Universität Tübingen 1 European Academic Association for Financial Research 1 FinanceCom <3, 2007, Montréal> 1 Gottfried Wilhelm Leibniz Universität Hannover 1 IGI Global 1 International Organization of Securities Commissions 1 London School of Economics and Political Science 1 Melbourne Business School 1 Promedia Verlag 1 Rodney L. White Center for Financial Research 1 Schulthess Juristische Medien 1 Schweizerische Bankgesellschaft 1 USA / Market Access Subcommittee 1 University of British Columbia / Finance Division 1 Universität Augsburg 1 Universität Mannheim / Lehrstuhl für Bankbetriebslehre 1 Uniwersytet Warszawski / Wydział Nauk Ekonomicznych 1
more ... less ...
Published in...
All
Journal of financial markets 28 The journal of trading 28 The journal of futures markets 27 Journal of financial economics 21 The review of financial studies 21 Journal of banking & finance 19 Wiley trading series 18 The journal of finance : the journal of the American Finance Association 16 Discussion paper / Centre for Economic Policy Research 13 Journal of international financial markets, institutions & money 13 Working paper / National Bureau of Economic Research, Inc. 13 Research in international business and finance 12 BIS quarterly review : international banking and financial market developments 10 CFS working paper series 10 Journal of financial and quantitative analysis : JFQA 10 The financial review : the official publication of the Eastern Finance Association 10 Pacific-Basin finance journal 9 Quantitative finance 9 Research paper series / Swiss Finance Institute 9 Journal of empirical finance 8 Market microstructure and liquidity 8 Review of quantitative finance and accounting 8 Discussion paper / Tinbergen Institute 7 Economic perspectives 7 Gabler Edition Wissenschaft 7 International review of financial analysis 7 NBER working paper series 7 SAFE working paper 7 Working paper / Centre for Financial Research 7 Working papers 7 Applied financial economics 6 CFS Working Paper 6 Journal of securities operations & custody 6 Tinbergen Institute research series 6 Competition and regulation in network industries : CRNI 5 Computational economics 5 Finance research letters 5 International journal of theoretical and applied finance 5 Journal of financial services research : JFSR 5 Journal of international money and finance 5
more ... less ...
Source
All
ECONIS (ZBW) 1,350 EconStor 12 USB Cologne (EcoSocSci) 11
Showing 1 - 50 of 1,373
Cover Image
The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan; Ślepaczuk, Robert - 2022
Persistent link: https://ebtypo.dmz1.zbw/10012816711
Saved in:
Cover Image
High-Frequency Trading (HFT) and market quality research : an evaluation of the alternative HFT proxies
Hossain, Shahadat - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-31
We examine the soundness of high-frequency trading (HFT) proxies that are widely defined on the limit order book (LOB) information. We use a unique TRTH (Thomson Reuters Tick History) millisecond time-stamped intraday trades and quotes dataset enriched with 10 levels of LOB depth messages for...
Persistent link: https://ebtypo.dmz1.zbw/10012818174
Saved in:
Cover Image
Quantifying the high-frequency trading "arms race"
Aquilina, Matteo; Budish, Eric B.; O'Neill, Peter - In: The quarterly journal of economics 137 (2022) 1, pp. 493-564
Persistent link: https://ebtypo.dmz1.zbw/10012799269
Saved in:
Cover Image
Frequent batch auctions and informed trading
Eibelshäuser, Steffen; Smetak, Fabian - 2022
We study liquidity provision by competitive high-frequency trading firms (HFTs) in a dynamic trading model with private information. Liquidity providers face adverse selection risk from trading with privately informed investors and from trading with other HFTs that engage in latency arbitrage...
Persistent link: https://ebtypo.dmz1.zbw/10013165302
Saved in:
Cover Image
On the quality of cryptocurrency markets : centralized versus decentralized exchanges
Barbon, Andrea; Ranaldo, Angelo - 2022 - This draft: April 2022
Persistent link: https://ebtypo.dmz1.zbw/10013192214
Saved in:
Cover Image
Algorithms put to test: Control of algorithms in securities trading through mandatory market simulations?
Raschner, Patrick - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012587378
Saved in:
Cover Image
International high-frequency arbitrage for cross-listed stocks
Poutré, Cédric; Dionne, Georges; Yergeau, Gabriel - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012591155
Saved in:
Cover Image
International high-frequency arbitrage for cross-listed stocks
Poutré, Cédric; Dionne, Georges; Yergeau, Gabriel - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012592176
Saved in:
Cover Image
Do we need dealers in OTC markets?
Hendershott, Terrence; Livdan, Dmitry; Schürhoff, Norman - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012612695
Saved in:
Cover Image
Uncertain execution in order-driven markets
Sánchez-Betancourt, Leandro - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012939003
Saved in:
Cover Image
High-frequency trading in the stock market and the costs of option market making
Nimalendran, Mahendrarajah; Rzayev, Khaladdin; Sagade, … - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012818340
Saved in:
Cover Image
AI-enabled automation, trade, and the future of engineering services
Klügl, Franziska; Nordås, Hildegunn Kyvik - 2021
This paper studies the role of trade for the joint uptake of AI-enabled automation in manufacturing and engineering. It develops an agent-based model (ABM) where the agents are heterogeneous manufacturers and engineering firms. The model features two technology-related business models:...
Persistent link: https://ebtypo.dmz1.zbw/10012799528
Saved in:
Cover Image
High-frequency trading in the stock market and the costs of option market making
Nimalendran, Mahendrarajah; Rzayev, Khaladdin; Sagade, … - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012800831
Saved in:
Cover Image
Quantifying the high-frequency trading "arms race"
Aquilina, Matteo; Budish, Eric B.; O'Neill, Peter - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012620780
Saved in:
Cover Image
A comprehensive study on bid-ask spread and its determinants in India
Pan, Aritra; Misra, Arun Kumar - In: Cogent economics & finance 9 (2021) 1, pp. 1-23
Determinants of bid-ask spread have been explored significantly for low-frequency datasets in many developed markets. Researchers have identified share price, traded volume, market-capitalization, return volatility, and number of trades as the prime spread drivers. However, the validity of these...
Persistent link: https://ebtypo.dmz1.zbw/10013183849
Saved in:
Cover Image
A Descriptive Study of High-Frequency Trade and Quote Option Data
Andersen, Torben G. - 2020
This paper provides a guide to high frequency option trade and quote data disseminated by theOptions Price Reporting Authority (OPRA). We present a comprehensive overview of the U.S. option market, including details on market regulation and the trading processes for all 16 constituent option...
Persistent link: https://ebtypo.dmz1.zbw/10012847927
Saved in:
Cover Image
Price Discovery, High-Frequency Trading and Jumps in Bitcoin Markets
Alexander, Carol - 2020
A later version of this paper has been published in the Journal of Financial Stability (Volume 50, October 2020, Article Number 100776).When trading volumes are high, bitcoin futures on the Chicago Mercantile Exchange (CME) and -- until recently -- the Chicago Board Options Exchange (CBOE) lead...
Persistent link: https://ebtypo.dmz1.zbw/10012849349
Saved in:
Cover Image
Cross-Venue Liquidity Provision : High Frequency Trading and Ghost Liquidity
Degryse, Hans - 2020
We measure the extent to which consolidated liquidity in modern fragmented equity markets overstates true liquidity due to a phenomenon that we call Ghost Liquidity (GL). GL exists when traders place duplicate limit orders on competing venues, intending for only one of the orders to execute, and...
Persistent link: https://ebtypo.dmz1.zbw/10012849815
Saved in:
Cover Image
Algorithmic Trading for Online Portfolio Selection Under Limited Market Liquidity
Ha, Youngmin - 2020
This paper proposes an optimal intraday trading strategy to absorb the shock to the stock market when an online portfolio selection algorithm rebalances a portfolio. It considers real-time data of limit order books and splits a very large market order into a number of consecutive market orders...
Persistent link: https://ebtypo.dmz1.zbw/10012852180
Saved in:
Cover Image
Liquidity commonality and high frequency trading : Evidence from the French stock market
Anagnostidis, Panagiotis - 2020
High frequency trading (HFT) depends on sophisticated algorithms to closely monitor price changes across securities. Theory predicts this technological advantage should translate into market-wide liquidity co-variation, by transmitting information-based liquidity shocks. Using a dataset of...
Persistent link: https://ebtypo.dmz1.zbw/10012852964
Saved in:
Cover Image
Intraday trading invariancein the E-mini S&P 500 futures market
Andersen, Torben; Bondarenko, Oleg; Kyle, Albert S.; … - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012494219
Saved in:
Cover Image
Deep limit order book events dynamics
Bilodeau, Yann - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012384636
Saved in:
Cover Image
Coming early to the party
Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; … - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012244860
Saved in:
Cover Image
Low-latency trading and price discovery : evidence from the Tokyo stock exchange in the pre-opening and opening periods
Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; … - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012244863
Saved in:
Cover Image
Execution risk and arbitrage opportunities in the foreign exchange markets
Itō, Takatoshi; Yamada, Kenta; Takayasu, Misako; … - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012194176
Saved in:
Cover Image
An overview of algorithmic trading in foreign exchange markets and its impacts on market liquidity
Noritaka, Fukuma; Yoichi, Kadogawa - In: Bank of Japan review (2020) 1/5, pp. 1-7
Persistent link: https://ebtypo.dmz1.zbw/10012299302
Saved in:
Cover Image
The evolution of price discovery in an electronic market
Chaboud, Alain; Hjalmarsson, Erik; Zikes, Filip - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012388709
Saved in:
Cover Image
Price discovery in the U.S. Treasury cash market : on principal trading firms and dealers
Harkrader, James Collin; Puglia, Michael - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012389832
Saved in:
Cover Image
Speed traps : algorithmic trader performance under alternative market structures
Peng, Yan; Shachat, Jason M.; Wei, Lijia; Zhang, S. Sarah - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012419234
Saved in:
Cover Image
High-frequency trading and systemic risk : a structured review of findings and policies
Sánchez Serrano, Antonio - In: Review of economics 71 (2020) 3, pp. 169-195
Persistent link: https://ebtypo.dmz1.zbw/10012507346
Saved in:
Cover Image
Order Flow Segmentation, Liquidity and Price Discovery : The Role of Latency Delays
Brolley, Michael - 2020
Latency delays — known as “speed bumps” — slow the execution of orders at an exchange, often to protect market makers against latency arbitrage. We study informed trading in a fragmented market, where one exchange introduces a latency delay on market orders. While liquidity improves at...
Persistent link: https://ebtypo.dmz1.zbw/10012854012
Saved in:
Cover Image
The Informational Content of High-Frequency Option Prices
Amaya, Diego - 2020
We propose the option realized variance as an observable variable to summarize information from high-frequency option data. This variable aggregates intraday option returns from midquote prices to compute the option's total variability for a given day. Using the S&P 500 index time series and...
Persistent link: https://ebtypo.dmz1.zbw/10012854257
Saved in:
Cover Image
How Rigged Are Stock Markets? Evidence from Microsecond Timestamps
Bartlett, Robert P. - 2020
Using new data from the two U.S. securities information processors (SIPs) between August 6, 2015 and June 30, 2016, we examine claims that high-frequency trading (HFT) firms use direct feeds to exploit traders who rely on SIP prices. Across $3.7 trillion of trades, the SIPs report quote updates...
Persistent link: https://ebtypo.dmz1.zbw/10012855326
Saved in:
Cover Image
Competition among Liquidity Providers with Access to High-Frequency Trading Technology
Bongaerts, Dion - 2020
We model endogenous technology adoption and competition among liquidity providers with access to High-Frequency Trading (HFT) technology. HFT technology provides speed and informational advantages. Information advantages may restore excessively toxic markets. Speed technology may reduce resource...
Persistent link: https://ebtypo.dmz1.zbw/10012855852
Saved in:
Cover Image
High-Frequency Trading and Market Performance
Baldauf, Markus - 2020
We study the consequences of high-frequency trading (HFT) — and potential policy responses — via the tradeoff between liquidity and information production. Faster speeds facilitate HFT with consequences for this tradeoff: information production diminishes because informed traders have less...
Persistent link: https://ebtypo.dmz1.zbw/10012855942
Saved in:
Cover Image
High-Frequency Trading and Extreme Price Movements
Brogaard, Jonathan - 2020
Are endogenous liquidity providers (ELPs) reliable in times of market stress? We examine the activity of a common ELP type – high frequency traders (HFTs) – around extreme price movements (EPMs). We find that on average HFTs provide liquidity during EPMs by absorbing imbalances created by...
Persistent link: https://ebtypo.dmz1.zbw/10012856427
Saved in:
Cover Image
Competition among High-Frequency Traders, and Market Quality
Breckenfelder, Johannes - 2020
I study empirically how competition among high-frequency traders (HFTs) affects their trading behavior and market quality. The analysis exploits a unique dataset, which allows comparing environments with and without high-frequency competition, and contains an exogenous event - a tick size reform...
Persistent link: https://ebtypo.dmz1.zbw/10012857042
Saved in:
Cover Image
Do High-Frequency Traders Anticipate Buying and Selling Pressure?
Hirschey, Nicholas - 2020
This study provides evidence that high-frequency traders (HFTs) identify patterns in past trades and orders that allow them to anticipate and trade ahead of other investors' order flow. Specifically, HFTs' aggressive purchases and sales lead those of other investors, and this effect is stronger...
Persistent link: https://ebtypo.dmz1.zbw/10012857087
Saved in:
Cover Image
No Trade in a Blockchain
Galanis, Spyros - 2020
We show that there cannot be common knowledge trade in a truly decentralised environment, such as in a blockchain. A trade is an agreement to buy and sell a security that pays according to some state of nature; it is settled when the security's value is verified by an oracle, an intermediary who...
Persistent link: https://ebtypo.dmz1.zbw/10012836241
Saved in:
Cover Image
Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies
Petukhina, Alla - 2020
This research analyses high-frequency data of the cryptocurrency market in regards to intraday trading patterns. We study trading quantitatives such as returns, traded volumes, volatility periodicity, and provide summary statistics of return correlations to CRIX (CRyptocurrency IndeX), as well...
Persistent link: https://ebtypo.dmz1.zbw/10012838218
Saved in:
Cover Image
Commonality in FX Liquidity : High-Frequency Evidence
Sensoy, Ahmet - 2020
We test the existence and reveal the main properties of commonality in liquidity for the foreign exchange (FX) markets at the high-frequency level. Accordingly, commonality in FX liquidity exists even at the high-frequency level and it has been gradually increasing over the last few years....
Persistent link: https://ebtypo.dmz1.zbw/10012838964
Saved in:
Cover Image
Internet Appendix for 'How Rigged Are Stock Markets? Evidence from Microsecond Timestamps'
Bartlett, Robert P. - 2020
This document contains supporting materials for the article "How Rigged Are Stock Markets? Evidence from Microsecond Timestamps" by Robert P. Bartlett, III and Justin McCrary.The paper to which this Appendix applies is available at the following URL: "https://ssrn.com/abstract=2812123"...
Persistent link: https://ebtypo.dmz1.zbw/10012839208
Saved in:
Cover Image
High frequency trading : strategic competition between slow and fast traders
Boco, Herve; Germain, Laurent; Rousseau, Fabrice - 2020
Persistent link: https://ebtypo.dmz1.zbw/10013168176
Saved in:
Cover Image
Market making with inventory control and order book information
Donatoni, E.; Paterlini, Sandra; Bazzana, Flavio - In: Quantitative finance 22 (2022) 3, pp. 597-610
Persistent link: https://ebtypo.dmz1.zbw/10013167784
Saved in:
Cover Image
Resiliency in the E-mini futures market
Fishe, Raymond P. H.; Haynes, Richard; Onur, Esen - In: The journal of futures markets 42 (2022) 1, pp. 5-23
Persistent link: https://ebtypo.dmz1.zbw/10012796291
Saved in:
Cover Image
Liquidity measurement : a comparative review of the literature with a focus on high frequency
Cobandag Guloglu, Zeynep; Ekinci, Cumhur - In: Journal of economic surveys 36 (2022) 1, pp. 41-74
Persistent link: https://ebtypo.dmz1.zbw/10012816561
Saved in:
Cover Image
Liquidity, markets and trading in action : an interdisciplinary perspective
Ozenbas, Deniz; Pagano, Michael S.; Schwartz, Robert A.; … - 2022
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012546626
Saved in:
Cover Image
Attention : how high-frequency trading improves price efficiency following earnings announcements
Chakrabarty, Bidisha; Moulton, Pamela C.; Wang, Xu - In: Journal of financial markets 57 (2022), pp. 1-20
Persistent link: https://ebtypo.dmz1.zbw/10013188308
Saved in:
Cover Image
Exchange competition, entry, and welfare
Cespa, Giovanni; Vives, Xavier - In: The review of financial studies 35 (2022) 5, pp. 2570-2624
Persistent link: https://ebtypo.dmz1.zbw/10013188970
Saved in:
Cover Image
Digital finance in Europe : law, regulation, and governance
Avgouleas, Emilios (ed.); Marjosola, Heikki (ed.) - 2022
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012593421
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Contact us
  • Imprint
  • Privacy

Loading...