EconStor >

Search Results

 
for  

Results 11-20 of 385.


Item hits:

DateTitle Authors
2008 Does algorithmic trading improve liquidity?Hendershott, Terrence / Jones, Charles M. / Menkveld, Albert J.
2008 Assessing the impact of algorithmic trading on markets: A simulation approachGsell, Markus
2008 The impact of liquidity shocks through the limit order bookWuyts, Gunther
1999 Die Betreuer am Neuen Markt: eine empirische AnalyseGerke, Wolfgang / Bosch, Robert
2005 Practical volatility and correlation modeling for financial market risk managementAndersen, Torben G. / Bollerslev, Tim / Christoffersen, Peter F. / Diebold, Francis X.
1998 A minimality property of the minimal martingale measureSchweizer, Martin
2012 A directional-change event approach for studying financial time seriesAloud, Monira / Tsang, Edward / Olsen, Richard / Dupuis, Alexandre
2005 Understanding the limit order book: Conditioning on trade informativenessBeltran, Héléna / Grammig, Joachim / Menkveld, Albert J.
2011 Liquidity dynamics in an electronic open limit order book: An event study approachGomber, Peter / Schweickert, Uwe / Theissen, Erik
1993 Insider Trading Anomalies in a Kyle-Type Model of Sequential AuctionsAntonov, Mikhail / Trofimov, Georgi

Back 1 2 3 4 5 6 7 8 9 10 11 Next