Keywords: محدود کردن کتاب سفارش; Econophysics; Agent-based model; Limit order book;
مقالات ISI محدود کردن کتاب سفارش (ترجمه نشده)
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Keywords: محدود کردن کتاب سفارش; Recurrent neural networks; Limit order book; Futures markets;
Keywords: محدود کردن کتاب سفارش; Cancellation order; Econophysics; Foreign currency market; Limit order book; Market microstructure; Order placement;
Keywords: محدود کردن کتاب سفارش; Limit order book; Liquidity; Resilience; GLM; GAMLSS; C41; C52; D47;
Keywords: محدود کردن کتاب سفارش; G14; C63; D82; Limit order book; Asymmetric information; Genetic algorithm learning; Classifier system; Order submission;
Keywords: محدود کردن کتاب سفارش; Dark pool; Limit order book; Trading strategies; G10; G20; G24; D40;
Keywords: محدود کردن کتاب سفارش; F31; G15; C30; Macroeconomic news; Limit order book; Foreign exchange market; Vector autoregressive;
Keywords: محدود کردن کتاب سفارش; Econophysics; Price gap; Limit order book; Liquidity; Stylized facts; Buy–sell asymmetry
Keywords: محدود کردن کتاب سفارش; G10; G14; G15Institutional investor; Limit order book; Option price; Order imbalance
Keywords: محدود کردن کتاب سفارش; G1; G10; G11; G14; G15; G20; Order aggressiveness; Limit order book; Institutional brokers; Retail brokers; Monetary policy news; Reserve Bank of Australia;
Keywords: محدود کردن کتاب سفارش; Limit order book; Price discovery; Order flow imbalance; Doubly stochastic Poisson processes; Cox processes; Two-sided risk process
Keywords: محدود کردن کتاب سفارش; C51; C60; D01; D4; G1; Hidden liquidity; Liquidity competition; Limit order book; Market impact; Order flow dynamics; High-frequency trading;
Keywords: محدود کردن کتاب سفارش; G14; C63; D82; Limit order book; Order submission; Genetic algorithm learning; Asymmetric information; Probability of informed trading;
Keywords: محدود کردن کتاب سفارش; G12; G14; C32; Resiliency; Liquidity; Limit order book; Liquidity shocks;
Keywords: محدود کردن کتاب سفارش; Limit order book; Volatility; Slope; Cost-to-trade; High frequency; Intra-day; Shanghai Stock Exchange; Extreme market conditionG12; G14; G15
Keywords: محدود کردن کتاب سفارش; G10; G14; Price discovery; Order imbalance; Information shares; Ask and bid quotes; Limit order book; Market microstructure;
Keywords: محدود کردن کتاب سفارش; G14; Limit order book; Chinese stock market; Microstructure; VAR model;
Keywords: محدود کردن کتاب سفارش; G15; G19; G20; Limit order book; Order aggressiveness; Order-driven markets; Walking through the book; Competition; Signaling;
Keywords: محدود کردن کتاب سفارش; 60G10; 60G55; 60E07; 62M10; 62P05; Count data; Continuous time modeling of multivariate time series; Infinitely divisible; Limit order book; Multivariate negative binomial law; Poisson mixtures; Trawl processes;
Bid- and ask-side liquidity in the NYSE limit order book
Keywords: محدود کردن کتاب سفارش; G01; G12; G14; G18; Market liquidity; Limit order book; Financial crisis; Short selling ban; Market microstructure; Asset pricing;
Limit order books and liquidity around scheduled and non-scheduled announcements: Empirical evidence from NASDAQ Nordic
Keywords: محدود کردن کتاب سفارش; Limit order book; Liquidity; Company announcement; High-frequency data; G10; G14;
Statistical inference for ergodic point processes and application to Limit Order Book
Keywords: محدود کردن کتاب سفارش; Multivariate point process; Ergodicity; Hawkes process; Inferential statistics; Quasi Likelihood Analysis; Limit Order Book;
Detecting Informative Patterns in Financial Market Trends Based on Visual Analysis
Keywords: محدود کردن کتاب سفارش; Market Trend; Limit Order Book; Pattern Extraction.
Limit order book transparency and order aggressiveness at the closing call: Lessons from the TWSE 2012 new information disclosure mechanism
Keywords: محدود کردن کتاب سفارش; Closing call auction; Order aggressiveness; Market transparency; Limit order book; Expectation effect; Sequential ordered probitC35; G15; G29
Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse
Keywords: محدود کردن کتاب سفارش; C22; C41; C53; G11; Liquidity-adjusted Intraday Value at Risk; Tick-by-tick data; Log-ACD-VARMA-MGARCH; Ex-ante liquidity premium; Limit Order Book;
Undisclosed orders and optimal submission strategies in a limit order market
Keywords: محدود کردن کتاب سفارش; G14; Reserve orders; Limit order book; Liquidity; Welfare;
An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume
Keywords: محدود کردن کتاب سفارش; G10; G15; G18; Market quality; Limit order book; Transparency;
Optimal trading strategy and supply/demand dynamics
Keywords: محدود کردن کتاب سفارش; Liquidity; Trading; Optimal order execution; Limit order book; G00; G11; G12;
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Keywords: محدود کردن کتاب سفارش; C14; C32; C53; G11; Limit order book; Liquidity risk; Semiparametric model; Factor structure; Prediction;
The information content of a limit order book: The case of an FX market
Keywords: محدود کردن کتاب سفارش; Profitability; Limit order book; High-frequency data; Algorithmic trading; D81; F31; C53;
Value at Risk and Expected Shortfall for large portfolios
Keywords: محدود کردن کتاب سفارش; C22; C51; C53; D40; G00; G10; Demand; Supply; Liquidity risk; Limit order book; Bank; Sweden;
Differences in individual NYSE specialists' performances and strategies
Keywords: محدود کردن کتاب سفارش; G20NYSE specialists; Dealer trading; Market makers; Limit Order Book; Posted quotes
Complex stock trading network among investors
Keywords: محدود کردن کتاب سفارش; Econophysics; Limit order book; Trade sizes; Trading networks; Power-law distribution
Participation strategy of the NYSE specialists to the posted quotes
Keywords: محدود کردن کتاب سفارش; G20NYSE specialists; Dealer trading; Market makers; Limit order book; Posted quotes
Order aggressiveness and quantity: How are they determined in a limit order market?
Keywords: محدود کردن کتاب سفارش; D4; F3; International finance; Market microstructure; Foreign exchange; Limit order book;
Exchange rate management in emerging markets: Intervention via an electronic limit order book
Keywords: محدود کردن کتاب سفارش; Foreign exchange market microstructure; Limit order book; Electronic crossing network; Exchange rate intervention;
Electronic limit order book and order submission choice around macroeconomic news
Keywords: محدود کردن کتاب سفارش; D81; E44; G10; G14Macroeconomic announcements; Limit order book; Adverse selection
A market-clearing role for inefficiency on a limit order book
Keywords: محدود کردن کتاب سفارش; C73; G14; G24Stochastic sequential game; Stationary equilibrium; Limit order book; Market depths; Bid–ask spread
Modeling duration clusters with dynamic copulas
Keywords: محدود کردن کتاب سفارش; C14; C22; C41; G14; Ultra-high frequency transaction data; Limit order book; Market microstructure; Dynamic copulas; Semiparametric estimation;
Liquidity supply in electronic markets
Keywords: محدود کردن کتاب سفارش; G24; G25; G29; Limit order book; Liquidity; Execution risk; Institutional orders;
Measuring the resiliency of an electronic limit order book
Keywords: محدود کردن کتاب سفارش; C32; C51; C52; G10; Market microstructure; Limit order book; Resiliency; Point process; Conditional intensity;
Modeling and simulation of a double auction artificial financial market
Keywords: محدود کردن کتاب سفارش; Agent-based simulation; Artificial financial market; Double auction; Limit order book;
Should securities markets be transparent?
Keywords: محدود کردن کتاب سفارش; G1; G14; G18; Microstructure; Transparency; Limit order book;
Sources of liquidity for NYSE-listed non-US stocks
Keywords: محدود کردن کتاب سفارش; G1; Liquidity; Inter-market linkage; Limit order book; Bid-ask spreads;
Liquidity commonality and return co-movement
Keywords: محدود کردن کتاب سفارش; G10; Liquidity commonality; Return co-movement; Limit order book;
The information content of the limit order book: evidence from NYSE specialist trading decisions
Keywords: محدود کردن کتاب سفارش; Specialist trading; Limit order book; Market transparency; Limit order option values; Minimum price increments; Tick sizes;