Works matching DE "MARKET orders"

Results: 59

The Organization of Markets.

Published in:

Organization Studies, 2015, v. 36, n. 1, p. 7, doi. 10.1177/0170840614544557

By:

Ahrne, Göran;
Aspers, Patrik;
Brunsson, Nils

Publication type:

Article

Emergence of Market Orders: Audience Interaction and Vanguard Influence.

Published in:

Organization Studies, 2014, v. 35, n. 5, p. 765, doi. 10.1177/0170840613511751

By:

Koçak, Özgecan;
Hannan, Michael T.;
Hsu, Greta

Publication type:

Article

THE AUSTRIAN SCHOOL: MARKET ORDER AND ENTREPRENEURIAL CREATIVITY.

Published in:

2010

By:

Howden, David

Publication type:

Book Review

Do Dark Pools Harm Price Discovery?

Published in:

Review of Financial Studies, 2014, v. 27, n. 3, p. 747, doi. 10.1093/rfs/hht078

By:

Zhu, Haoxiang

Publication type:

Article

Market Liquidity and Flow-driven Risk.

Published in:

Review of Financial Studies, 2011, v. 24, n. 3, p. 721, doi. 10.1093/rfs/hhq132

By:

Deuskar, Prachi;
Johnson, Timothy C.

Publication type:

Article

A second-order stock market model.

Published in:

Annals of Finance, 2013, v. 9, n. 3, p. 439, doi. 10.1007/s10436-012-0193-2

By:

Fernholz, Robert;
Ichiba, Tomoyuki;
Karatzas, Ioannis

Publication type:

Article

Private Ordering, Self-Regulation and Futures Markets: A Comparative Study of Informal Social Control*.

Published in:

Law & Policy, 1991, v. 13, n. 4, p. 297, doi. 10.1111/j.1467-9930.1991.tb00072.x

By:

GUNNINGHAM, NEIL

Publication type:

Article

Market ordering as a device for market-making: the case of the emerging students’ recruitment industry.

Published in:

Globalisation, Societies & Education, 2017, v. 15, n. 3, p. 367, doi. 10.1080/14767724.2017.1330136

By:

Komljenovic, Janja

Publication type:

Article

High-dimensional Hawkes processes for limit order books: modelling, empirical analysis and numerical calibration.

Published in:

Quantitative Finance, 2018, v. 18, n. 2, p. 249, doi. 10.1080/14697688.2017.1403142

By:

Lu, Xiaofei;
Abergel, Frédéric

Publication type:

Article

Latency and liquidity provision in a limit order book.

Published in:

Quantitative Finance, 2017, v. 17, n. 10, p. 1601, doi. 10.1080/14697688.2017.1296177

By:

Bonart, Julius;
Gould, Martin D.

Publication type:

Article

The role of volume in order book dynamics: a multivariate Hawkes process analysis.

Published in:

Quantitative Finance, 2017, v. 17, n. 7, p. 999, doi. 10.1080/14697688.2016.1260759

By:

Rambaldi, Marcello;
Bacry, Emmanuel;
Lillo, Fabrizio

Publication type:

Article

Optimal order placement in limit order markets.

Published in:

Quantitative Finance, 2017, v. 17, n. 1, p. 21, doi. 10.1080/14697688.2016.1190030

By:

Cont, Rama;
Kukanov, Arseniy

Publication type:

Article

Estimation of zero-intelligence models by L1 data.

Published in:

Quantitative Finance, 2016, v. 16, n. 9, p. 1423, doi. 10.1080/14697688.2016.1149612

By:

Šmíd, Martin

Publication type:

Article

Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics.

Published in:

Quantitative Finance, 2016, v. 16, n. 8, p. 1179, doi. 10.1080/14697688.2015.1123287

By:

Bacry, Emmanuel;
Jaisson, Thibault;
Muzy, Jean–François

Publication type:

Article

Optimal execution with limit and market orders.

Published in:

Quantitative Finance, 2015, v. 15, n. 8, p. 1279, doi. 10.1080/14697688.2015.1032543

By:

Cartea, Álvaro;
Jaimungal, Sebastian

Publication type:

Article

Multiple-limit trades: empirical facts and application to lead–lag measures.

Published in:

Quantitative Finance, 2013, v. 13, n. 5, p. 783, doi. 10.1080/14697688.2012.743671

By:

Pomponio, Fabrizio;
Abergel, Frederic

Publication type:

Article

Optimal high-frequency trading with limit and market orders.

Published in:

Quantitative Finance, 2013, v. 13, n. 1, p. 79, doi. 10.1080/14697688.2012.708779

By:

Guilbaud, Fabien;
Pham, Huyên

Publication type:

Article

Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate.

Published in:

Journal of Financial & Quantitative Analysis, 2012, v. 47, n. 4, p. 821, doi. 10.1017/S0022109012000245

By:

Menkveld, Albert J.;
Sarkar, Asani;
Wel, Michel van der

Publication type:

Article

Liquidity Supply by a Risk-Averse Market Maker.

Published in:

Economic Record, 2011, v. 87, n. 279, p. 617, doi. 10.1111/j.1475-4932.2011.00761.x

By:

BASOV, SUREN;
YIN, XIANGKANG

Publication type:

Article

Order imbalances explain 90% of returns of Nikkei 225 futures.

Published in:

Applied Economics Letters, 2010, v. 17, n. 13, p. 1241, doi. 10.1080/00036840902881819

By:

Li, Meng;
Endo, Misao;
Zuo, Shiwei;
Kishimoto, Kazuo

Publication type:

Article

Investors May Take Heart: A Game Theoretic View of High Frequency Trading.

Published in:

Journal of Financial Planning, 2015, v. 28, n. 5, p. 53

By:

Pandey, Vivek K.;
Wu, Chen Y.

Publication type:

Article

Working the System.

Published in:

International Studies of Management & Organization, 2011, v. 41, n. 1, p. 62, doi. 10.2753/IMO0020-8825410103

By:

Boisot, Max;
Child, John;
Redding, Gordon

Publication type:

Article

The price impact of order book events: market orders, limit orders and cancellations.

Published in:

Quantitative Finance, 2012, v. 12, n. 9, p. 1395, doi. 10.1080/14697688.2010.528444

By:

Eisler, Zoltán;
Bouchaud, Jean-Philippe;
Kockelkoren, Julien

Publication type:

Article

Econophysics review: II. Agent-based models.

Published in:

Quantitative Finance, 2011, v. 11, n. 7, p. 1013, doi. 10.1080/14697688.2010.539249

By:

Chakraborti, Anirban;
Toke, IoaneMuni;
Patriarca, Marco;
Abergel, Frédéric

Publication type:

Article

Provably linkable trading.

Published in:

Quantitative Finance, 2011, v. 11, n. 5, p. 641, doi. 10.1080/14697681003685571

By:

Kenyon, Chris;
Camenisch, Jan

Publication type:

Article

Optimal execution strategies in limit order books with general shape functions.

Published in:

Quantitative Finance, 2010, v. 10, n. 2, p. 143, doi. 10.1080/14697680802595700

By:

Alfonsi, Aurélien;
Fruth, Antje;
Schied, Alexander

Publication type:

Article

What pieces of limit order book information matter in explaining order choice by patient and impatient traders?

Published in:

Quantitative Finance, 2009, v. 9, n. 5, p. 527, doi. 10.1080/14697680802616704

By:

Pascual, Roberto;
Veredas, David

Publication type:

Article

STRATEGIC LIQUIDITY PROVISION IN LIMIT ORDER MARKETS.

Published in:

Econometrica, 2013, v. 81, n. 1, p. 363, doi. 10.3982/ECTA10018

By:

BACK, KERRY;
BARUCH, SHMUEL

Publication type:

Article

Relationship Between Market Orders and Stock Returns: Evidence from Taiwan.

Published in:

Review of Pacific Basin Financial Markets & Policies, 2014, v. 17, n. 2, p. 1, doi. 10.1142/S0219091514500131

By:

Chang, Chiao Yi;
Chien, Andy;
Hsu, Ya-Ting

Publication type:

Article

Establishing a Disciplining Financial Disposition in the City of London: Resilience, Speed and Intelligence.

Published in:

Sociology, 2019, v. 53, n. 6, p. 1061, doi. 10.1177/0038038519860402

By:

Simpson, Alex

Publication type:

Article

Equilibrium in a Dynamic Limit Order Market.

Published in:

Journal of Finance (Wiley-Blackwell), 2005, v. 60, n. 5, p. 2149, doi. 10.1111/j.1540-6261.2005.00795.x

By:

GOETTLER, RONALD L.;
PARLOUR, CHRISTINE A.;
RAJAN, UDAY

Publication type:

Article

Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve.

Published in:

Journal of Finance (Wiley-Blackwell), 2004, v. 59, n. 6, p. 2623, doi. 10.1111/j.1540-6261.2004.00711.x

By:

BRANDT, MICHAEL W.;
KAVAJECZ, KENNETH A.

Publication type:

Article

Order Flow and Liquidity around NYSE Trading Halts.

Published in:

Journal of Finance (Wiley-Blackwell), 2000, v. 55, n. 4, p. 1771, doi. 10.1111/0022-1082.00267

By:

Corwin, Shane A.;
Lipson, Marc L.

Publication type:

Article

Indonesian Traditional Market Flexibility Amidst State Promoted Market Competition.

Published in:

Social Sciences (2076-0760), 2018, v. 7, n. 11, p. 238, doi. 10.3390/socsci7110238

By:

Purnomo, Mangku;
Otten, Fenna;
Faust, Heiko

Publication type:

Article

Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy.

Published in:

Journal of Financial & Quantitative Analysis, 1996, v. 31, n. 2, p. 213, doi. 10.2307/2331180

By:

Harris, Lawrence;
Hasbrouck, Joel

Publication type:

Article

Immediate price impact of a stock and its warrant: Power-law or logarithmic model?

Published in:

International Journal of Modern Physics B: Condensed Matter Physics; Statistical Physics; Applied Physics, 2017, v. 31, n. 8, p. -1, doi. 10.1142/S0217979217500485

By:

Xu, Hai-Chuan;
Jiang, Zhi-Qiang;
Zhou, Wei-Xing

Publication type:

Article

Informed traders' arrival in foreign exchange markets: Does geography matter?

Published in:

Empirical Economics, 2015, v. 49, n. 4, p. 1431, doi. 10.1007/s00181-015-0917-z

By:

Gençay, Ramazan;
Gradojevic, Nikola;
Olsen, Richard;
Selçuk, Faruk

Publication type:

Article

Legal Entrepreneurship within a System of Entangled Political Economy.

Published in:

American Journal of Entrepreneurship, 2013, v. 6, n. 1, p. 26

By:

Rajagopalan, Shruti;
Wagner, Richard E.

Publication type:

Article

Capital market development in Southeast Asia: From speculative crisis to spectacles of financialization.

Published in:

Economic Anthropology, 2018, v. 5, n. 2, p. 185, doi. 10.1002/sea2.12116

By:

Rethel, Lena

Publication type:

Article

Fleeting Orders and Dynamic Trading Strategies: Evidence from the Australian Security Stock Exchange (ASX).

Published in:

Journal of Accounting & Finance (2158-3625), 2015, v. 15, n. 4, p. 108

By:

Viljoen, Tina;
Westerholm, Joakim;
Hui Zheng;
Gerace, Dionigi

Publication type:

Article

Exchange Entrances, Mergers and the Evolution of Trading of NASDAQ Listed Securities 1993-2010.

Published in:

Journal of Accounting & Finance (2158-3625), 2012, v. 12, n. 4, p. 66

By:

Egginton, Jared F.;
Van Ness, Bonnie F.;
Van Ness, Robert A.

Publication type:

Article

Information, Sentiment, and Price in a Fast Order-Driven Market.

Published in:

IUP Journal of Financial Risk Management, 2011, v. 8, n. 3, p. 43

By:

Derviz, Alexis

Publication type:

Article

The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books.

Published in:

Applied Mathematical Finance, 2011, v. 18, n. 3, p. 189, doi. 10.1080/1350486X.2010.504333

By:

Challet, Damien

Publication type:

Article

The Price Impact of Order Book Events.

Published in:

Journal of Financial Econometrics, 2014, v. 12, n. 1, p. 47, doi. 10.1093/jjfinec/nbt003

By:

Cont, Rama;
Kukanov, Arseniy;
Stoikov, Sasha

Publication type:

Article

Rolling-Horizon Replenishment: Policies and Performance Analysis.

Published in:

Naval Research Logistics, 2010, v. 57, n. 6, p. 489, doi. 10.1002/nav.20416

By:

Zhaotong Lian;
Liming Liu;
Stuart X. Zhu

Publication type:

Article

Are We Forgetting Something? Remarks on the Connections Between Douglass North’s Contributions and Original Institutional Economics.

Published in:

Journal of Economic Issues, 2018, v. 52, n. 2, p. 589, doi. 10.1080/00213624.2018.1469939

By:

Luz, Manuel Ramon Souza;
Fernandez, Ramon Garcia

Publication type:

Article

Order Imbalance and Daily Momentum Investing: Evidence from Taiwan.

Published in:

Financial Review, 2012, v. 47, n. 4, p. 697, doi. 10.1111/j.1540-6288.2012.00343.x

By:

Chang, Chiao-Yi

Publication type:

Article

Liberale Ordnungspolitik im demokratischen Diskurs.

Published in:

Journal for Business, Economics & Ethics / Zeitschrift für Wirtschafts und Unternehmensethik, 2011, v. 12, n. 2, p. 250

By:

Wegner, Gerhard

Publication type:

Article

Kapitalismus oder Solodariät? Zur Bedeutung der Grundlagen der Sozialen Marktwirtschaft angesichts der astuellen Infragestelung martktwirtschaftlicher Funktionsprinzipien.

Published in:

Journal for Business, Economics & Ethics / Zeitschrift für Wirtschafts und Unternehmensethik, 2010, v. 11, n. 3, p. 262

By:

Trautnitz, Georg

Publication type:

Article

Measuring Investors' Opinion Divergence.

Published in:

Journal of Accounting Research (Wiley-Blackwell), 2009, v. 47, n. 5, p. 1317, doi. 10.1111/j.1475-679X.2009.00344.x

By:

GARFINKEL, JON A.

Publication type:

Article