المؤلفون: Park, SG, Ryu, D

المساهمون: School of Accounting and Finance

مصطلحات موضوعية: Limit order market, Low-latency, Market order, Marketable limit order, Order submission

Relation: http://hdl.handle.net/10397/92518; 145; 164; 53; 2-s2.0-85055999954; RGC-B1-058, AF-0105

الاتاحة: http://hdl.handle.net/10397/92518
https://doi.org/10.1016/j.pacfin.2018.10.016

المؤلفون: Johnson, Ike Jay

المساهمون: Bowe, Michael, Hyde, Stuart

مصطلحات موضوعية: 332, Market Microstructure, Market Pre-opening Period, Liquidity, Order Submission Intensity, Order Submission Aggressiveness, Stock Market Price Discovery, Return Determination, Limit Order Book Information

URL الوصول: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.526585

المؤلفون: Deji-Olowe, Adeola

المساهمون: Hyde, Stuart

مصطلحات موضوعية: 658.8, Market Microstructure, Order submission strategies, Price Impact, Price discovery, emerging markets

URL الوصول: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.719274

المؤلفون: Li, Honghong

المساهمون: Krause, Andreas

مصطلحات موضوعية: 330.015195, limit order market, experiment, Double auction, order submission strategy

URL الوصول: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.518124

المؤلفون: Zhang, Dong, 1985

المساهمون: Nordén, Lars, Professor, Hagströmer, Björn, Associate professor, Rime, Dagfinn, Professor

مصطلحات موضوعية: index futures market, underlying stock market, liquidity, volatility, gold futures market, price discovery, high frequency traders, aggressiveness, order submission, liquidity provider, adverse selection cost, företagsekonomi, Business Administration

وصف الملف: electronic

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-119577
https://su.diva-portal.org/smash/get/diva2:846682/FULLTEXT01.pdf
https://su.diva-portal.org/smash/get/diva2:846682/PREVIEW01.jpg

المؤلفون: JENWITTAYAROJE, Nattawut, CHAROENWONG, Charlie, DING, David K., YANG, Yung Chiang

المصدر: Research Collection Lee Kong Chian School Of Business

مصطلحات موضوعية: Trading costs, Thailand, Order aggressiveness, Order submission strategy, Implementation shortfall, Asian Studies, Finance and Financial Management, Portfolio and Security Analysis

وصف الملف: application/pdf

Relation: https://ink.library.smu.edu.sg/lkcsb_research/4764; https://ink.library.smu.edu.sg/context/lkcsb_research/article/5763/viewcontent/Trading_costs_SE_Thailand_av.pdf

الاتاحة: https://ink.library.smu.edu.sg/lkcsb_research/4764
https://doi.org/10.1016/j.irfa.2015.05.008
https://ink.library.smu.edu.sg/context/lkcsb_research/article/5763/viewcontent/Trading_costs_SE_Thailand_av.pdf

المؤلفون: Mario Bellia, Loriana Pelizzon, Marti G. Subrahmanyam

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://people.stern.nyu.edu/msubrahm/papers/Pre-Open_February%202015.pdf.

مصطلحات موضوعية: Key-words, High Frequency Traders (HTFs, Order Submission, Order Cancellation, Pre-Opening, Price Discovery, Liquidity

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.696.6446; http://people.stern.nyu.edu/msubrahm/papers/Pre-Open_February%202015.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.696.6446
http://people.stern.nyu.edu/msubrahm/papers/Pre-Open_February%202015.pdf

المؤلفون: Burton Hollifield, Robert A. Miller, Patrik Sandas

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://chinook.gsia.cmu.edu/rev-paper.pdf.

مصطلحات موضوعية: limit orders, market orders, order submission strategy, semiparametric estimation JEL Codes, G10, C14, C35, C52

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.15.3132; http://chinook.gsia.cmu.edu/rev-paper.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.15.3132
http://chinook.gsia.cmu.edu/rev-paper.pdf

المؤلفون: Gomber, Peter, Gsell, Markus

مصطلحات موضوعية: ddc:330, D0, Electronic Markets, Algorithmic Trading, Order Submission, Securities Trading, Wertpapierhandel, Elektronisches Handelssystem, Börsenmakler, Vergleich, Auftragsabwicklung, Deutschland

Relation: Series: CFS Working Paper; No. 2009/10; gbv-ppn:606241728; urn:nbn:de:hebis:30-63808; http://hdl.handle.net/10419/43202; RePEc:zbw:cfswop:200910

الاتاحة: http://hdl.handle.net/10419/43202
https://nbn-resolving.org/urn:nbn:de:hebis:30-63808

المؤلفون: Hagströmer, Björn, 1981, Nordén, Lars, Zhang, Dong

المصدر: The Financial Review. 49(2):395-419

مصطلحات موضوعية: high-frequency trading, aggressiveness, order submission, liquidity, volatility, företagsekonomi, Business Administration

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-102540

المؤلفون: Richard Coggins, Adam Blazejewski

المصدر: Physica A: Statistical Mechanics and its Applications. 348:481-495

مصطلحات موضوعية: Statistics and Probability, Market capitalization, Nonparametric statistics, Inference, Condensed Matter Physics, Logistic regression, jel:G, Order submission, Trade classification, K-nearest-neighbor, Non-linear, Memory, k-nearest neighbors algorithm, Stock exchange, Statistics, Econometrics, Predictability, Sign (mathematics), Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::02b059da7a6998f68fab6a84b49518ad
https://doi.org/10.1016/j.physa.2004.09.033

المؤلفون: 陈炜, 屈文洲

مصطلحات موضوعية: ACD模型, 订单持续期, 订单提交策略, ACD model, order submission strategy, order duration

Relation: 管理科学学报,2010,(2):62-69; JCYJ201002008; http://dspace.xmu.edu.cn/handle/2288/102588

الاتاحة: http://dspace.xmu.edu.cn/handle/2288/102588

المؤلفون: Loh, Tze Hua

مصطلحات موضوعية: Equities market, Limit order book, Singapore Exchange, Order aggressiveness, Order dynamics, Order cancellation, Order flow, Order submission

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::75bd8bb05ae9fbf8e1aeb1bdcfd2cb7e

المؤلفون: Li, Honghong

المصدر: Li, H 2010, ' The Dynamic Model of Double Auction Market ', Ph.D., University of Bath .

مصطلحات موضوعية: experiment, ComputingMilieux_COMPUTERSANDSOCIETY, limit order market, Double auction, order submission strategy

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od______1378::5c783d8042b3977752f860f3357c73bf
https://purehost.bath.ac.uk/ws/files/294625/UnivBath_PhD_2009_H_Li.pdf

المؤلفون: Adam Blazejewski, Richard Coggins

مصطلحات موضوعية: Order submission, Trade classification, Piecewise linear, Competition for order execution, Transaction cost minimization, jel:G

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od_______645::0a585f4072f981c1cfca7b3f2eed8a24
http://econwpa.repec.org/eps/fin/papers/0412/0412012.pdf

المؤلفون: Menkhoff, Lukas, Osler, Carol Lee, Schmeling, Maik

مصطلحات موضوعية: ddc:330, G20, limit-order market, order submission, informed traders, market conditions, Wertpapierhandel, Börsenkurs, Anlageverhalten, Asymmetrische Information, Schock, Theorie, phil, manag

Relation: gbv-ppn:627337295; http://hdl.handle.net/10419/38895

الاتاحة: http://hdl.handle.net/10419/38895

المؤلفون: 李志宏

المساهمون: 國立政治大學財務管理學系, 行政院國家科學委員會

مصطلحات موضوعية: 下單積極性, 資訊不對稱, 市場透明度, 下單策略, 放空, Order Submission Strategies, Order Aggressiveness,Information Asymmetry, Market Transparency, Short Sale

Relation: 基礎研究; 學術補助; 研究期間:9808~ 9907; 研究經費:629仟元; https://nccur.lib.nccu.edu.tw//handle/140.119/53833; https://nccur.lib.nccu.edu.tw/bitstream/140.119/53833/-1/982410H002.pdf

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/53833
https://nccur.lib.nccu.edu.tw/bitstream/140.119/53833/-1/982410H002.pdf

المؤلفون: 李志宏

المساهمون: 國立政治大學財務管理學系, 行政院國家科學委員會

مصطلحات موضوعية: 下單積極性, 資訊不對稱, 市場透明度, 下單策略, 放空, Order Submission Strategies, Order Aggressiveness,Information Asymmetry, Market Transparency, Short Sale, manag, eco

Relation: http://nccur.lib.nccu.edu.tw/bitstream/140.119/53817/1/96-2416-H-004-043-MY3.pdf; http://nccur.lib.nccu.edu.tw//handle/140.119/53817

الاتاحة: http://nccur.lib.nccu.edu.tw/bitstream/140.119/53817/1/96-2416-H-004-043-MY3.pdf
http://nccur.lib.nccu.edu.tw//handle/140.119/53817

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://is2.lse.ac.uk/asp/aspecis/20090009.pdf.

مصطلحات موضوعية: Electronic Markets, Algorithmic Trading, Order Submission, Securities Trading. 1 INTRODUCTION

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.232.4020; http://is2.lse.ac.uk/asp/aspecis/20090009.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.232.4020
http://is2.lse.ac.uk/asp/aspecis/20090009.pdf

المؤلفون: 詹淑惠, Chan, Shu-Hui

المساهمون: 周行一

مصطلحات موضوعية: 內線交易, 訊息精確度, 價格發現, 下單策略, 模仿跟單, Illegal insider trading, Information precision, Price discovery, Order submission strategies, Mimicking

وصف الملف: 3086336 bytes; application/pdf

Relation: G0973575061; http://nccur.lib.nccu.edu.tw//handle/140.119/118534; http://nccur.lib.nccu.edu.tw/bitstream/140.119/118534/1/506101.pdf

الاتاحة: http://nccur.lib.nccu.edu.tw//handle/140.119/118534
http://nccur.lib.nccu.edu.tw/bitstream/140.119/118534/1/506101.pdf