CALL FOR PAPERS The Financial Research Centre, Department of Finance, Faculty of Business Administration, Corvinus University of Budapest and the Game Theory Research Group, Centre for Economic and Regional Studies, Hung

Source URL: www.wiwi.uni-passau.de

• Financial markets
• Financial risk
• Mathematical finance
• Monte Carlo methods in finance
• Banking
• Market liquidity
• Funding liquidity
• Market microstructure
• Margin at risk
• Profit at risk
• Liquidity risk
• Lasse Heje Pedersen

Information and Learning in Limit Order Markets Xuezhong (Tony) He Abstract This talk provides a unified framework of market microstructure and agent-based models of limit order markets to examine how traders process and

Source URL: www.aiecon.org

• Financial markets
• Stock market
• High-frequency trading
• Bidask spread
• Order
• Market microstructure
• Algorithmic trading
• Quote stuffing

Electronic trading in fixed income markets

Source URL: www.bis.org

• Financial markets
• Stock market
• Electronic trading
• Algorithmic trading
• High-frequency trading
• Electronic communication network
• Foreign exchange market
• Trading room
• Dark liquidity
• Bond
• London Stock Exchange
• Market microstructure

Capital Structure, Derivatives and Equity Market Quality Ekkehart Boehmer, Sudheer Chava and Heather E. Tookes∗ ABSTRACT We examine how the existence of a market for individual equity options,

Source URL: www.q-group.org

• Economy
• Finance
• Money
• Financial markets
• Credit default swap
• Derivative
• Corporate bond
• Market liquidity
• Market microstructure
• Bond
• Securities market
• Security

“Information  and  Financial  Markets”     Antonio  Mele   Swiss  Finance  Institute,  USI  Lugano  and  CEPR     Fall  2015  

Source URL: www.istfin.eco.usi.ch

• Financial markets
• Market liquidity
• Market
• Fellows of the Econometric Society
• Market microstructure

Thematic Research The Effect of French and Italian Transaction Taxes on Equity Market Microstructure and Market Efficiency JANUARY 2014 | JEFFREY N. SARET

Source URL: www.twosigma.com

High frequency trading (Machine learning, Neural networks), Algorithmic trading Machine learning for high frequency trading and market microstructure data and problems. Machine learning is a vibrant subfield of computer

Source URL: www.souravsengupta.com

Thematic Research The Effect of French and Italian Transaction Taxes on Equity Market Microstructure and Market Efficiency JANUARY 2014 | JEFFREY N. SARET

Source URL: www.twosigma.com

Transaction cost and transparency on the owner-occupied housing market: An international comparison Sylwia Lindqvist Doctoral Thesis

Source URL: cfff.se

• Marketing
• Real estate transaction
• Real estate broker
• Transaction cost
• Real estate economics
• Transaction
• Transparency
• Market microstructure
• Real estate
• Economics
• Business

Data News MTS Data: an ideal tool to support expanding research on bond market microstructure Historically, academic research on market microstructure focused on equity markets. There were two factors in the development

Source URL: www.iods-data.eu