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Publications of layer 2

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2011

Saienko, M.; Weber, M. (2011)

Teaching responsible Trading using Financial Market Simulations

In: 4th International Conference of Education, Research and Innovation; Madrid

Category: Proceedings

Reference No.: 2011-1911

Gomber, P.; Lutat, M.; Weber, M. (2011)

The impact of MiFID on market quality

In: 15th International Business Research Conference; Sydney, Australia

Category: Proceedings

Reference No.: 2011-1890

Chlistalla, M. (2011)

High-frequency trading: Better than its reputation?

In: Focus 09/2011, pp. 7-11; World Federation of Exchanges, Paris

Category: Publications in journals [Find it]

Reference No.: 2011-1889

Gomber, P.; Pujol, G.; Wranik, A. (2011)

Best Execution Implementation and Broker Policies in Fragmented European Equity Markets

In: Annual Hawaii International Business Research Conference; Honolulu, Hawaii, USA

Category: Proceedings

Reference No.: 2011-1877

Gomber, P. (2011)

Zwischen Nutzeffekten und Risiken - Hochfrequenzhandel - eine High-End-Technologie zur Umsetzung etablierter Handelsstrategien

In: Börsenzeitung Nr. 168

Category: Other publications

Reference No.: 2011-1876

Chlistalla, M. (2011)

From minutes to seconds and beyond: Measuring order-book resiliency in fragmented electronic securities markets

In: 2011 Southern Finance Association (SFA) Annual Meetings; Key West, Florida

Category: Proceedings

Reference No.: 2011-1865

Gomber, P.; Pierron, A. (2011)

OTC trading and Broker/Dealer Crossing Networks in European equity markets

In: Focus 07/2011, pp. 11-13; World Federation of Exchanges, Paris

Category: Publications in journals [Find it]

Reference No.: 2011-1

Lutat, M. (2011)

Competition, Fragmentation and Transaction Costs in Securities Trading

Category: Dissertation thesis

Reference No.: 2011-1858

Gomber, P.; Arndt, B.; Lutat, M.; Uhle, T. (2011)

High Frequency Trading

In: Study Report

Category: Miscellaneous [Find it]

Reference No.: 2011-1814

Chlistalla, M. (2011)

From minutes to seconds and beyond: Measuring order-book resiliency in fragmented electronic securities markets

In: Proceedings of the 19th European Conference on Information Systems (ECIS); Helsinki, Finland

Category: Proceedings

Reference No.: 2011-1792

Chlistalla, M.; Lutat, M. (2011)

Competition in Securities Markets: The Impact on Liquidity

In: Financial Markets and Portfolio Management 25(2), pp. 149-172

Category: Publications in scientific journals [Find it]

Reference No.: 2011-1791

Gomber, P.; Gsell, M.; Lutat, M. (2011)

Competition among electronic markets and market quality

In: 14th Conference of the Swiss Society for Financial Market Research (SGF); Zurich, Switzerland

Category: Proceedings [Find it]

Reference No.: 2011-1775

Gomber, P.; Gsell, M.; Lutat, M. (2011)

The quality of European equity markets after MiFID

In: Lazzari, V. (Ed.), Trends in the European Securities Industry; EGEA, Milan, pp. 179-200

Category: Book

Reference No.: 2011-1774

Gomber, P.; Lutat, M.; Pierron, A.; Weber, M. (2011)

Shedding Light on the Dark – OTC Equities Trading in Europe

In: Journal of Trading, Vol. 6, Issue 1, pp. 74-86

Category: Publications in scientific journals [Find it]

Reference No.: 2011-1773

Gomber, P.; Gsell, M.; Lutat, M. (2011)

Competition among electronic markets and market quality

In: 2011 Eastern Finance Association (EFA) Annual Meetings; Savannah, GA, USA

Category: Proceedings

Reference No.: 2011-1772

Gomber, P.; Pujol, G.; Wranik, A. (2011)

Best Execution - Umsetzung der regulatorischen Anforderungen im Zeitablauf

In: Corporate Finance biz 1/2011, pp. 24-37

Category: Other publications

Reference No.: 2011-1764

Chlistalla, M. (2011)

Order-book resiliency: The fourth dimension of liquidity

In: 1st European Retail Investment Conference (ERIC), Doctoral Consortium; Stuttgart

Category: Proceedings

Reference No.: 2011-1762

Groth, S. (2011)

Does Algorithmic Trading Increase Volatility? Empirical Evidence from the Fully-Electronic Trading Platform Xetra

In: Proceedings of the 10th Internationale Tagung Wirtschaftsinformatik (WI 2011); Zurich, Switzerland

Category: Proceedings

Reference No.: 2011-1761

Ende, B.; Uhle, T.; Weber, M. (2011)

The Impact of a Millisecond: Measuring Latency Effects in Securities Trading

In: Proceedings of the 10th Internationale Tagung Wirtschaftsinformatik (WI 2011), OUTSTANDING PAPER AWARD NOMINEE; Zurich, Switzerland

Category: Proceedings [Find it]

Reference No.: 2011-5

Groth, S.; Muntermann, J. (2011)

An Intraday Risk Management Approach Based on Textual Analysis

In: Decision Support Systems 50, pp. 680-691

Category: Publications in scientific journals

Reference No.: 2011-1751

Gomber, P.; Gsell, M. (2011)

The emerging landscape in European securities trading

In: Lazzari, V. (Ed.), Trends in the European Securities Industry; EGEA, Milan, pp. 97-133

Category: Book

Reference No.: 2011-1701

Gomber, P.; Schaper, T. (2011)

The issuers perspective on post-trading barriers

In: Lazzari, V. (Ed.), Trends in the European Securities Industry; EGEA, Milan, pp. 231-252

Category: Book

Reference No.: 2011-1670

Gomber, P.; Schaper, T. (2011)

The emerging landscape of the European post-trading industry

In: Lazzari, V. (Ed.), Trends in the European Securities Industry; EGEA, Milan, pp. 201-229

Category: Book

Reference No.: 2011-1626