LEADER 04961nam 2200577 450 001 9910463986203321 005 20200520144314.0 010 $a3-8382-6114-3 035 $a(CKB)2670000000547943 035 $a(EBL)3029491 035 $a(SSID)ssj0001468907 035 $a(PQKBManifestationID)11857375 035 $a(PQKBTitleCode)TC0001468907 035 $a(PQKBWorkID)11525449 035 $a(PQKB)10418123 035 $a(MiAaPQ)EBC2056684 035 $a(MiAaPQ)EBC5782049 035 $a(Au-PeEL)EBL5782049 035 $a(OCoLC)880723462 035 $a(EXLCZ)992670000000547943 100 $a20190619d2012 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aEssays on algorithmic trading /$fMarkus Gsell 210 1$aStuttgart :$cIbidem Verlag,$d2012. 215 $a1 online resource (226 p.) 300 $aDescription based upon print version of record. 311 $a3-8382-0114-0 320 $aIncludes bibliographical references at the end of each chapters. 327 $a""Table of Contents""; ""1 Introduction""; ""1.1 Motivation and objective of the thesis""; ""1.2 Structure of the thesis""; ""2 Research Context: Securities Trading""; ""2.1 Value chain""; ""2.2 The role of Algorithmic Trading""; ""2.2.1 Purposes and users""; ""2.2.2 Benchmarks and strategies""; ""2.2.3 Stages of development""; ""2.2.4 Implications for market operators""; ""3 Research Approach and Methodology""; ""3.1 Quantitative Survey""; ""3.2 Literature Review""; ""3.3 Simulation of Financial Markets""; ""3.4 Empirical Analysis""; ""4 Main Results"" 327 $a""4.1 Paper 1 : Investigating the adoption decision""""4.2 Paper 2 : Theoretically assessing structural behavioral differences""; ""4.3 Paper 3 : Assessing the impact on the market outcome by simulation""; ""4.4 Paper 4: Empirically assessing the impact on trading behavior""; ""5 Contribution to theory and practical implications""; ""5.1 Contribution to theory""; ""5.2 Practical implications""; ""6 Limitations and potential further research""; ""6.1 Limitations""; ""6.2 Future Research""; ""References"" 327 $a""Paper 1: Technological Innovations in Securities Trading: The Adoption of Algorithmic Trading """"1 Introduction""; ""2 Related work""; ""3 Methodology""; ""4 Research Model""; ""4.1 Usage""; ""4.2 Intention to use""; ""4.3 Performance Expectancy""; ""4.4 Effort Expectancy""; ""4.5 Task-Technology Fit""; ""4.6 Technology Expertise""; ""5 Results""; ""5.1 Quality criteria of the measurement model""; ""5.1.1 Reflective constructs""; ""5.1.2 Formative construct""; ""5.2 Quality criteria of the structural model""; ""6 Conclusion""; ""References"" 327 $a""Paper 2: Is Algorithmic Trading distinctively different?""""1 Introduction""; ""2 Stylized traders in the literature""; ""3 What are algorithmic trading models doing?""; ""4 Why algorithmic trading models are different""; ""4.1 Are algorithmic trading models informed traders?""; ""4.2 Are algorithmic trading models momentum traders?""; ""4.3 Are algorithmic trading models noise traders?""; ""4.4 What are algorithmic trading models after all?""; ""5 Conclusion""; ""References""; ""Paper 3: Assessing the impact of Algorithmic Trading on markets : A simulation approach "" 327 $a""1 Introduction""""2 Related work""; ""2.1 Algorithmic Trading""; ""2.2 Simulation of financial markets""; ""3 The simulation model""; ""3.1 Behavior of Traders""; ""3.2 Parameterizatio n""; ""4 Results obtained""; ""5 Conclusion and Outlook""; ""References""; ""Paper 4: The Behavior of Algorithmic Traders in Equity Markets - Empirical Evidence from Xetra ""; ""1 Introduction""; ""2 Related Work""; ""3 The Xetra Trading System""; ""3.1 Continuous Trading""; ""3.2 Call Auctions""; ""3.3 Trading Schedule""; ""3.4 Dataset and Methodology""; ""4 Results""; ""4.1 Continuous Trading"" 327 $a""4.2 Call Auctions"" 330 $aTechnological innovations are altering the traditional value chain in securities trading. Hitherto the order handling, i.e. the appropriate implementation of a general trading decision into particular orders, has been a core competence of brokers. Labeled as Algorithmic Trading, the automation of this task recently found its way both into the brokers' portfolio of service offerings as well as to their customers' trading desks. The software performing the order handling thereby constantly monitors the market(s) in real-time and further evaluates historical data to dynamically determine appropri 606 $aProgram trading (Securities) 608 $aElectronic books. 615 0$aProgram trading (Securities) 676 $a332.60285 700 $aGsell$b Markus$0974749 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910463986203321 996 $aEssays on algorithmic trading$92219587 997 $aUNINA LEADER 04992nam 2200733 a 450 001 9910789641503321 005 20230124190204.0 010 $a1-283-40283-1 010 $a9786613402837 010 $a3-11-026374-2 024 7 $a10.1515/9783110263749 035 $a(CKB)2670000000113767 035 $a(EBL)765946 035 $a(OCoLC)748242266 035 $a(SSID)ssj0000560072 035 $a(PQKBManifestationID)12230044 035 $a(PQKBTitleCode)TC0000560072 035 $a(PQKBWorkID)10568713 035 $a(PQKB)10495553 035 $a(MiAaPQ)EBC765946 035 $a(DE-B1597)172194 035 $a(OCoLC)979745172 035 $a(DE-B1597)9783110263749 035 $a(Au-PeEL)EBL765946 035 $a(CaPaEBR)ebr10502321 035 $a(CaONFJC)MIL340283 035 $a(EXLCZ)992670000000113767 100 $a20110609d2011 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 00$aOpen access to STM information$b[electronic resource] $etrends, models and strategies for libraries /$fedited by Anthi Katsirikou 210 $aBerlin ;$aBoston $cDe Gruyter Saur$dc2011 215 $a1 online resource (208 p.) 225 1 $aIFLA publications,$x0344-6891 ;$v153 300 $aPapers originally presented at the IFLA Satellite Pre-Conference held in Chania, Crete, Greece, August 6-8, 2010 in conjunction with the 76th IFLA General Conference and Assembly. 311 $a3-11-025328-3 311 $a3-11-916339-2 320 $aIncludes bibliographical references. 327 $aHow to build an institutional repository : practical guide from a special library / Katalin Miszori -- Open access and academic library public services : roles for reference and instruction / Laura Bowering Mullen -- Marketing strategies for increasing the visibility of scientific research in the view of open access principles / Manolis Koukourakis and Angela Repanovici -- Managing virtual environments in libraries : Second Life and information literacy / Natassa Tsoubrakakou and Panorea Gaitanou -- Academic authors, scientific information, and open access publishing / Mirjana Brkovic -- Towards a new technology for science online : open access portals and social networking as a source of scientific information / Ana Ivkovic -- Open access and Web 2.0 convergence : information foundation of the future / Zoran Zdravkovic -- An institutional repository project as an organizational change vision in IRTA / Xantal Romaguera and Carmen Reverte? -- Enhancing institutional repositories (IR) in Ghana / R.B. Lamptey and A. Corletey -- Surabaya memory : opportunities and challenges of open access e-heritage repositories / Liauw Toong Tjiek (Aditya Ugraha) -- Developing a repository : a library's journey / Claire Bundy -- Open access and academic libraries journal subscriptions / Ageliki Oikonomou -- Copyright and open access journals in Greece / Assimina Vlachaki and Christine Urquhart -- Open access collaborative disciplinary repositories : an alternative publishing model / Roxana Theodorou and Ourania Konsta -- ZS project : zoological science meets institutional repositories / Sho Sato ... [et al.] -- Technology trends, requirements and models for providing sustainable technological support for libraries in an evolving environment / P. Stathopoulos, N. Houssos, and G. Stavrou -- Mapping the intellectual structure of open access field through co-citations / Guleda Duzyol, Zehra Taskin, and Yasar Tonta -- Open access books collection's improvement according to cost, user's satisfaction and user's demands / Aristeidis Meletiou. 330 $aThis book contains a plethora of different viewpoints and research results from all over the world, bringing them together to provide a global perspectiveon the various issues that comprise ""open access"". Topics include copyright, best practices and management, open access and society, repositories, journals, publications and publishing, services and technology, quality andevaluation. The book offers a holistic focus on open access and can serve as a useful learning tool for students and professionals. 410 0$aIFLA publications ;$v153. 606 $aLibraries and electronic publishing 606 $aOpen access publishing 606 $aScience publishing 606 $aScience and technology libraries$xCollection development 606 $aInstitutional repositories 615 0$aLibraries and electronic publishing. 615 0$aOpen access publishing. 615 0$aScience publishing. 615 0$aScience and technology libraries$xCollection development. 615 0$aInstitutional repositories. 676 $a070.5/7973 686 $aAN 71900$2rvk 701 $aKatsirikou$b Anthi$01503527 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910789641503321 996 $aOpen access to STM information$93731999 997 $aUNINA