000K  utf8
1100  $c2025
1500  eng
2050  urn:nbn:de:hbz:708-dh15355
2051  10.18445/20251122-174136-0
3000  Schlie, Sebastian
4000  Essays on Intraday Trading Behavior and Price Patterns in Financial Markets$hFernUniversität in Hagen  [Schlie, Sebastian]
4030  Hagen$nFernUniversität in Hagen
4060  2 ungezählte Seiten, VI, 155 Seiten, 3 ungezählte Seiten
4209  Financial markets bring together a wide range of participants to fund investments and share risks, while also facilitating liquidity – the ability to enter and exit positions when needed – and price discovery – the timely formation of efficient prices that reflect available information. Most modern markets achieve this through electronic limit order books, where participants express their interest in buying or selling a security by submitting orders that specify a price and quantity. Records of order book activity generate high-frequency datasets encompassing billions of trades, bids, and offers. These records provide a microstructural view of financial markets and are at the heart of this dissertation. The dissertation comprises four essays that collectively enhance our understanding of market participants’ intraday trading behavior, intraday price patterns, market characteristics, and the interplay among these topics.
4950  https://doi.org/10.18445/20251122-174136-0$xR$3Volltext$534
4950  https://nbn-resolving.org/urn:nbn:de:hbz:708-dh15355$xR$3Volltext$534
4961  https://ub-deposit.fernuni-hagen.de/receive/mir_mods_00002252
5051  330
5550  feedback trading
5550  interday momentum
5550  intraday
5550  intraday return pattern
5550  liquidity
5550  market maker
5550  market microstructure
5550  off-exchange
5550  option gamma
5550  order flow
5550  price discovery
5550  price efficiency
5550  price pressure
5550  retail derivatives
5550  retail investors
5550  return autocorrelation
5550  short selling