Markus Ulze

University of Augsburg - Institute of Materials Resource Management

Augsburg, 86159

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

49

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Ideas:
“  High Frequency Trading & Data Market Micro Structure Determinants of Implied Volatility Neuronal Networks  ”

Scholarly Papers (2)

1.

The Case of Fleeting Orders and Flickering Quotes

Number of pages: 47 Posted: 11 Oct 2021
University of Augsburg - Institute of Materials Resource Management, University of Augsburg - Institute of Materials Resource Management and University of Augsburg - Institute of Materials Resource Management
Downloads 49 (537,236)

Abstract:

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HFT, Market Microstructure, Fleeting Order, Flickering Quotes, Derivatives

2.

Determinants of Implied Volatility Smiles - An Empirical Analysis Using Intraday DAX Equity Options

Posted: 20 Nov 2017 Last Revised: 07 Oct 2021
University of Augsburg - Institute of Materials Resource Management, University of Augsburg - Institute of Materials Resource Management and University of Augsburg - Institute of Materials Resource Management

Abstract:

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Implied Volatilty Smile, Market Microstructure, Order Book, Buyer-/ Seller-Motivated Trades, Flickering Quotes