Otto Loistl

Vienna University of Economics and Business

Welthandelsplatz 1

Vienna, Wien 1020

Austria

SCHOLARLY PAPERS

2

DOWNLOADS

203

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

The Impact of Derivative Markets on Asset Management and the Economy

SUERF Studies No. 2008/5
Number of pages: 175 Posted: 10 Feb 2011
Vienna University of Economics and Business - European Institute, WU Vienna University of Economics and Business, affiliation not provided to SSRN, Vienna University of Economics and Business, Vienna University of Economics and Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Warsaw University and National Bank of Poland
Downloads 203 (163,656)

Abstract:

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derivatives, financial integration, financial crisis, finance-growth-nexus

Algorithmic Trading Patterns in Xetra Orders

Posted: 05 Mar 2007 Last Revised: 10 Dec 2007
Johannes Prix, Otto Loistl and Michael Huetl
Vienna University of Economics and Business, Vienna University of Economics and Business and Vienna University of Economics and Business

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Market microstructure, algorithmic trading, cancellations, order lifetime

Algorithmic Trading Patterns in Xetra Orders

European Journal of Finance, Vol. 13, No. 8,pp. 717-739, 2007
Posted: 04 Jan 2008
Johannes Prix, Otto Loistl and Michael Huetl
Vienna University of Economics and Business, Vienna University of Economics and Business and Vienna University of Economics and Business

Abstract:

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Market microstructure, algorithmic trading, cancellations, order lifetime