Research output per year
Research output per year
Publications
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Cross-Sectional Liquidity Interactions from Intraday Perspectives
Kopp, E. A., Hütl, M., Loistl, O. & Prix, J., 1 Mar 2008, "New Developments in Financial Modelling". Soares/Pina/Catalao-Lopes (ed.). Cambridge: Cambridge Scholars Publishing, p. 213 - 244Publication: Chapter in book/Conference proceeding › Chapter in edited volume
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Measuring Stock and Market Sentiment from Full-displayed Limit Order Book Data
Kopp, E. A., Hütl, M., Loistl, O. & Prix, J., 1 Jun 2008.Publication: Working/Discussion Paper › Working Paper/Preprint
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Risikoadjustierte Kapitalkosten und ihre empirische Ermittlung.
Loistl, O. & Casey, C., 1 Jun 2008, Jahrbuch für Controlling und Rechnungswesen 2008.. Seicht Gerhard (ed.). Wien: Leykam, p. 300 - 400Publication: Chapter in book/Conference proceeding › Chapter in edited volume
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The Influence of Real-Time Stock-Specific Messages on Liquidity, Returns, and Trading Behavior
Kopp, E. A., Hütl, M. & Loistl, O., 1 Sept 2008.Publication: Working/Discussion Paper › Working Paper/Preprint
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Algorithmic Trading Patterns in Xetra Orders
Prix, J., Loistl, O. & Hütl, M., 1 Nov 2007, In: European Journal of Finance. 13, 8, p. 717 - 739Publication: Scientific journal › Journal article › peer-review
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Systematic Liquidity in the Xetra Order Book
Emanuel Albin Kopp (Contributor), Michael Hütl (Contributor), Otto Loistl (Contributor) & Johannes Prix (Contributor)
6 Jul 2008 → 9 Jul 2008Activity: Talk or presentation › Science to science
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Systematic Liquidity in the Xetra Order Book: A Multi-Stage Approach
Emanuel Albin Kopp (Contributor), Michael Hütl (Contributor), Otto Loistl (Contributor) & Johannes Prix (Contributor)
25 Jun 2008 → 28 Jun 2008Activity: Talk or presentation › Science to science
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Integration of Research, Portfolio Construction and Strategy Implementation for Systematic Investment Strategies in the Time of Algo-Trading
Loistl, O. (Contributor), Gartner, M. (Contributor), Kührer, M. (Contributor), Mitev, M. (Contributor) & Zellner, S. (Contributor)
12 Jun 2008 → 14 Jun 2008Activity: Talk or presentation › Science to science
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Systematic Liquidity in the Xetra Order Book: A Multi-Stage Approach
Emanuel Albin Kopp (Contributor), Michael Hütl (Contributor), Otto Loistl (Contributor) & Johannes Prix (Contributor)
11 Apr 2008Activity: Talk or presentation › Science to science
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High-Watermark Fees, Free Rides and Equal Treatment of Investors
Michael Hütl (Contributor), Otto Loistl (Contributor) & Stephan Zellner (Contributor)
16 Jan 2008 → 17 Jan 2008Activity: Talk or presentation › Science to science
Projects
- 11 Finished
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1st International Conference on Advances and Systems Research
Loistl, O. (PI - Project head)
25/10/07 → 27/10/07
Project: Other
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19th International Conference on System Research, Informatic and Cybernetics
Loistl, O. (PI - Project head) & Hütl, M. (Researcher)
30/07/07 → 4/08/07
Project: Other
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18th International Conference on System Research, Informatic and Cybernetics
Loistl, O. (PI - Project head) & Hütl, M. (Researcher)
7/08/06 → 12/08/06
Project: Other
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InterSymp. Special Focus Symposium on Catallactics: Quantitative Modelling of Human Market Interactions
Loistl, O. (PI - Project head), Veverka, A. (Researcher) & Zwick, H. (Researcher)
30/07/03 → 31/07/08
Project: Other
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International workshop on financial modelling
Loistl, O. (PI - Project head), Petrag, R. (Researcher), Veverka, A. (Researcher) & Zwick, H. (Researcher)
17/01/03 → 19/01/03
Project: Other