Otto Loistl

Research activity per year

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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 - 244
Publication: Chapter in book/Conference proceeding › Chapter in edited volume
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
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 - 400
Publication: Chapter in book/Conference proceeding › Chapter in edited volume
The Influence of Real-Time Stock-Specific Messages on Liquidity, Returns, and Trading Behavior
Kopp, E. A., Hütl, M. & Loistl, O., 1 Sep 2008.
Publication: Working/Discussion Paper
Algorithmic Trading Patterns in Xetra Orders
Prix, J., Loistl, O. & Hütl, M., 1 Nov 2007, In: European Journal of Finance. 13, 8, p. 717 - 739
Publication: Scientific journal › Journal article › peer-review

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 2008
Activity: Talk or presentation › Science to science
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 2008
Activity: Talk or presentation › Science to science
Integration of Research, Portfolio Construction and Strategy Implementation for Systematic Investment Strategies in the Time of Algo-Trading
Otto Loistl (Contributor), Martin Gartner (Contributor), Martin Kührer (Contributor), Miroslav Mitev (Contributor) & Stephan Zellner (Contributor)
12 Jun 2008 → 14 Jun 2008
Activity: Talk or presentation › Science to science
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 2008
Activity: Talk or presentation › Science to science
Chain-Structures in Xetra Order Data
Johannes Prix (Contributor), Otto Loistl (Contributor) & Michael Hütl (Contributor)
16 Jan 2008 → 17 Jan 2008
Activity: Talk or presentation › Science to science

em.o.Univ.Prof. Dipl.-Kfm.Dr. Otto Loistl