Concepedia

Order Execution Algorithms

Order Execution Algorithms is a class of algorithmic trading strategies designed to automate the placement and management of buy or sell orders in financial markets with the primary objective of minimizing market impact and transaction costs while adhering to predefined execution schedules or performance benchmarks.

35

Publications

1.2K

Citations

78

Authors

50

Institutions

Publications per year

2017–2026

9

Parents

Publications

35

Adaptive Blockchain-Based Electric Vehicle Participation Scheme in Smart Grid Platform

Chao Liu, Kok Keong Chai, Xiaoshuai Zhang et al. · IEEE Access · 2018 · 197 citations · Full text

, , +16

Optimal execution with limit and market orders

Álvaro Cartea, Sebastian Jaimungal · Quantitative Finance · 2015 · 91 citations

, , +13

The Penn-Lehman automated trading project

Michael Kearns, Luis E. Ortiz · IEEE Intelligent Systems · 2003 · 90 citations · Full text

, , +12

An exploratory analysis of the order book, and order flow and execution on the Saudi stock market

Mohammad Al‐Suhaibani, Lawrence Kryzanowski · Journal of Banking & Finance · 2000 · 71 citations

, , +13

Stochastic orders and their applications in financial optimization

Masaaki Kijima, Masamitsu Ohnishi · Mathematical Methods of Operations Research · 1999 · 59 citations

, , +14

1–5 of 35

Authors

78

  1. PG
    Peter Gomber

    Goethe University Frankfurt, Germany

    2 publications · 31 citations

    2

    h-index

  2. AS
    Alexander Schied

    University of Waterloo, Canada

    2 publications · 42 citations

    2

    h-index

  3. MG
    Markus Gsell

    Goethe University Frankfurt, Germany

    2 publications · 31 citations

    2

    h-index

  4. DZ
    Dong Zhou

    Georgia Institute of Technology, United States

    1 publications · 33 citations

    1

    h-index

  5. RL
    Roel Leus

    KU Leuven, Belgium

    1 publications · 12 citations

    1

    h-index

1–5 of 78

Institutions

50

  1. Shanghai Jiao Tong University

    Shanghai, China

    2 h-index

    4 publications

    113 citations

  2. University of Waterloo

    Waterloo, Canada

    2 h-index

    2 publications

    42 citations

  3. The University of Osaka

    Osaka, Japan

    1 h-index

    1 publications

    59 citations

  4. University at Buffalo, State University of New York

    Buffalo, United States

    1 h-index

    1 publications

    27 citations

  5. Western University

    London, Canada

    1 h-index

    1 publications

    19 citations

  6. Guangdong University of Technology

    Guangzhou, China

    1 h-index

    3 publications

    78 citations

  7. University of Minnesota

    Minneapolis, United States

    1 h-index

    1 publications

    14 citations

  8. Canada Research Chairs

    Ottawa, Canada

    1 h-index

    1 publications

    91 citations

1–8 of 50

Venues

  1. SSRN Electronic Journal

    Repository · 4 publications · 80 citations

    4

    h-index

  2. Journal of Financial Markets

    3 publications · 99 citations

    3

    h-index

  3. Financial Management

    FM · 2 publications · 58 citations

    2

    h-index

  4. SIAM Journal on Financial Mathematics

    2 publications · 73 citations

    2

    h-index

  5. 2

    h-index

1–5