The Information Content of Retail Order Flow : Evidence from Fragmented Markets
Year of publication: |
[2022]
|
---|---|
Authors: | Upson, James ; Chakrabarty, Bidisha ; Cox, Justin |
Publisher: |
[S.l.] : SSRN |
Subject: | Marktmikrostruktur | Market microstructure | Informationswert | Information value | Einzelhandel | Retail trade | Wertpapierhandel | Securities trading |
Extent: | 1 Online-Ressource (40 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 20, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4168354 [DOI] |
Classification: | G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The Information Content of Quotes in High Frequency Order Driven Markets
Pani, Sudhanshu Sekhar, (2019)
-
Measuring Price Impact and Information Content of Trades in a Time-Varying Setting
Campigli, Francesco, (2023)
-
Do Investors Save When Market Makers Pay? Retail Execution Costs Under Payment for Order Flow Models
Adams, Samuel, (2021)
- More ...
-
Tick Size Pilot Program and the Information Structure of US Stock Markets
Chakrabarty, Bidisha, (2019)
-
The Information Content of Retail Order Flow : Evidence from Fragmented Markets
Chakrabarty, Bidisha, (2023)
-
Tick Size Pilot Program and price discovery in U.S. stock markets
Chakrabarty, Bidisha, (2022)
- More ...