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subject:"Elektronisches Handelssystem"
~person:"Bondarenko, Oleg"
~person:"Hendershott, Terrence"
~person:"Rosenbaum, Mathieu"
~subject:"Finanzmarktregulierung"
~type:"article"
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Elektronisches Handelssystem
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Bondarenko, Oleg
Hendershott, Terrence
Rosenbaum, Mathieu
O'Hara, Maureen
6
Abergel, Frédéric
5
Theissen, Erik
5
Cartea, Álvaro
4
Andersen, Torben
3
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Market microstructure and liquidity
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Assessing MiFID II regulation on tick sizes : a transaction costs analysis viewpoint
Laruelle, Sophie
;
Rosenbaum, Mathieu
;
Savku, Emel
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012819950
Saved in:
2
The behavior of high-frequency traders under different market stress scenarios
Megarbane, Nicolas
;
Saliba, Pamela
;
Lehalle, Charles-Albert
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-54
Persistent link: https://www.econbiz.de/10011988891
Saved in:
3
Large tick assets : implicit spread and optimal tick size
Dayri, Khalil
;
Rosenbaum, Mathieu
- In:
Market microstructure and liquidity
1
(
2015
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011588190
Saved in:
4
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
5
VPIN and the flash crash
Andersen, Torben
;
Bondarenko, Oleg
;
O'Hara, Maureen
- In:
Journal of financial markets
17
(
2014
),
pp. 1-46
Persistent link: https://www.econbiz.de/10010436257
Saved in:
6
Does algorithmic trading improve liquidity?
Hendershott, Terrence
;
Jones, Charles M.
;
Menkveld, …
- In:
The journal of finance : the journal of the American …
66
(
2011
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10008991191
Saved in:
7
Island goes dark : transparency, fragmentation, and regulation
Hendershott, Terrence
;
Jones, Charles M.
- In:
The review of financial studies
18
(
2005
)
3
,
pp. 743-794
Persistent link: https://www.econbiz.de/10003133450
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