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~accessRights:"free"
~person:"Elul, Ronel"
~person:"Pelizzon, Loriana"
~person:"Vives, Xavier"
~subject:"Auction"
~type_genre:"Non-commercial literature"
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Coming early to the party
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
; …
-
2020
Persistent link: https://www.econbiz.de/10012244860
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2
Coming early to the party
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
; …
-
2017
-
This Version: September 15, 2017
others, suggesting that there is no speed advantage. HFTs lead price discovery, and neither harm nor improve
liquidity
. They …
Persistent link: https://www.econbiz.de/10011723400
Saved in:
3
Low-latency trading and price discovery : evidence from the Tokyo stock exchange in the pre-opening and opening periods
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
; …
-
2020
Persistent link: https://www.econbiz.de/10012244863
Saved in:
4
Low-latency trading and price discovery : evidence from the Tokyo Stock Exchange in the pre-opening and opening periods
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
; …
-
2017
-
This version: April 2017
-opening period contributes to market quality, defined by price discovery and
liquidity
provision, in the opening auction. We use a …
Persistent link: https://www.econbiz.de/10012061992
Saved in:
5
Low-latency trading and price discovery : evidence from the Tokyo Stock Exchange in the pre-opening and opening periods
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
; …
-
2016
-opening period contributes to market quality, defined by price discovery and
liquidity
provision, in the opening auction. We use a …
Persistent link: https://www.econbiz.de/10011535566
Saved in:
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