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~isPartOf:"Financial management : FM"
~isPartOf:"Journal of empirical finance"
~subject:"Equity markets"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Guidebook"
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Does trade clustering reduce trading costs? : evidence from periodicity in algorithmic trading
Muravyev, Dmitriy
;
Picard, Joerg
- In:
Financial management : FM
51
(
2022
)
4
,
pp. 1201-1229
Persistent link: https://www.econbiz.de/10013468513
Saved in:
2
US cross-listing and domestic high-frequency trading : evidence from Canadian stocks
Dodd, Olga
;
Frijns, Bart
;
Indriawan, Ivan
;
Pascual, Roberto
- In:
Journal of empirical finance
72
(
2023
),
pp. 301-320
Persistent link: https://www.econbiz.de/10014476858
Saved in:
3
Asymmetric effects of the limit order book on price dynamics
Cenesizoglu, Tolga
;
Dionne, Georges
;
Zhou, Xiaozhou
- In:
Journal of empirical finance
65
(
2022
),
pp. 77-98
Persistent link: https://www.econbiz.de/10013286401
Saved in:
4
A compound duration model for high-frequency asset returns
Aldrich, Eric M.
;
Heckenbach, Indra
;
Laughlin, Gregory
- In:
Journal of empirical finance
39
(
2016
),
pp. 105-128
Persistent link: https://www.econbiz.de/10011663312
Saved in:
5
Price discovery in floor and screen trading systems
Theissen, Erik
- In:
Journal of empirical finance
9
(
2002
)
4
,
pp. 455-474
Persistent link: https://www.econbiz.de/10001711976
Saved in:
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