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~person:"Chen, Louisa"
~person:"Uno, Jun"
~type_genre:"Graue Literatur"
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Search: subject:"price discovery"
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Börsenkurs
5
Electronic trading
5
Elektronisches Handelssystem
5
Securities trading
5
Share price
5
Wertpapierhandel
5
Auction
4
Auktion
4
High-Frequency Traders (HFTs)
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Price Discovery
3
Aktienmarkt
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Auction theory
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price discovery
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Chen, Louisa
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4
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ECONIS (ZBW)
5
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1
Coming early to the party
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
; …
-
2020
Persistent link: https://www.econbiz.de/10012244860
Saved in:
2
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:
3
Judgement day : algorithmic trading around the Swiss franc cap removal
Breedon, Francis J.
;
Chen, Louisa
;
Ranaldo, Angelo
; …
-
2018
A key issue raised by the rapid growth of computerised algorithmic trading is how it responds in extreme situations. Using data on foreign exchange orders and transactions that includes identification of algorithmic trading, we find that this type of trading contributed to the deterioration of...
Persistent link: https://www.econbiz.de/10011906367
Saved in:
4
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:
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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