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Trading breaks and asymmetric information : the option markets
Kaplanski, Guy
;
Levy, Haim
- In:
Journal of banking & finance
58
(
2015
),
pp. 390-404
Persistent link: https://www.econbiz.de/10011544034
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2
The determinants of price discovery : evidence from US-Canadian cross-listed shares
Frijns, Bart
;
Gilbert, Aaron
;
Tourani Rad, Alireza
- In:
Journal of banking & finance
59
(
2015
),
pp. 457-468
Persistent link: https://www.econbiz.de/10011544675
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3
Speed and trading behavior in an order-driven market
Park, Seongkyu Gilbert
;
Ryu, Doojin
- In:
Pacific-Basin finance journal
53
(
2019
),
pp. 145-164
Persistent link: https://www.econbiz.de/10012133316
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4
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
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5
Chasing trends at the micro-level : the effect of technical trading on order book dynamics
Chiarella, Carl
;
Ladley, Dan
- In:
Journal of banking & finance
72
(
2016
),
pp. 119-131
Persistent link: https://www.econbiz.de/10011637085
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6
Limit order book transparency and order aggressiveness at the closing call : lessons from the TWSE 2012 new information disclosure mechanism
Tseng, Yi-Heng
;
Chen, Shu-Heng
- In:
Pacific-Basin finance journal
35
(
2015
)
1
,
pp. 241-272
Persistent link: https://www.econbiz.de/10011538265
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7
Limit order submission risks, order choice, and tick size
Yamamoto, Ryuichi
- In:
Pacific-Basin finance journal
59
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012231313
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8
Ultra-fast activity and intraday market quality
Cartea, Álvaro
;
Payne, Richard
;
Penalva, José
;
Tapia, …
- In:
Journal of banking & finance
99
(
2019
),
pp. 157-181
Persistent link: https://www.econbiz.de/10012162376
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9
Price limit changes and market quality in the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Zhu, Jia-De
; …
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 239-258
Persistent link: https://www.econbiz.de/10012169533
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10
The role of algorithmic trading in stock liquidity and commonality in electronic limit order markets
Moriyasu, Hiroshi
;
Wee, Marvin
;
Yu, Jing
- In:
Pacific-Basin finance journal
49
(
2018
),
pp. 103-128
Persistent link: https://www.econbiz.de/10012117677
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