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Showing
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1
Identifying expensive trades by monitoring the limit order book
Detollenaere, Benoit
;
D'Hondt, Catherine
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 273-290
Persistent link: https://www.econbiz.de/10011729258
Saved in:
2
Inferring trade directions in fast markets
Jurkatis, Simon Willi
-
2020
Persistent link: https://www.econbiz.de/10012597973
Saved in:
3
Inferring trade directions in fast markets
Jurkatis, Simon Willi
- In:
Journal of financial markets
58
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013254020
Saved in:
4
Why discrete price fragments U.S. stock exchanges and disperses their fee structures
Chao, Yong
;
Yao, Chen
;
Ye, Mao
- In:
The review of financial studies
32
(
2019
)
3
,
pp. 1068-1101
Persistent link: https://www.econbiz.de/10012033534
Saved in:
5
Liquidity in high resolution in limit order markets
Pani, Sudhanshu
- In:
International Journal of Financial Markets and …
8
(
2021
)
1
,
pp. 23-49
Persistent link: https://www.econbiz.de/10012510329
Saved in:
6
Price dynamics and market liquidity : an intraday event study on Euronext
Mazza, Paolo
- In:
The quarterly review of economics and finance : journal …
56
(
2015
),
pp. 139-153
Persistent link: https://www.econbiz.de/10011574367
Saved in:
7
Market impact : a systematic study of limit orders
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Husson, Alexandre
; …
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011988894
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8
Mapping of stock exchanges : contagion from a new perspective
García Estévez, Pablo
;
Roji Ferrari, Salvador
;
Corzo …
- In:
Spanish journal of finance & accounting : the official …
49
(
2020
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012176488
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9
Marktqualität und Insiderhandel auf Kapitalmärkten : Eine experimentelle Untersuchung unterschiedlicher Handelsformen
Hinterleitner, Gernot
-
2016
Gernot Hinterleitner und Philipp Hornung verbinden über ein wirtschaftswissenschaftliches Experiment zwei Gebiete der Finanzmarktforschung. Zuerst wird die Marktqualität unterschiedlicher Handelsformen analysiert, anschließend wird der Insiderhandel innerhalb dieser Marktformen betrachtet....
Persistent link: https://www.econbiz.de/10014020576
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10
Equity trading
Fohlin, Caroline
- In:
Research handbook of financial markets
,
(pp. 358-377)
.
2023
Persistent link: https://www.econbiz.de/10014331077
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