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1
Does anonymity matter in electronic limit order markets?
Foucault, Thierry
;
Moinas, Sophie
;
Theissen, Erik
-
2003
Persistent link: https://www.econbiz.de/10001829670
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2
Competition between securities markets : stock exchange industry regulation in the Paris financial center at the turn of the twentieth century
Hautcoeur, Pierre-Cyrille
;
Rezaee, Amir
;
Riva, Angelo
- In:
Cliometrica : journal of historical economics and …
17
(
2023
)
2
,
pp. 261-299
Persistent link: https://www.econbiz.de/10014253840
Saved in:
3
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:
4
Are Asian exchanges outliers? : a market quality criterion
Chakravarty, Ranjan R.
;
Pani, Sudhanshu
- In:
Investment management and financial innovations
18
(
2021
)
2
,
pp. 64-78
Persistent link: https://www.econbiz.de/10012698120
Saved in:
5
Queue imbalance as a one-tick-ahead price predictor in a limit order book
Gould, Martin
;
Bonart, Julius
- In:
Market microstructure and liquidity
2
(
2016
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011588243
Saved in:
6
The behavior of high-frequency traders under different market stress scenarios
Megarbane, Nicolas
;
Saliba, Pamela
;
Lehalle, Charles-Albert
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-54
Persistent link: https://www.econbiz.de/10011988891
Saved in:
7
Toward a fully continuous exchange
Kyle, Albert S.
;
Lee, Jeongmin
- In:
Oxford review of economic policy
33
(
2017
)
4
,
pp. 650-675
Persistent link: https://www.econbiz.de/10011952562
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8
Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul
Tiniç, Murat
;
Altay-Salih, Aslihan
- In:
Applied economics
52
(
2020
)
13
,
pp. 1446-1459
Persistent link: https://www.econbiz.de/10012197543
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9
Inferring trade directions in fast markets
Jurkatis, Simon Willi
-
2020
Persistent link: https://www.econbiz.de/10012597973
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10
Market microstructure and securities values : empirical evidence from the Tunisian Stock Market
Elkhaldi, Abderrazak
;
Ben Mariem, Nada
- In:
International journal of entrepreneurship and small …
39
(
2020
)
1/2
,
pp. 295-310
Persistent link: https://www.econbiz.de/10012176790
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