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A game of hide-and-seek between proprietary and buy-side algorithmic traders : causal links with market quality
Arumugam, Devika; Prasanna, P. Krishna - In: Applied economics 53 (2021) 41, pp. 4788-4798
Persistent link: https://www.econbiz.de/10012609877
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Algorithmic quoting, trading, and market quality in agricultural commodity futures markets
Hu, Zhepeng; Serra, Teresa; García, Philip - In: Applied economics 52 (2020) 58, pp. 6277-6291
Persistent link: https://www.econbiz.de/10012415989
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Pairs trading with fractional Ornstein-Uhlenbeck spread model
Xiang, Yun; Zhao, Yonghong; Deng, Shijie - In: Applied economics 55 (2023) 23, pp. 2607-2623
Persistent link: https://www.econbiz.de/10014295156
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The impact of trading floor closure on market efficiency: evidence from the Toronto Stock Exchange
Chung, Dennis Y.; Hrazdil, Karel - In: Applied economics 47 (2015) 55/57, pp. 6102-6119
Persistent link: https://www.econbiz.de/10011381033
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Forestalling floor closure : evidence from a natural experiment on the German stock market
Goodfellow, Christiane; Bohl, Martin T. - In: Applied economics 44 (2012) 4/6, pp. 793-802
Persistent link: https://www.econbiz.de/10009532026
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Trading by estimating the quantized forward distribution
Ceffer, Attila; Fogarasi, Norbert; Levendovszky, Janos - In: Applied economics 50 (2018) 59, pp. 6397-6405
Persistent link: https://www.econbiz.de/10012063433
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Pairs trading : the case of Norwegian seafood companies
Mikkelsen, Andreas - In: Applied economics 50 (2018) 3, pp. 303-318
Persistent link: https://www.econbiz.de/10011846833
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Intraday high-frequency pairs trading strategies for energy futures : evidence from China
Luo, Jing; Lin, Yucheng; Wang, Sijia - In: Applied economics 55 (2023) 56, pp. 6646-6660
Persistent link: https://www.econbiz.de/10014382721
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What drives trade in services? : lessons from the Nordics
Nordås, Hildegunn Kyvik - In: Applied economics 50 (2018) 33, pp. 3532-3545
Persistent link: https://www.econbiz.de/10012039373
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One for all and all for one : privatization and Universal Service provision in the postal sector
Schuster, Philipp B. - In: Applied economics 45 (2013) 25/27, pp. 3667-3682
Persistent link: https://www.econbiz.de/10010345883