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Trading fees and efficiency in limit order markets
Colliard, Jean-Edouard; Foucault, Thierry - 2011
Persistent link: https://www.econbiz.de/10009155903
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Portfolio choice with illiquid assets
Ang, Andrew; Papanikolaou, Dimitris; Westerfield, Mark M. - In: Management science : journal of the Institute for … 60 (2014) 11, pp. 2737-2761
Persistent link: https://www.econbiz.de/10010461809
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Do high-frequency traders anticipate buying and selling pressure?
Hirschey, Nicholas - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3321-3345
Persistent link: https://www.econbiz.de/10012606893
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Predatory trading
Brunnermeier, Markus Konrad; Pedersen, Lasse Heje - 2004
Persistent link: https://www.econbiz.de/10002399234
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Limit order book as a market for liquidity
Foucault, Thierry - 2001
Persistent link: https://www.econbiz.de/10013423512
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The more we know on the fundamental, the less we agree on the price
Kondor, Péter - 2011
Persistent link: https://www.econbiz.de/10009242925
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A theory of asset prices based on heterogeneous information
Albagli, Elias; Hellwig, Christian; Tsyvinski, Aleh - 2013
Persistent link: https://www.econbiz.de/10009713880
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The bull of Wall Street : experimental analysis of testosterone and asset trading
Nadler, Amos; Jiao, Peiran; Johnson, Cameron J.; … - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4032-4051
Persistent link: https://www.econbiz.de/10011921474
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Turnover : liquidity or uncertainty?
Barinov, Alexander - In: Management science : journal of the Institute for … 60 (2014) 10, pp. 2478-2495
Persistent link: https://www.econbiz.de/10010461871
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Liquidity and asset prices : a unified framework
Vayanos, Dimitri; Wang, Jiang - 2009
Persistent link: https://www.econbiz.de/10003879945