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High frequency trading and fragility
Cespa, Giovanni; Vives, Xavier - 2016
Persistent link: https://www.econbiz.de/10011606787
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International liquidity
Hartmann, Philipp - 2017
Persistent link: https://www.econbiz.de/10011741643
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Liquidity risk and correlation risk : a clinical study of the General Motors and Ford downgrade of May 2005
Acharya, Viral V.; Schaefer, Stephen M.; Zhang, Yili - 2007
Persistent link: https://www.econbiz.de/10003640610
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Anomalous trading prior to Lehman Brothers' failure
Gehrig, Thomas P.; Haas, Marlene - 2016
Persistent link: https://www.econbiz.de/10011482307
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Estimating the gains from trade in limit order markets
Hollifield, Burton; Miller, Robert Allen; Sandås, Patrik; … - 2004
Persistent link: https://www.econbiz.de/10002123583
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Price distortions in high-frequency markets
Steiner, Jakub; Stewart, Colin - 2014
Persistent link: https://www.econbiz.de/10010342540
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Imperfect market-monitoring and soes trading
Foucault, Thierry - 1999
Persistent link: https://www.econbiz.de/10013422887
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Leverage and asset bubbles : averting armageddon with chapter 11?
Miller, Marcus; Stiglitz, Joseph E. - 2009
Persistent link: https://www.econbiz.de/10003887221
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Liquidity, information aggregation, and market-based pay in an efficient market
Calcagno, Riccardo; Heider, Florian - 2016
Persistent link: https://www.econbiz.de/10011502310
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Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena; Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010440191