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The impact of competition and information on intraday trading

Malinova, Katya; Park, Andreas - In: Journal of banking & finance 44 (2014), pp. 55-71

Persistent link: https://www.econbiz.de/10010409963

Competition, signaling and non-walking through the book : effects on order choice

Valenzuela, Marcela; Zer, Ilknur - In: Journal of banking & finance 37 (2013) 12, pp. 5421-5435

Persistent link: https://www.econbiz.de/10010343681

Intraday price discovery in fragmented markets

Ozturk, Sait; Wel, Michel van der; Dijk, Dick van - 2014

For many assets, trading is fragmented across multiple exchanges. Price discovery measures summarize the informativeness of trading on each venue for discovering the assetś true underlying value. We explore intraday variation in price discovery using a structural model with time-varying...

Persistent link: https://www.econbiz.de/10010250525

The dynamics of price discovery for cross-listed shares : evidence from Australia and New Zealand

Frijns, Bart; Gilbert, Aaron; Tourani Rad, Alireza - In: Journal of banking & finance 34 (2010) 3, pp. 498-508

Persistent link: https://www.econbiz.de/10003951554

Public information arrival : price discovery and liquidity in electronic limit order markets

Riordan, Ryan; Storkenmaier, Andreas; Wagener, Martin; … - In: Journal of banking & finance 37 (2013) 4, pp. 1148-1159

Persistent link: https://www.econbiz.de/10009716239

Asymmetric responses of ask and bid quotes to information in the foreign exchange market

Chen, Yu-lun; Gau, Yin-feng - In: Journal of banking & finance 38 (2014), pp. 194-204

Persistent link: https://www.econbiz.de/10010340779

The determinants of price discovery : evidence from US-Canadian cross-listed shares

Frijns, Bart; Gilbert, Aaron; Tourani Rad, Alireza - In: Journal of banking & finance 59 (2015), pp. 457-468

Persistent link: https://www.econbiz.de/10011544675

Private information flow and price discovery in the US treasury market

Jiang, George J.; Lo, Ingrid - In: Journal of banking & finance 47 (2014), pp. 118-133

Persistent link: https://www.econbiz.de/10010506499

Overnight public information, order placement, and price discovery during the pre-opening period

Moshirian, Fariborz; Nguyen, Huong Giang; Pham, Peter Kien - In: Journal of banking & finance 36 (2012) 10, pp. 2837-2851

Persistent link: https://www.econbiz.de/10009673149

The impact of macroeconomic news on quote adjustments, noise, and informational volatility

Hautsch, Nikolaus; Hess, Dieter; Veredas, David - In: Journal of banking & finance 35 (2011) 10, pp. 2733-2746

Persistent link: https://www.econbiz.de/10009273874