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Liquidity commonality and high frequency trading: evidence from the French stock market
Anagnostidis, Panagiotis; Fontaine, Patrice - In: International review of financial analysis 69 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012317380
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Bid-ask spread dynamics in foreign exchange markets
Chelley-Steeley, Patricia L.; Tsorakidis, Nikos - In: International review of financial analysis 29 (2013), pp. 119-131
Persistent link: https://www.econbiz.de/10010244120
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Were bid-ask spreads in the FX market excessive during the Asian crisis?
Becker, Torbjörn; Sy, Amadou N. R. - In: International review of financial analysis 15 (2006) 4/5, pp. 434-449
Persistent link: https://www.econbiz.de/10003377256
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An empirical examination of the impact of market microstructure changes on the determinants of option bid-ask spreads
Pinder, Sean - In: International review of financial analysis 12 (2003) 5, pp. 563-577
Persistent link: https://www.econbiz.de/10001797477
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Price discovery and sentiment
Jacoby, Gady; Liao, Rose C. - In: International review of financial analysis 21 (2012), pp. 108-118
Persistent link: https://www.econbiz.de/10009633326
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The role of trading intensity estimating the implicit bid-ask spread and determining transitory effects
Ben Sita, Bernard; Westerholm, P. Joakim - In: International review of financial analysis 20 (2011) 5, pp. 306-310
Persistent link: https://www.econbiz.de/10009492103
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Retail investor attention and the limit order book : intraday analysis of attention-based trading
Meshcheryakov, Artem; Winters, Drew B. - In: International review of financial analysis 81 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013411594
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The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares
Frijns, Bart; Indriawan, Ivan; Tourani Rad, Alireza - In: International review of financial analysis 56 (2018), pp. 136-152
Persistent link: https://www.econbiz.de/10012006239
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Informed trading and the price impact of block trades : a high frequency trading analysis
Sun, Yuxin; Ibikunle, Gbenga - In: International review of financial analysis 54 (2017), pp. 114-129
Persistent link: https://www.econbiz.de/10011878187
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Information or noise : what does algorithmic trading incorporate into the stock prices?
Zhou, Hao; Elliott, Robert J.; Kalev, Petko S. - In: International review of financial analysis 63 (2019), pp. 27-39
Persistent link: https://www.econbiz.de/10012207365