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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
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COVID-19 and market structure dynamics
Cox, Justin; Woods, Donovan - In: Journal of banking & finance 147 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014248224
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High frequency trading and end-of-day price dislocation
Aitken, Michael J.; Cumming, Douglas J.; Zhan, Feng - In: Journal of banking & finance 59 (2015), pp. 330-349
Persistent link: https://www.econbiz.de/10011544576
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Algorithmic trading and market quality : international evidence of the impact of errors in colocation dates
Aitken, Michael J.; Cumming, Douglas J.; Zhan, Feng - In: Journal of banking & finance 151 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014463062
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Algorithmic trading and firm value
Hatch, Brian C.; Johnson, Shane A.; Wang, Qin; Zhang, Jun - In: Journal of banking & finance 125 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012819740
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Ultra-fast activity and intraday market quality
Cartea, Álvaro; Payne, Richard; Penalva, José; Tapia, … - In: Journal of banking & finance 99 (2019), pp. 157-181
Persistent link: https://www.econbiz.de/10012162376
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Order-to-trade ratios and market liquidity
Friederich, Sylvain; Payne, Richard - In: Journal of banking & finance 50 (2015), pp. 214-223
Persistent link: https://www.econbiz.de/10010509557
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Stock liquidity and algorithmic market making during the COVID-19 crisis
Chakrabarty, Bidisha; Pascual, Roberto - In: Journal of banking & finance 147 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014248225
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1-share orders and trades
Davis, Ryan L.; Roseman, Brian S.; Van Ness, Bonnie F.; … - In: Journal of banking & finance 75 (2017), pp. 109-117
Persistent link: https://www.econbiz.de/10011742155
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An exploratory analysis of the order book, and order flow and execution on the Saudi stock market
Suhaibani, Mohammad al-; Kryzanowski, Lawrence - In: Journal of banking & finance 24 (2000) 8, pp. 1323-1357
Persistent link: https://www.econbiz.de/10001491427