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ECONIS (ZBW)
2,296
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1
Speed, algorithmic trading, and market quality around macroeconomic news announcements
Scholtus, Martin L.
;
Dijk, Dick van
;
Frijns, Bart
- In:
Journal of banking & finance
38
(
2014
),
pp. 89-105
Persistent link: https://www.econbiz.de/10010340790
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Banning short sales and market quality : the UK’s experience
Marsh, Ian
;
Payne, Richard
- In:
Journal of banking & finance
36
(
2012
)
7
,
pp. 1975-1986
Persistent link: https://www.econbiz.de/10009629770
Saved in:
6
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
Saved in:
7
Information asymmetry and the profitability of technical analysis
Hung, Chiayu
;
Lai, Hung-neng
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400157
Saved in:
8
High-frequency financial data modeling using Hawkes processes
Chavez-Demoulin, Valerie
;
McGill, James A.
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3415-3426
Persistent link: https://www.econbiz.de/10009660437
Saved in:
9
The life of U's : order revisions on NASDAQ
Nikolsko-Rzhevska, Olena
;
Nikolsko-Rzhevskyy, Alex
; …
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012221081
Saved in:
10
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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