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Trading under market impact : crossing networks interacting with dealer markets
Bielagk, Jana; Horst, Ulrich; Moreno-Bromberg, Santiago - In: Journal of economic dynamics & control 100 (2019), pp. 131-151
Persistent link: https://www.econbiz.de/10012130954
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The high frequency trade off between speed and sophistication
Ladley, Dan - In: Journal of economic dynamics & control 116 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012503226
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Optimal order display in limit order markets with liquidity competition
Cebiroglu, Gökhan; Horst, Ulrich - In: Journal of economic dynamics & control 58 (2015), pp. 81-100
Persistent link: https://www.econbiz.de/10011574644
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Machine learning and speed in high-frequency trading
Arifovic, Jasmina; He, Xue-zhong; Wei, Lijian - In: Journal of economic dynamics & control 139 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013464913
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Limelight on dark markets : theory and experimental evidence on liquidity and information
Berentsen, Aleksander; McBride, Michael; Rocheteau, … - In: Journal of economic dynamics & control 75 (2017), pp. 70-90
Persistent link: https://www.econbiz.de/10011817143
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The formation of a core-periphery structure in heterogeneous financial networks
Veld, Daan in 't; Leij, Marco van der; Hommes, Cars H. - In: Journal of economic dynamics & control 119 (2020), pp. 1-23
Persistent link: https://www.econbiz.de/10012503786
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Does the bid-ask spread affect trading in exchange operated dark pools? : evidence from a natural experiment
Huu Nhan Duong; Kalev, Petko S.; Tian, Xiao Jason - In: Journal of economic dynamics & control 139 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013464908
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The role of trading frictions in financial markets
Huber, Samuel; Kim, Jaehong - In: Journal of economic dynamics & control 99 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012130793
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Heterogeneous beliefs in over-the-counter markets
De Kamps, Marc; Ladley, Dan; Simaitis, Aistis - In: Journal of economic dynamics & control 41 (2014), pp. 50-68
Persistent link: https://www.econbiz.de/10010424320
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On the optimal quantity of liquid bonds
Huber, Samuel; Kim, Jaehong - In: Journal of economic dynamics & control 79 (2017), pp. 184-200
Persistent link: https://www.econbiz.de/10011817618