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Trader competition in fragmented markets : liquidity supply versus picking-off risk
Bernales, Alejandro; Garrido, Nicolás; Sagade, Satchit; … - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 1, pp. 221-248
Persistent link: https://www.econbiz.de/10014486395
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Tests and properties of variance rations in microstructure studies
Ronen, Tavy - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 183-204
Persistent link: https://www.econbiz.de/10001224466
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Liquidity in the futures pits : inferring market dynamics from incomplete data
Hasbrouck, Joel - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 305-326
Persistent link: https://www.econbiz.de/10002103608
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Order imbalances and market efficiency : evidence from the Taiwan stock exchange
Lee, Yi-tsung; Liu, Yu-jane; Roll, Richard; … - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 327-341
Persistent link: https://www.econbiz.de/10002103632
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The value of trading consolidation : evidence from the exercise of warrants
Amihud, Yakov; Lauterbach, Beni; Mendelson, Haim - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 829-846
Persistent link: https://www.econbiz.de/10001859288
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How stock splits affect trading : a microstructure approach
Easley, David; O'Hara, Maureen; Saar, Gideon - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 1, pp. 25-51
Persistent link: https://www.econbiz.de/10001569196
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The market microstructure of central bank bond purchases
Schlepper, Kathi; Hofer, Heiko; Riordan, Ryan; … - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 1, pp. 193-221
Persistent link: https://www.econbiz.de/10012195557
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Trading in fragmented markets
Baldauf, Markus; Mollner, Joshua - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 1, pp. 93-121
Persistent link: https://www.econbiz.de/10012437372
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Information, trading volume, and international stock return comovements : evidence from cross-listed stocks
Gagnon, Louis; Karolyi, G. Andrew - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 953-986
Persistent link: https://www.econbiz.de/10003901213
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Order consolidation, price efficiency, and extreme liquidity shocks
Barclay, Michael J.; Hendershott, Terrence; Jones, … - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 1, pp. 93-122
Persistent link: https://www.econbiz.de/10003692393