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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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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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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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When bigger is better : the impact of a tiny tick size on undercutting behavior
Dyhrberg, Anne Haubo; Foley, Sean; Svec, Jiri - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 6, pp. 2387-2416
Persistent link: https://www.econbiz.de/10014365197
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Price dynamics in the regular and E-mini futures markets
Kurov, Alexander; Lasser, Dennis J. - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 365-384
Persistent link: https://www.econbiz.de/10002103694
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Flattening the illiquidity curve : retail trading during the COVID-19 lockdown
Ozik, Gideon; Sadka, Ronnie; Shen, Siyi - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 7, pp. 2356-2388
Persistent link: https://www.econbiz.de/10012705181
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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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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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A comparison of trade execution costs for NYSE and NASDAQ-listed stocks
Bessembinder, Hendrik - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 3, pp. 287-310
Persistent link: https://www.econbiz.de/10001230906
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Stock and bond market liquidity : a long-run empirical analysis
Goyenko, Ruslan Y.; Ukhov, Andrey D. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 189-212
Persistent link: https://www.econbiz.de/10003854599