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Fragmentation and strategic market-making
Daures-Lescourret, Laurence; Moinas, Sophie - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 4, pp. 1675-1700
Persistent link: https://www.econbiz.de/10014309555
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Commonality in liquidity : a global perspective
Brockman, Paul; Chung, Dennis Y.; Pérignon, Christophe - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 851-882
Persistent link: https://www.econbiz.de/10003901192
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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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Algorithmic trading and the market for liquidity
Hendershott, Terrence; Riordan, Ryan - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 4, pp. 1001-1024
Persistent link: https://www.econbiz.de/10010255218
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Asset liquidity and stock liquidity
Gopalan, Radhakrishnan; Kadan, Ohad; Pevzner, Mikhail - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 2, pp. 333-364
Persistent link: https://www.econbiz.de/10009672584
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An American call is worth more than a European call : the value of American exercise when the market is not perfectly liquid
Figlewski, Stephen - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 3, pp. 1023-1057
Persistent link: https://www.econbiz.de/10013187327
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Trade execution costs and market quality after decimalization
Bessembinder, Hendrik - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 747-777
Persistent link: https://www.econbiz.de/10001859242
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Trade execution costs on NASDAQ and the NYSE : a post-reform comparison
Bessembinder, Hendrik - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 3, pp. 387-407
Persistent link: https://www.econbiz.de/10001453447
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Information-based trading in dealer and auction markets : an analysis of exchange listings
Heidle, Hans G.; Huang, Roger D. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 3, pp. 391-424
Persistent link: https://www.econbiz.de/10001705068
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Does trading anonymously enhance liquidity?
Dennis, Patrick; Sandås, Patrik - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 7, pp. 2372-2396
Persistent link: https://www.econbiz.de/10012307568