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Market intraday momentum
Gao, Lei; Han, Yufeng; Li, Sophia Zhengzi; Zhou, Guofu - In: Journal of financial economics 129 (2018) 2, pp. 394-414
Persistent link: https://www.econbiz.de/10011982249
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A market-clearing role for inefficiency on a limit order book
Large, Jeremy - In: Journal of financial economics 91 (2009) 1, pp. 102-117
Persistent link: https://www.econbiz.de/10003813190
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High frequency market microstructure
O'Hara, Maureen - In: Journal of financial economics 116 (2015) 2, pp. 267-270
Persistent link: https://www.econbiz.de/10011348519
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A dynamic limit order market with fast and slow traders
Hoffmann, Peter - In: Journal of financial economics 113 (2014) 1, pp. 156-169
Persistent link: https://www.econbiz.de/10010421822
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The trading profits of SOES bandits
Harris, Jeffrey H. - In: Journal of financial economics 50 (1998) 1, pp. 39-62
Persistent link: https://www.econbiz.de/10001246650
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Odd-eighth avoidance as a defense against SOES bandits
Kandel, Eugene - In: Journal of financial economics 51 (1999) 1, pp. 85-102
Persistent link: https://www.econbiz.de/10001252426
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Who provides liquidity, and when?
Li, Sida; Wang, Xin; Ye, Mao - In: Journal of financial economics 141 (2021) 3, pp. 968-980
Persistent link: https://www.econbiz.de/10012873103
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The term structure of liquidity provision
Conrad, Jennifer S.; Wahal, Sunil - In: Journal of financial economics 136 (2020) 1, pp. 239-259
Persistent link: https://www.econbiz.de/10012545428
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The electronic evolution of corporate bond dealers
O'Hara, Maureen; Zhou, Xing - In: Journal of financial economics 140 (2021) 2, pp. 368-390
Persistent link: https://www.econbiz.de/10012650447
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Competition among liquidity providers with access to high-frequency trading technology
Bongaerts, Dion; Van Achter, Mark - In: Journal of financial economics 140 (2021) 1, pp. 220-249
Persistent link: https://www.econbiz.de/10013188694