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Intraday periodicity in algorithmic trading
Broussard, John Paul; Nikiforov, Andrei - In: Journal of international financial markets, … 30 (2014), pp. 196-204
Persistent link: https://www.econbiz.de/10011293765
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Does feedback trading drive returns of cross-listed shares?
Chen, Jing; Dong, Yizhe; Hou, Wenxuan; McMillan, David G. - In: Journal of international financial markets, … 53 (2018), pp. 179-199
Persistent link: https://www.econbiz.de/10011983852
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Liquidity withdrawal in the FX spot market : a cross-country study using high-frequency data
Stenfors, Alexis; Susai, Masayuki - In: Journal of international financial markets, … 59 (2019), pp. 36-57
Persistent link: https://www.econbiz.de/10012127871
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The probability of informed trading measured with price impact, price reversal, and volatility
Kitamura, Yoshihiro - In: Journal of international financial markets, … 42 (2016), pp. 77-90
Persistent link: https://www.econbiz.de/10011673417
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Intraday volatility smile : effects of fragmentation and high frequency trading on price efficiency
Ligot, Stephanie; Gillet, Roland; Veryzhenko, Iryna - In: Journal of international financial markets, … 75 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012820849
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Spoofing and pinging in foreign exchange markets
Stenfors, Alexis; Susai, Masayuki - In: Journal of international financial markets, … 70 (2021), pp. 1-35
Persistent link: https://www.econbiz.de/10012668408
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Dark matters : the effects of dark trading restrictions on liquidity and informational efficiency
Ibikunle, Gbenga; Li, Youwei; Mare, Davide Salvatore; … - In: Journal of international financial markets, … 75 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012820413
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Trading aggressiveness, order execution quality, and stock price movements : evidence from the Taiwan stock exchange
Hung, Pi-Hsia; Lien, Da-hsiang Donald - In: Journal of international financial markets, … 60 (2019), pp. 231-251
Persistent link: https://www.econbiz.de/10012128011
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An international trend in market design : endogenous effects of limit order book transparency on volatility, spreads, depth and volume
Pham, Thu Phuong; Westerholm, Joakim - In: Journal of international financial markets, … 27 (2013), pp. 202-223
Persistent link: https://www.econbiz.de/10010411743
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A change in market microstructure : the switch to electronic screen trading on the New Zealand stock exchange
Blennerhassett, Michael; Bowman, Robert G. - In: Journal of international financial markets, … 8 (1998) 3/4, pp. 261-276
Persistent link: https://www.econbiz.de/10001445749