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The optimal bid-ask price strategies of high-frequency trading and the effect on market liquidity
Yang, Haijun; Ge, Hengshun; Luo, Ying - In: Research in international business and finance 53 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012548917
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Do aggressive orders affect liquidity? : an evidence from an emerging market
Będowska-Sójka, Barbara - In: Research in international business and finance 54 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012581511
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The relationship between volume imbalance and spread
Minh Thi Hong Dinh - In: Research in international business and finance 44 (2018), pp. 76-87
Persistent link: https://www.econbiz.de/10011983008
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Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis
Ben Omrane, Walid; Tao, Yusi; Welch, Robert L. - In: Research in international business and finance 42 (2017), pp. 9-30
Persistent link: https://www.econbiz.de/10011747218
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Liquidity commonality and pricing in UK equities
Foran, Jason; Hutchinson, Mark; O'Sullivan, Niall - In: Research in international business and finance 34 (2015), pp. 281-293
Persistent link: https://www.econbiz.de/10011326301
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Return spread and liquidity : evidence from Hong Kong ADRs
Dey, Malay K.; Wang, Chaoyan - In: Research in international business and finance 26 (2012) 2, pp. 164-180
Persistent link: https://www.econbiz.de/10009618267
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Seeking causality between liquidity risk and credit risk : TED-OIS spreads and CDS indexes
Gunay, Samet - In: Research in international business and finance 52 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012548552
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Institutional determinants of bid-ask spreads in Caribbean offshore stock exchanges
Hearn, Bruce - In: Research in international business and finance 58 (2021), pp. 1-29
Persistent link: https://www.econbiz.de/10013287868
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Risk sentiment and firms' liquidity in the French market
Zreik, Ousayna; Louhichi, Waël - In: Research in international business and finance 39 (2017), pp. 809-823
Persistent link: https://www.econbiz.de/10011912366
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When spread bites fast - Volatility and wide bid-ask spread in a mixed high-frequency and low-frequency environment
Virgilio, Gianluca Piero Maria - In: Research in international business and finance 51 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012207147