Narrow search
Showing 1 - 10 of 545
Cover Image
Evidence of algorithmic trading from Indian equity market : interpreting the transaction velocity element of financialization
Dubey, Ritesh Kumar; Chauhan, Yogesh; Syamala, … - In: Research in international business and finance 42 (2017), pp. 31-38
Persistent link: https://www.econbiz.de/10011747220
Cover Image
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
Cover Image
High-frequency trading and stock liquidity : an intraday analysis
Ben Ammar, Imen; Hellara, Slaheddine; Ghadhab, Imen - In: Research in international business and finance 53 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012549814
Cover Image
Capability satisficing in high frequency trading
Van Vliet, Benjamin - In: Research in international business and finance 42 (2017), pp. 509-521
Persistent link: https://www.econbiz.de/10011750467
Cover Image
Does high-frequency trading actually improve market liquidity? : a comparative study for selected models and measures
Karkowska, Renata; Palczewski, Andrzej - In: Research in international business and finance 64 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014276825
Cover Image
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
Cover Image
Examining the relationship between earning management and market liquidity
Ajina, Aymen; Habib, Aymen - In: Research in international business and finance 42 (2017), pp. 1164-1172
Persistent link: https://www.econbiz.de/10011760911
Cover Image
The effect of the 2008-09 short selling sales ban on UK security equities in relation to market metrics of volatility, liquidity, and price discovery
Patel, Harihar; Guidi, Francesco - In: Research in international business and finance 70 (2024) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10015053314
Cover Image
Does high frequency algorithmic trading matter for non-AT investors?
Kelejian, Harry H.; Mukerji, Purba - In: Research in international business and finance 37 (2016), pp. 78-92
Persistent link: https://www.econbiz.de/10011595131
Cover Image
How does electronic trading affect efficiency of stock market and conditional volatility? : evidence from Toronto Stock Exchange
Dutta, Shantanu; Essaddam, Naceur; Kumar, Vinod; Saadi, … - In: Research in international business and finance 39 (2017), pp. 867-877
Persistent link: https://www.econbiz.de/10011912398