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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
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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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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
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Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks
Lim, Kian-Ping; Thian, Tze-Chung; Hooy, Chee Wooi - In: Research in international business and finance 41 (2017), pp. 220-234
Persistent link: https://www.econbiz.de/10011913019
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Liquidity, information, strategic trading in an electronic order book : new insights from the European carbon markets
Rannou, Yves - In: Research in international business and finance 39 (2017), pp. 779-808
Persistent link: https://www.econbiz.de/10011912363
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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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Market versus limit orders of speculative high-frequency traders and price discovery
Kang, Jongho; Kang, Jangkoo; Kwon, Kyungyoon - In: Research in international business and finance 63 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10014248964
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Order imbalance, market returns and macroeconomic news evidence from the Australian interest rate futures market
Smales, Lee A. - In: Research in international business and finance 26 (2012) 3, pp. 410-427
Persistent link: https://www.econbiz.de/10009615910
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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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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