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Commonality in returns, order flows, and liquidity in the Greek stock market
Dunne, Peter G.; Moore, Michael J.; Papavassiliou, … - In: The European journal of finance 17 (2011) 7/8, pp. 577-587
Persistent link: https://www.econbiz.de/10009509845
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Limit order books and trade informativeness
Beltran Lopez, Helena; Gramming, Joachim; Menkveld, … - In: The European journal of finance 18 (2012) 9/10, pp. 737-759
Persistent link: https://www.econbiz.de/10009691782
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Algorithmic trading patterns in Xetra orders
Prix, Johannes; Loistl, Otto; Huetl, Michael - In: The European journal of finance 13 (2007) 7/8, pp. 717-739
Persistent link: https://www.econbiz.de/10003610013
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The information content of retail investors' order flow
Nolte, Ingmar; Nolte, Sandra - In: The European journal of finance 22 (2016) 1/3, pp. 80-104
Persistent link: https://www.econbiz.de/10011419948
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How do individual investors trade?
Nolte, Ingmar; Nolte, Sandra - In: The European journal of finance 18 (2012) 9/10, pp. 921-947
Persistent link: https://www.econbiz.de/10009691774
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Trade size, high-frequency trading, and colocation around the world
Aitken, Michael J.; Cumming, Douglas J.; Zhan, Feng - In: The European journal of finance 23 (2017) 7/9, pp. 781-801
Persistent link: https://www.econbiz.de/10011740206
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Adverse-selection considerations in the market-making of corporate bonds
Chalamandaris, George; Vlachogiannakis, Nikos E. - In: The European journal of finance 26 (2020) 16, pp. 1673-1702
Persistent link: https://www.econbiz.de/10012314645
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Hawkes model specification for limit order books
Kirchner, Matthias; Vetter, Silvan - In: The European journal of finance 28 (2022) 7, pp. 642-662
Persistent link: https://www.econbiz.de/10013373306
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Non-parametric estimation of quadratic Hawkes processes for order book events
Fosset, Antoine; Bouchaud, Jean-Philippe; Benzaquen, Michael - In: The European journal of finance 28 (2022) 7, pp. 663-678
Persistent link: https://www.econbiz.de/10013373307
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Market quality of dealer versus hybrid markets for illiquid securities : new evidence from the FTSE AIM Index
Gregoriou, Andros - In: The European journal of finance 21 (2015) 4/6, pp. 466-485
Persistent link: https://www.econbiz.de/10010528959