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Algorithmic trading, liquidity, and price discovery : an intraday analysis of the SPI 200 futures
Viljoen, Tina; Westerholm, P. Joakim; Zheng, Hui - In: The financial review : the official publication of the … 49 (2014) 2, pp. 245-270
Persistent link: https://www.econbiz.de/10010363593
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Are odd-lot orders informed?
Upson, James; Johnson, B. Hardy, IV - In: The financial review : the official publication of the … 52 (2017) 1, pp. 37-67
Persistent link: https://www.econbiz.de/10011656865
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Block trade price asymmetry and changes in depth : evidence from the Australian Stock Exchange
Anderson, Hamish D.; Cooper, Sapphire; Prevost, Andrew K. - In: The financial review : the official publication of the … 41 (2006) 2, pp. 247-271
Persistent link: https://www.econbiz.de/10003327460
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Anonymity, stealth trading, and the information content of broker identity
Frino, Alex; Johnstone, David; Zheng, Hui - In: The financial review : the official publication of the … 45 (2010) 3, pp. 501-522
Persistent link: https://www.econbiz.de/10009374253
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Limit order book and commonality in liquidity
Kang, Wenjin; Zhang, Huiping - In: The financial review : the official publication of the … 48 (2013) 1, pp. 97-122
Persistent link: https://www.econbiz.de/10009717663
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Order flows and stock returns : compensation for market makers with inventory concerns
Kang, Moonsoo; Lee, Bong-soo - In: The financial review : the official publication of the … 49 (2014) 3, pp. 511-538
Persistent link: https://www.econbiz.de/10010401376
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Inferring public and private information from trades and quotes
Frijns, Bart - In: The financial review : the official publication of the … 41 (2006) 1, pp. 95-117
Persistent link: https://www.econbiz.de/10003274783
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Trade imbalances and inventory effects in long-term S&P 500 index options
Bharadwaj, Anu; Wiggins, James B. - In: The financial review : the official publication of the … 38 (2003) 2, pp. 293-309
Persistent link: https://www.econbiz.de/10001794884
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Market microstructure empirical regularities : behavior of the bid-ask spread and closing prices
Branch, Ben Shirley - In: The financial review : the official publication of the … 30 (1995) 3, pp. 541-565
Persistent link: https://www.econbiz.de/10001190095
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Why do traders split orders?
Garvey, Ryan; Huang, Tao; Wu, Fei - In: The financial review : the official publication of the … 52 (2017) 2, pp. 233-258
Persistent link: https://www.econbiz.de/10011690707