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Algorithmic activity on Xetra
Gsell, Markus - In: The journal of trading 4 (2009) 3, pp. 74-86
Persistent link: https://www.econbiz.de/10003870769
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Predictable ETF order flows and market quality
Bessembinder, Hendrik - In: The journal of trading 10 (2015) 4, pp. 17-23
Persistent link: https://www.econbiz.de/10011695454
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Phantom liquidity and high-frequency quoting
Blocher, Jesse; Cooper, Rick; Seddon, Jonathan; Van … - In: The journal of trading 11 (2016) 3, pp. 6-15
Persistent link: https://www.econbiz.de/10011697583
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A retrospective look : Phantom liquidity and high-frequency quoting : commentary
Blocher, Jesse; Cooper, Rick; Seddon, Jonathan; Van … - In: The journal of trading 13 (2018) 4, pp. 117-118
Persistent link: https://www.econbiz.de/10012017519
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Phantom liquidity and high-frequency quoting
Blocher, Jesse; Cooper, Rick; Seddon, Jonathan; Van … - In: The journal of trading 13 (2018) 4, pp. 119-128
Persistent link: https://www.econbiz.de/10012017521
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Global securities exchange landscape
Fiorina, Perrine - In: The journal of trading 3 (2008) 1, pp. 25-28
Persistent link: https://www.econbiz.de/10003745093
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The effects of algorithmic trading on security market quality
Harris, Frederick H. deB. - In: The journal of trading 10 (2015) 2, pp. 41-53
Persistent link: https://www.econbiz.de/10011290754
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Prediction of hidden liquidity in the limit order book of GLOBEX futures
Christensen, Hugh L.; Woodmansey, Robert - In: The journal of trading 8 (2013) 3, pp. 68-95
Persistent link: https://www.econbiz.de/10009781126
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Hong Kong-Shanghai connect/Hong Kong-Beijing disconnect? : scaling the Great Wall of Chinese securities trading costs
Kashyap, Ravi - In: The journal of trading 11 (2016) 3, pp. 81-134
Persistent link: https://www.econbiz.de/10011697624
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MiFID II and equity market liquidity, or there and back again
Carlens, Harald; Higgins, Duncan - In: The journal of trading 13 (2018) 3, pp. 5-12
Persistent link: https://www.econbiz.de/10011905560