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High-frequency trading and market performance
Baldauf, Markus; Mollner, Joshua - 2019
Persistent link: https://www.econbiz.de/10012161455
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Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus; Neely, Christopher J.; Winkelmann, Lars - 2017
Persistent link: https://www.econbiz.de/10011691484
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Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001373089
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Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken - 1998
Persistent link: https://www.econbiz.de/10001373117
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Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
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Trading in fragmented markets
Baldauf, Markus; Mollner, Joshua - 2019
Persistent link: https://www.econbiz.de/10012161457
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The transition to electronic communications networks in the secondary treasury market
Mizrach, Bruce Marshall (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003739653
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The design and regulation of high frequency traders
Ladley, Dan - 2019
Persistent link: https://www.econbiz.de/10012098523
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On the market structure of central counterparties in the EU
Demange, Gabrielle; Piquard, Thibaut - 2021
Persistent link: https://www.econbiz.de/10012434604
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Sluggish news reactions: a combinatorial approach for synchronizing stock jumps
Bouamara, Nabil; Boudt, Kris; Laurent, Sébastien; … - 2024
Persistent link: https://www.econbiz.de/10014521306