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Stock price manipulation, market microstructure and asymmetric information
Allen, Franklin; Gorton, Gary - 1991
Persistent link: https://www.econbiz.de/10000824276
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Inventory information
Cao, H. Henry; Evans, Martin D. D.; Lyons, Richard K. - 2003
Persistent link: https://www.econbiz.de/10001785488
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Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment
Anderson, Torben G.; Bollerslev, Tim; Das, Ashish - 1998
Persistent link: https://www.econbiz.de/10000673940
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - 1997
Persistent link: https://www.econbiz.de/10000645107
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Foreign exchange order flow as a risk factor
Burnside, Craig; Cerrato, Mario; Zhang, Zhekai - 2020
Persistent link: https://www.econbiz.de/10012237840
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Tax advantages and imperfect competition in auctions for municipal bonds
Garrett, Daniel G.; Ordin, Andrey; Roberts, James W.; … - 2017
Persistent link: https://www.econbiz.de/10011684535
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How often to sample a continuous-time process in the presence of market microstructure noise
Aït-Sahalia, Yacine; Mykland, Per A. - 2003
Persistent link: https://www.econbiz.de/10001752968
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When do central bank interventions influence intra-daily and longer-term exchange rate movements?
Dominguez, Kathryn M. - 2003
Persistent link: https://www.econbiz.de/10001780120
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Modeling the impacts of market activity on bid-ask spreads in the option market
Cho, Young-hye; Engle, Robert F. - 1999
Persistent link: https://www.econbiz.de/10001415115
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What do we really know about the cross-sectional relation between past and expected returns?
Grinblatt, Mark; Moskowitz, Tobias J. - 2002
Persistent link: https://www.econbiz.de/10001645389