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Decimalization and competition...
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Wu, Chunchi
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Hendershott, Terrence
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Stoll, Hans R.
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Rocheteau, Guillaume
18
Ryu, Doojin
18
Werner, Ingrid M.
18
Fleming, Michael J.
17
Grammig, Joachim
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Obizhaeva, Anna A.
17
Schmiedel, Heiko
17
Biais, Bruno
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Lo, Andrew W.
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Research in international business and finance
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International review of economics & finance : IREF
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Euromoney
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Applied economics letters
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NBER Working Paper
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Applied economics
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Finance India : the quarterly journal of Indian Institute of Finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
36
Review of Pacific Basin financial markets and policies
34
Cogent economics & finance
32
Journal of financial intermediation
32
The journal of trading
32
Economic modelling
31
European financial management : the journal of the European Financial Management Association
30
Journal of risk and financial management : JRFM
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EconStor
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Showing
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1
Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494216
Saved in:
2
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
Saved in:
3
Intraday liquidity patterns in limit order books
Malik, Azeem
;
Wing Lon Ng
- In:
Studies in economics and finance
31
(
2014
)
1
,
pp. 46-71
Persistent link: https://www.econbiz.de/10010258798
Saved in:
4
An international trend in market design : endogenous effects of limit order book transparency on volatility, spreads, depth and volume
Pham, Thu Phuong
;
Westerholm, Joakim
- In:
Journal of international financial markets, …
27
(
2013
),
pp. 202-223
Persistent link: https://www.econbiz.de/10010411743
Saved in:
5
The intraday pattern of trading activity, return volatility and liquidity : evidence from the emerging Tunisian stock exchange
Tissaoui, Kais
- In:
International journal of economics and finance
4
(
2012
)
5
,
pp. 156-176
Persistent link: https://www.econbiz.de/10009616229
Saved in:
6
Search costs and investor trading activity : evidence from limit order books
Lin, William
;
Tsai, Shih-chuan
;
Sun, David S.
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
)
3
,
pp. 4-30
Persistent link: https://www.econbiz.de/10009682772
Saved in:
7
Information revelation in the Greek exchange opening call : daily and intraday evidence
Anagnostidis, Panagiotis
;
Kanas, Angelos
;
Papachristou, …
- In:
Journal of international financial markets, …
38
(
2015
),
pp. 167-184
Persistent link: https://www.econbiz.de/10011475189
Saved in:
8
Heavy-tailed features and dependence in limit order book volume profiles in futures markets
Richards, Kylie-Anne
;
Peters, Gareth W.
;
Dunsmuir, …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-56
Persistent link: https://www.econbiz.de/10011403201
Saved in:
9
The interaction between opening call auctions and ongoing trade : evidence from the NYSE
Brooks, Raymond M.
;
Moulton, Jonathan
- In:
Review of financial economics : RFE
13
(
2004
)
4
,
pp. 341-356
Persistent link: https://www.econbiz.de/10002375437
Saved in:
10
Stock splits, liquidity, and trading activity
Hansson, Mats
-
1999
Persistent link: https://www.econbiz.de/10001543695
Saved in:
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