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1
Liquidity withdrawal in the FX spot market : a cross-country study using high-frequency data
Stenfors, Alexis
;
Susai, Masayuki
- In:
Journal of international financial markets, …
59
(
2019
),
pp. 36-57
Persistent link: https://www.econbiz.de/10012127871
Saved in:
2
The impact of tick size in intraday stock price behavior : evidence from the
Taiwan
Stock Exchange
Ke, Mei-chu
;
Jiang, Ching-hai
;
Huang, Yen-sheng
- In:
Pacific-Basin finance journal
12
(
2004
)
1
,
pp. 19-39
Persistent link: https://www.econbiz.de/10001867132
Saved in:
3
The impacts of tick size on performance of stock market : evidences from
Taiwan
’s 50 index stocks
Huang, Chung-huang
;
Chen, Li-Ping
;
Li, Jian-fa
;
Hong, …
- In:
The empirical economics letters : a monthly …
15
(
2016
)
2
,
pp. 191-204
Persistent link: https://www.econbiz.de/10011580418
Saved in:
4
Rethinking decimalization : the impact of increased tick sizes on trading activity,
volatility
, and price clustering
Blau, Benjamin
;
Whitby, Ryan
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012820070
Saved in:
5
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:
6
A reverse index futures split effect on liquidity and market dynamics
Athanasios, Fassas
;
Nikolas, Hourvouliades
- In:
International journal of bonds and derivatives
3
(
2017
)
3
,
pp. 235-252
Persistent link: https://www.econbiz.de/10011875992
Saved in:
7
Modeling dynamic diurnal patterns in high frequency financial data
Ito, Ryoko
-
2013
Persistent link: https://www.econbiz.de/10009737686
Saved in:
8
Time and dynamic volume-
volatility
relation
Xu, Xiaoqing Eleanor
;
Chen, Peter
;
Wu, Chunchi
- In:
Journal of banking & finance
30
(
2006
)
5
,
pp. 1535-1558
Persistent link: https://www.econbiz.de/10003319376
Saved in:
9
Technology upgrades in emerging equity markets : effects on liquidity and trading activity
Yılmaz, Mustafa Kemal
;
Erdem, Orhan
;
Eraslan, Veysel
; …
- In:
Finance research letters
14
(
2015
),
pp. 87-92
Persistent link: https://www.econbiz.de/10011552642
Saved in:
10
High speed equities trading : 1993 - 2012
Stoll, Hans R.
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
6
,
pp. 767-797
Persistent link: https://www.econbiz.de/10010476872
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