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Electronic limit order books and market resiliency : theory, evidence and practice

Coppejans, Mark; Domowitz, Ian; Madhavan, Ananth - In: Advances in quantitative analysis of finance and … 3 (2006), pp. 19-37

Persistent link: https://www.econbiz.de/10003424661

Pricing behavior in an off-hours computerized market

Coppejans, Mark; Domowitz, Ian - In: Journal of empirical finance 6 (1999) 5, pp. 583-607

Persistent link: https://www.econbiz.de/10001505803

The impact of foreign equity ownership on emerging market share price volatility

Coppejans, Mark; Domowitz, Ian - In: International finance 3 (2000) 1, pp. 95-122

Persistent link: https://www.econbiz.de/10001549338

Electronic limit order books and market resiliency : theory, evidence and practice

Coppejans, Mark; Domowitz, Ian; Madhavan, Ananth - In: Advances in quantitative analysis of finance and … 3 (2006), pp. 19-37

Persistent link: https://www.econbiz.de/10009924738

Automating the Price Discovery Process : Some International Comparisons and Regulatory Implications

Domowitz, Ian - 1992

Automated trade execution systems are examined with respect to the degree to which they automate the price discovery process. Seven levels of automation of price discovery are identified, and 47 systems are classified according to these criteria. Systems operating at various levels of automation...

Persistent link: https://www.econbiz.de/10014395803

A Taxonomy of Automated Trade Execution Systems

Domowitz, Ian - 1992

A taxonomy of existing and planned automated trade execution systems in financial markets is provided. Over 50 automated market structures in 16 countries are analyzed. The classification scheme is organized around the principle that such markets consist of an algorithm that performs a trade...