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A game of hide-and-seek between proprietary and buy-side algorithmic traders : causal links with market quality

Arumugam, Devika; Prasanna, P. Krishna - In: Applied economics 53 (2021) 41, pp. 4788-4798

Persistent link: https://www.econbiz.de/10012609877

Market intraday momentum in Australia

Ho, Tu; Lv, Jin Roc; Schultz, Emma - In: Pacific-Basin finance journal 65 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10013252821

Are high-frequency traders anticipating the order flow? : cross-venue evidence from the UK market

Aquilina, Matteo; Ysusi, Carla - In: Market microstructure and liquidity 2 (2016) 3/4, pp. 1-35

Persistent link: https://www.econbiz.de/10011715788

The behavior of high-frequency traders under different market stress scenarios

Megarbane, Nicolas; Saliba, Pamela; Lehalle, Charles-Albert - In: Market microstructure and liquidity 3 (2017) 3/4, pp. 1-54

Persistent link: https://www.econbiz.de/10011988891

Trading and ordering patterns of market participants in high frequency trading environment : empirical study in the Japanese stock market

Saito, Taiga; Adachi, Takanori; Nakatsuma, Teruo; … - In: Asia-Pacific financial markets 25 (2018) 3, pp. 179-220

Persistent link: https://www.econbiz.de/10012033008

Evidence of algorithmic trading from Indian equity market : interpreting the transaction velocity element of financialization

Dubey, Ritesh Kumar; Chauhan, Yogesh; Syamala, … - In: Research in international business and finance 42 (2017), pp. 31-38

Persistent link: https://www.econbiz.de/10011747220

Algorithmic trading efficiency and its impact on market-quality

Dubey, Ritesh Kumar; Babu, A. Sarath; Jha, Rajneesh Ranjan - In: Asia Pacific financial markets 29 (2022) 3, pp. 381-409

Persistent link: https://www.econbiz.de/10013397503

High-frequency traders and market structure

Menkveld, Albert J. - In: The financial review : the official publication of the … 49 (2014) 2, pp. 333-344

Persistent link: https://www.econbiz.de/10010363580

Price impact of aggressive liquidity provision

Gençay, Ramazan; Mahmoodzadeh, Soheil; Rojček, Jakub; … - 2016

This paper analyzes brief episodes of high-intensity quotes turnover and revision-"bursts" in quotes-in the U.S. equity market. Such events occur very frequently, several hundred times a day for actively traded stocks. We find significant price impact associated with these market makers...

Persistent link: https://www.econbiz.de/10011516027

Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel

Freihube, Thorsten - 2004

Persistent link: https://www.econbiz.de/10002122262

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