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Local market makers, liquidity and market quality
Kedia, Simi; Zhou, Xing - In: Journal of financial markets 14 (2011) 4, pp. 540-567
Persistent link: https://www.econbiz.de/10009260961
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Informed trading and market structure
Cai, Charlie X.; Harris, Jeffrey H.; Hudson, Robert S.; … - In: European financial management : the journal of the … 21 (2015) 1, pp. 148-177
Persistent link: https://www.econbiz.de/10010516692
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Need for speed? : exchange latency and liquidity
Menkveld, Albert J.; Zoican, Marius A. - 2014
Speeding up the exchange does not necessarily improve liquidity. The price quotes of high-frequency market makers are more likely to meet speculative high-frequency "bandits", thus less likely to meet liquidity traders. The bid-ask spread is raised in response. The recursive dynamic model...
Persistent link: https://www.econbiz.de/10010384388
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A comparison of China's main board and growth enterprise market board : market microstructure approach
Cheung, William Ming Yan; Liu, Kejing - In: Review of Pacific Basin financial markets and policies 17 (2014) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10010392613
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Commonality in liquidity in the context of different trading systems : evidence from an emerging market
Tayeh, Mohammad - In: International journal of economics and financial issues … 6 (2016) 4, pp. 1344-1353
Persistent link: https://www.econbiz.de/10011774856
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Do enterprise-bank relationships improve market quality? : evidence from Taiwan
Wang, Ming-Chang; Ding, Yu-Jia; Chiang, Hsin-Chieh - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 79-91
Persistent link: https://www.econbiz.de/10012034429
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Limit order book (LOB) shape modeling in presence of heterogeneously informed market participants
Drame, Mouhamad - In: Market microstructure and liquidity 5 (2019) 1/4, pp. 1-35
Persistent link: https://www.econbiz.de/10012820075
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Enhancing trading strategies with order book signals
Cartea, Álvaro; Donnelly, Ryan; Jaimungal, Sebastian - In: Applied mathematical finance 25 (2018) 1/2, pp. 1-35
Persistent link: https://www.econbiz.de/10011959112
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Public information arrival : price discovery and liquidity in electronic limit order markets
Riordan, Ryan; Storkenmaier, Andreas; Wagener, Martin; … - In: Journal of banking & finance 37 (2013) 4, pp. 1148-1159
Persistent link: https://www.econbiz.de/10009716239
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The market microstructure approach to foreign exchange : looking back and looking forward
King, Michael R.; Osler, Carol; Rime, Dagfinn - In: Journal of international money and finance 38 (2013), pp. 95-119
Persistent link: https://www.econbiz.de/10010236190