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Some hypotheses on commonality...
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date (oldest first)
1
Liquidity
and Information-Based Trading on the Order Driven Capital Market : The Case of Prague Stock Exchange
Nemecek, Libor
-
2010
This paper investigates the relation between
liquidity
and information-based trading in the context of an order …
Persistent link: https://www.econbiz.de/10013148686
Saved in:
2
Price dynamics and market
liquidity
: an intraday event study on Euronext
Mazza, Paolo
- In:
The quarterly review of economics and finance : journal …
56
(
2015
),
pp. 139-153
Persistent link: https://www.econbiz.de/10011574367
Saved in:
3
Estimating probability of informed trading on the Bucharest stock exchange
Cepoi, Cosmin Octavian
;
Toma, Filip Mihai
- In:
Finance a úvěr
66
(
2016
)
2
,
pp. 140-160
Persistent link: https://www.econbiz.de/10011618713
Saved in:
4
Intra-market commonality in
liquidity
: new evidencefrom the Polish stock exchange
Olbryś, Joanna
- In:
Equilibrium : quarterly journal of economics and …
14
(
2019
)
2
,
pp. 251-275
Persistent link: https://www.econbiz.de/10012232051
Saved in:
5
The role of algorithmic trading in stock
liquidity
and commonality in electronic limit order markets
Moriyasu, Hiroshi
;
Wee, Marvin
;
Yu, Jing
- In:
Pacific-Basin finance journal
49
(
2018
),
pp. 103-128
Persistent link: https://www.econbiz.de/10012117677
Saved in:
6
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
Saved in:
7
Stock
liquidity
on
China
NEEQ exchange
Liu, Ning
;
Xu, Wei
- In:
Eurasian economic review : a journal in applied …
7
(
2017
)
2
,
pp. 255-275
Persistent link: https://www.econbiz.de/10011684356
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Ranking the trading symbols of the largest companies listed in the Tehran stock exchange based on the probability of informed trade criteria
Mirbagherijam, Mohammad
- In:
Iranian economic review : journal of University of Tehran
24
(
2020
)
3
,
pp. 567-589
Persistent link: https://www.econbiz.de/10012417661
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