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Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel
Freihube, Thorsten - 2004
Persistent link: https://www.econbiz.de/10002122262
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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
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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
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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
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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
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Modeling dynamic diurnal patterns in high frequency financial data
Ito, Ryoko - 2013
Persistent link: https://www.econbiz.de/10009737686
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An international trend in market design : endogenous effects of limit order book transparency on volatility, spreads, depth and volume
Pham, Thu Phuong; Westerholm, Joakim - In: Journal of international financial markets, … 27 (2013), pp. 202-223
Persistent link: https://www.econbiz.de/10010411743
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Trading Activity, Quoted Liquidity, and Stock Volatility
Jiang, Li - 2016
In this article, we examine dynamic relationships between volatility and various microstructure measures of trade … Participation Shares. When volatility is conditioned on number of trades and quoted liquidity, trading volume provides no … volatility. Measures of quoted liquidity also play a significant role in explaining intra day volatility. Bid-ask spreads and …
Persistent link: https://www.econbiz.de/10013004210
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An international trend in market design : endogenous effects of limit order book transparency on volatility, spreads, depth and volume
Pham, Thu Phuong; Westerholm, P. Joakim - 2013
Persistent link: https://www.econbiz.de/10010211416
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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