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Are REITs more resilient than non-REITs? : evidence from natural experiments
Jain, Pawan; Upadhyay, Arun - In: Japan and the world economy : international journal of … 58 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012940111
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High frequency trading and fragility
Cespa, Giovanni; Vives, Xavier - 2017
frequency trading, can induce demand for liquidity to be upward sloping and strategic complementarities in traders' liquidity … consumption decisions: traders demand more liquidity when the market becomes less liquid, which in turn makes the market more … illiquid, fostering the initial demand hike. This can generate market instability, where an initial dearth of liquidity …
Persistent link: https://www.econbiz.de/10011637013
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Market microstrucutre design and flash crashes : a simulation approach
Brewer, Paul J.; Cvitanić, Jakša; Plott, Charles - In: Journal of applied economics 16 (2013) 2, pp. 223-250
Persistent link: https://www.econbiz.de/10010391223
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Raising issues about impact of high frequency trading on market liquidity
Naumenko, Vladimir - In: Financial econometrics and empirical market microstructure, (pp. 215-223). 2015
Persistent link: https://www.econbiz.de/10011326633
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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
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High frequency traders and the price process
Aït-Sahalia, Yacine; Brunetti, Celso - In: Journal of econometrics 217 (2020) 1, pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
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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
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High frequency trading and comovement in financial markets
Malceniece, Laura; Malcenieks, Kārlis; Putniņš, Tālis J. - In: Journal of financial economics 134 (2019) 2, pp. 381-399
Persistent link: https://www.econbiz.de/10012166913
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High frequency trading and the 2008 short-sale ban
Brogaard, Jonathan; Hendershott, Terrence; Riordan, Ryan - In: Journal of financial economics 124 (2017) 1, pp. 22-42
Persistent link: https://www.econbiz.de/10011751407
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Crashes and high frequency trading : [an evaluation of risks posed by high-speed algorithmic trading]
Becke, Susanne von der; Sornette, Didier - 2011
Persistent link: https://www.econbiz.de/10009561750