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Resiliency of the limit order...
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Börsenkurs
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Hautsch, Nikolaus
45
Frino, Alex
22
Menkveld, Albert J.
22
Gregoriou, Andros
20
Theissen, Erik
20
Foucault, Thierry
18
Gupta, Rangan
18
Tong, Hui
18
Hendershott, Terrence
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Cespa, Giovanni
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Chung, Kee H.
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Kang, Wensheng
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Madhavan, Ananth Narayan
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Schwartz, Robert A.
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Ibikunle, Gbenga
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Ratti, Ronald A.
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Riordan, Ryan
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Van Ness, Robert A.
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Vives, Xavier
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Ryu, Doojin
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Stulz, René M.
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Horst, Ulrich
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Titman, Sheridan
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Giglio, Stefano
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Hasan, Iftekhar
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Berliner Bank <1950->
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Financial Market History <Veranstaltung> <2015, Cambridge>
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Han gug jeung gwon geo lae so
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Humboldt-Universität zu Berlin
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Incontro di Studio su La Crisi delle Borse e quella del Dollaro <1987, Rom>
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Institut für Finanzanalyse <Regensburg>
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Institut für Industriebetriebsforschung <Hamburg>
1
Institute of Finance and Accounting <London>
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Istituto per la Ricerca Sociale <Mailand>
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Pacific-Basin finance journal
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Journal of banking & finance
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Working paper / National Bureau of Economic Research, Inc.
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Finance research letters
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Journal of financial markets
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Journal of financial economics
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NBER working paper series
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International review of financial analysis
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NBER Working Paper
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Economic modelling
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of economics and finance
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Journal of financial and quantitative analysis : JFQA
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Research in international business and finance
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Quantitative finance
31
Review of quantitative finance and accounting
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Investment management and financial innovations
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The financial review : the official publication of the Eastern Finance Association
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Cogent economics & finance
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CESifo working papers
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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1
Deep limit order book events dynamics
Bilodeau, Yann
-
2020
Persistent link: https://www.econbiz.de/10012384636
Saved in:
2
Bid- and ask-side
liquidity
in the NYSE limit order book
Cenesizoglu, Tolga
;
Grass, Gunnar
- In:
Journal of financial markets
38
(
2018
),
pp. 14-38
Persistent link: https://www.econbiz.de/10012001137
Saved in:
3
Impact of the change in Tick size on transaction costs and
liquidity
: an empirical investigation of the Taiwan Stock Exchange
Kuo, Su-wen
;
Huang, Chin-sheng
;
Chen, Chia-cheng
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
4
,
pp. 524-551
Persistent link: https://www.econbiz.de/10009231515
Saved in:
4
Intraday
liquidity
patterns in limit order books
Malik, Azeem
;
Wing Lon Ng
- In:
Studies in economics and finance
31
(
2014
)
1
,
pp. 46-71
Persistent link: https://www.econbiz.de/10010258798
Saved in:
5
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
Saved in:
6
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:
7
Passive investors and concentration of intraday
liquidity
: evidence from the Tokyo Stock Exchange
Kitajima, Kiichi
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013389468
Saved in:
8
Liquidity
,
resiliency
and market quality around predictable trades : theory and evidence
Bessembinder, Hendrik
;
Carrion, Allen
;
Tuttle, Laura
; …
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 142-166
Persistent link: https://www.econbiz.de/10011590681
Saved in:
9
Limit order books and
liquidity
around scheduled and non-scheduled announcements : empirical evidence from NASDAQ Nordic
Siikanen, Milla
;
Kanniainen, Juho
;
Valli, Jaakko
- In:
Finance research letters
21
(
2017
),
pp. 264-271
Persistent link: https://www.econbiz.de/10011807803
Saved in:
10
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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