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The Zumbach Effect Under Rough...
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Market microstructure : confronting many viewpoints
Abergel, Frédéric
(
ed.
); …
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2012
Persistent link: https://www.econbiz.de/10009524952
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How to predict the consequences of a tick value change? : evidence from the Tokyo stock exchange pilot program
Huang, Weibing
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Lehalle, Charles-Albert
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Rosenbaum, Mathieu
- In:
Market microstructure and liquidity
2
(
2016
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3/4
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pp. 1-19
Persistent link: https://www.econbiz.de/10011715772
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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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