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Does anonymity matter in electronic limit order markets?
Foucault, Thierry; Moinas, Sophie; Theissen, Erik - 2004 - This Draft: May, 2004
(resp. low). However the quality of this signal and market liquidity are different in each market design. We test these …
Persistent link: https://www.econbiz.de/10010361995
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Commonality in intraday liquidity and multilateral trading facilities : evidence from Chi-X Europe
Klein, Olga; Song, Shiyun - In: Journal of international financial markets, … 73 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012802250
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Dark matters : the effects of dark trading restrictions on liquidity and informational efficiency
Ibikunle, Gbenga; Li, Youwei; Mare, Davide Salvatore; … - In: Journal of international financial markets, … 75 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012820413
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Price impact of block trades : the curious case of downstairs trading in the EU emissions futures market
Ibikunle, Gbenga; Gregoriou, Andros; Pandit, Naresh R. - In: The European journal of finance 22 (2016) 1/3, pp. 120-142
Persistent link: https://www.econbiz.de/10011419961
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Fragmentation and market quality : the case of European markets
Silva, Paulo Pereira da - In: De economist : Netherlands economic review ; quarterly … 166 (2018) 2, pp. 179-206
Persistent link: https://www.econbiz.de/10012035786
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The impact of new execution venues on European equity markets' liquidity : the case of Chi-X
Chlistalla, Michael; Lutat, Marco - In: Value creation in e-business management : 15th Americas …, (pp. 218-230). 2009
Persistent link: https://www.econbiz.de/10003867292
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Price discovery and trade fragmentation in a multi-market environment : evidence from the MTS system
Caporale, Guglielmo Maria; Girardi, Alessandro - In: Journal of banking & finance 37 (2013) 2, pp. 227-240
Persistent link: https://www.econbiz.de/10009705705
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Brexit's ripple : probing the impact on stock market liquidity
Kim, Jang-chul; Mazumder, Sharif; Su, Qing - In: Finance research letters 61 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014491042
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The Impact of Market Fragmentation on the Liquidity of European Stock Exchanges
Fioravanti, Simone Francesco - 2013
Exchanges and shows that competition among exchange platforms does not have a negative effect on the level of liquidity of …
Persistent link: https://www.econbiz.de/10013089059
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The Impact of New Execution Venues on European Equity Markets’ Liquidity - The Case of Chi-X
Chlistalla, Michael - 2009
well as on consolidated liquidity of French blue chip equities, newly tradable on Chi-X. Our findings suggest that owing to … this new competition the home market's liquidity has enhanced. This is apparently due to the battle for order flow which … results in narrower spreads and increased market depth. These results imply that overall liquidity in a virtually consolidated …
Persistent link: https://www.econbiz.de/10013156365