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Automation, speed, and stock market quality : the NYSE's Hybrid

Hendershott, Terrence; Moulton, Pamela C. - In: Journal of financial markets 14 (2011) 4, pp. 568-604

Persistent link: https://www.econbiz.de/10009260950

Attention : how high-frequency trading improves price efficiency following earnings announcements

Chakrabarty, Bidisha; Moulton, Pamela C.; Wang, Xu - In: Journal of financial markets 57 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013188308

Click or call? : auction versus search in the over-the-counter market

Hendershott, Terrence; Madhavan, Ananth Narayan - In: The journal of finance : the journal of the American … 70 (2015) 1, pp. 419-447

Persistent link: https://www.econbiz.de/10010501906

High-frequency trading and price discovery

Brogaard, Jonathan; Hendershott, Terrence; Riordan, Ryan - In: The review of financial studies 27 (2014) 8, pp. 2267-2306

Persistent link: https://www.econbiz.de/10010463490

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

Competition among trading venues : information and trading on electronic communications networks

Barclay, Michael J.; Hendershott, Terrence; McCormick, … - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2637-2666

Persistent link: https://www.econbiz.de/10001845872

Does algorithmic trading improve liquidity?

Hendershott, Terrence; Jones, Charles M.; Menkveld, … - 2008

Algorithmic trading has sharply increased over the past decade. Equity market liquidity has improved as well. Are the two trends related? For a recent five-year panel of New York Stock Exchange (NYSE) stocks, we use a normalized measure of electronic message traffic (order submissions,...

Persistent link: https://www.econbiz.de/10003831248

Does algorithmic trading improve liquidity?

Hendershott, Terrence; Jones, Charles M.; Menkveld, … - In: The journal of finance : the journal of the American … 66 (2011) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10008991191

High-frequency trading and the execution costs of institutional investors

Brogaard, Jonathan; Hendershott, Terrence; Hunt, Stefan; … - In: The financial review : the official publication of the … 49 (2014) 2, pp. 345-369

Persistent link: https://www.econbiz.de/10010363577

High frequency trading and price discovery

Brogaard, Jonathan; Hendershott, Terrence; Riordan, Ryan - 2013

Persistent link: https://www.econbiz.de/10010210602