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Opening prices on the ASX and the SES

McInish, Thomas H.; Frino, Alex; Lau Sie Ting - 1995

Persistent link: https://www.econbiz.de/10000602533

Liquidity supply in electronic markets

Aitken, Michael J.; Almeida, Niall; Harris, Frederick … - In: Journal of financial markets 10 (2007) 2, pp. 144-168

Persistent link: https://www.econbiz.de/10003510372

The liquidity of automated exchanges : new evidence from German Bund futures

Frino, Alex; McInish, Thomas H.; Toner, Martin - In: Journal of international financial markets, … 8 (1998) 3/4, pp. 225-241

Persistent link: https://www.econbiz.de/10001445739

The quote exception rule : giving high frequency traders an unintended advantage

McInish, Thomas H.; Upson, James - In: Financial management 42 (2013) 3, pp. 481-501

Persistent link: https://www.econbiz.de/10010211471

Does high-frequency trading increase systemic risk?

Jain, Pankaj K.; Jain, Pawan; McInish, Thomas H. - In: Journal of financial markets 31 (2016), pp. 1-24

Persistent link: https://www.econbiz.de/10011722257

The transition to electronic communications networks in the secondary treasury market

Mizrach, Bruce Marshall (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003739653

The transition to electronic trading in the secondary treasury market

Mizrach, Bruce Marshall (contributor); … - 2006

This article reviews the history of the recent shift to electronic trading in equity, foreign ex- change and fixed-income markets. We analyze a new data set: the eSpeed (Cantor Fitzgerald) electronic Treasury network. We contrast the market microstructure of eSpeed with the tradi- tional voice...

Persistent link: https://www.econbiz.de/10003286588

The transition to electronic communications networks in the secondary treasury market

Mizrach, Bruce Marshall; Neely, Christopher J. - In: Review / Federal Reserve Bank of St. Louis 88 (2006) 6, pp. 527-541

Persistent link: https://www.econbiz.de/10003392447

Intraday technical trading in the foreign exchange market

Neely, Christopher J.; Weller, Paul A. - 1999

Persistent link: https://www.econbiz.de/10001426895

Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book

Bibinger, Markus; Neely, Christopher J.; Winkelmann, Lars - In: Journal of econometrics 209 (2019) 2, pp. 158-184

Persistent link: https://www.econbiz.de/10012302583