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Financial Transaction Taxes, Market Composition, and Liquidity
Colliard, Jean-Edouard - 2017
. Instead, our results are in line with the hypothesis that a lower trading volume reduces liquidity, and thereby market quality …
Persistent link: https://www.econbiz.de/10012961532
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Financial Transaction Taxes, Market Composition, and Liquidity
Colliard, Jean-Edouard - 2016
. Instead, our results are in line with the hypothesis that a lower trading volume reduces liquidity, and thereby market quality …
Persistent link: https://www.econbiz.de/10013007688
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Financial transaction taxes, market composition, and liquidity
Colliard, Jean-Edouard; Hoffmann, Peter - In: The journal of finance : the journal of the American … 72 (2017) 6, pp. 2685-2716
Persistent link: https://www.econbiz.de/10012160149
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Financial transaction taxes, market composition, and liquidity
Colliard, Jean-Edouard; Hoffmann, Peter - 2017
. Instead, our results are in line with the hypothesis that a lower trading volume reduces liquidity, and thereby market quality …
Persistent link: https://www.econbiz.de/10011637023
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Non-Value-Added Tax to improve market fairness and quality
Veryzhenko, Iryna; Jonath, Arthur; Harb, Etienne - In: Financial innovation : FIN 8 (2022), pp. 1-30
The promotion of both market fairness and efficiency has long been a goal of securities market regulators worldwide. Accelerated digital disruption and abusive trading behaviors, such as the GameStop mania, prompt regulatory changes. It is unclear how this "democratization" of trading power...
Persistent link: https://www.econbiz.de/10013169713
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Impact of inventory-based electronic liquidity providers within a high-frequency event- and agent-based modeling framework
Mandes, Alexandru - 2015
This contribution addresses the impact of high-frequency electronic liquidity provision strategies on financial markets …
Persistent link: https://www.econbiz.de/10010531038
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On frequent batch auctions for stocks
Jagannathan, Ravi - In: Journal of financial econometrics 20 (2022) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10012878116
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Catching falling knives : speculating on liquidity shocks
Colliard, Jean-Edouard - In: Management science : journal of the Institute for … 63 (2017) 8, pp. 2573-2591
Persistent link: https://www.econbiz.de/10011741403
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When do central counterparties enhance market stability?
Marshall, David Aaron; Ruffini, Ivana; Anene, Dominic - In: The journal of financial market infrastructures 6 (2017/2018) 2/3, pp. 131-162
Persistent link: https://www.econbiz.de/10011912396
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High frequency trading and mini flash crashes
Golub, Anton; Keane, John; Poon, Ser-Huang - 2012
Top of the Book. We find strong evidence that Mini Flash Crashes have an adverse impact on market liquidity and are … associated with Fleeting Liquidity. …
Persistent link: https://www.econbiz.de/10010420137