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Market fragmentation of securities market : traditional exchanges versus alternate trading venues

Kohli, Rasmeet - In: Macroeconomics and finance in emerging market economies 7 (2014) 2, pp. 303-314

Persistent link: https://www.econbiz.de/10010436252

Liquidity in high resolution in limit order markets

Pani, Sudhanshu - In: International Journal of Financial Markets and … 8 (2021) 1, pp. 23-49

Persistent link: https://www.econbiz.de/10012510329

Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance

Kyle, Albert S.; Obižaeva, Anna - 2020

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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

Drivers and effects of stock market fragmentation - insights on SME stocks

Lausen, Jens; Clapham, Benjamin; Gomber, Peter; Bender, … - 2022

We analyze how market fragmentation affects market quality of SME and other less actively traded stocks. Compared to large stocks, they are less likely to be traded on multiple venues and show, if at all, low levels of fragmentation. Concerning the impact of fragmentation on market quality, we...

Persistent link: https://www.econbiz.de/10013464048