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Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel

Freihube, Thorsten - 2004

Persistent link: https://www.econbiz.de/10002122262

Price discovery in floor and screen trading systems

Theissen, Erik - In: Journal of empirical finance 9 (2002) 4, pp. 455-474

Persistent link: https://www.econbiz.de/10001711976

Price discovery in floor and screen trading systems

Theissen, Erik - 2001

Persistent link: https://www.econbiz.de/10001645851

Price discovery in floor and screen trading systems

Theissen, Erik - 2001

equal when transaction prices are used for the estimation. Models based on quote midpoints indicate that the electronic …

Persistent link: https://www.econbiz.de/10011540052

Are Algorithmic Trades Informed? - An Empirical Analysis of Algorithmic Trading Around Earnings Announcements

Frino, Alex - 2015

This study examines the impact of corporate earnings announcements on trading activity and speed of price adjustment, analyzing algorithmic and non–algorithmic trades during the immediate period pre– and post– corporate earnings announcements. We confirm that algorithms react faster and...

Persistent link: https://www.econbiz.de/10013036599