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Transaction costs in an illiquid order-driven market

Marshall, Ben R.; Nguyen, Nhut; Visaltanachoti, Nuttawat - In: Accounting and finance : journal of the Accounting … 56 (2016) 4, pp. 917-933

Persistent link: https://www.econbiz.de/10011660347

Technology upgrades in emerging equity markets : effects on liquidity and trading activity

Yılmaz, Mustafa Kemal; Erdem, Orhan; Eraslan, Veysel; … - In: Finance research letters 14 (2015), pp. 87-92

Persistent link: https://www.econbiz.de/10011552642

Discerning information from trade data

Easley, David; López de Prado, Marcos M.; O'Hara, Maureen - In: Journal of financial economics 120 (2016) 2, pp. 269-285

Persistent link: https://www.econbiz.de/10011590080

Who supplies liquidity, how and when?

Biais, Bruno; Declerck, Fany; Moinas, Sophie - 2016

Persistent link: https://www.econbiz.de/10011533627

Toxic arbitrage

Foucault, Thierry; Kozhan, Roman; Tham, Wing Wah - 2015

Short lived arbitrage opportunities arise when prices adjust with a lag to new information. They are toxic because they expose dealers to the risk of trading at stale quotes. Hence, theory implies that more frequent toxic arbitrage opportunities and a faster arbitrageurs' response to these...

Persistent link: https://www.econbiz.de/10010499534

New empirical evidence on the bid-ask spread

Narayan, Paresh Kumar; Mishra, Sagarika; Narayan, Seema - In: Applied economics 47 (2015) 40/42, pp. 4484-4500

Persistent link: https://www.econbiz.de/10011295331

Corporate bond trading on a limit order book exchange

Abudy, Menachem; Wohl, Avi - In: Review of finance : journal of the European Finance … 22 (2018) 4, pp. 1413-1440

Persistent link: https://www.econbiz.de/10012005744

Liquidity skewness in the London Stock Exchange

Hsieh, Tsung-Han; Li, Youwei; McKillop, Donal G.; Wu, … - In: International review of financial analysis 56 (2018), pp. 12-18

Persistent link: https://www.econbiz.de/10012006199

Stock market liquidity and trading activity : is China different?

Ma, Rui; Anderson, Hamish D.; Marshall, Ben R. - In: International review of financial analysis 56 (2018), pp. 32-51

Persistent link: https://www.econbiz.de/10012006210

New bid-ask spread estimators from daily high and low prices

Li, Zhiyong; Lambe, Brendan; Adegbite, Emmanuel - In: International review of financial analysis 60 (2018), pp. 69-86

Persistent link: https://www.econbiz.de/10012007516

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