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Investor recognition and liquidity : evidence from dual listing on the NYSE and NASDAQ

Hegde, Shantaram P.; Lin, Hao; Varshney, Sanjay B. - In: Applied economics letters 24 (2017) 4/6, pp. 229-232

Persistent link: https://www.econbiz.de/10011704418

Local market makers, liquidity and market quality

Kedia, Simi; Zhou, Xing - In: Journal of financial markets 14 (2011) 4, pp. 540-567

Persistent link: https://www.econbiz.de/10009260961

The determinants of alternative trading venue market share : global evidence from the introduction of Chi-X

Peng, William He; Jarnecic, Elvis; Liu, Yubo - In: Journal of financial markets 22 (2015), pp. 27-49

Persistent link: https://www.econbiz.de/10011332872

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

The impact of market maker copetition on market quality : evidence from an options exchange

Aspris, Angelo; Frino, Alex; Lepone, Andrew - In: Australasian accounting business and finance journal : AABF 6 (2012) 5, pp. 23-46

Persistent link: https://www.econbiz.de/10010244999

Price impact of aggressive liquidity provision

Gençay, Ramazan; Mahmoodzadeh, Soheil; Rojček, Jakub; … - 2016

This paper analyzes brief episodes of high-intensity quotes turnover and revision-"bursts" in quotes-in the U.S. equity market. Such events occur very frequently, several hundred times a day for actively traded stocks. We find significant price impact associated with these market makers...

Persistent link: https://www.econbiz.de/10011516027