Similar Search Results

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/10011310178

Are REITs more resilient than non-REITs? : evidence from natural experiments

Jain, Pawan; Upadhyay, Arun - In: Japan and the world economy : international journal of … 58 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012940111

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

Impact of electronic liquidity providers within a high-frequency agent-based modeling framework

Mandes, Alexandru - In: Computational economics 55 (2020) 2, pp. 407-450

Persistent link: https://www.econbiz.de/10012223640

High frequency trading and comovement in financial markets

Malceniece, Laura; Malcenieks, Kārlis; Putniņš, Tālis J. - In: Journal of financial economics 134 (2019) 2, pp. 381-399

Persistent link: https://www.econbiz.de/10012166913

High frequency trading and the 2008 short-sale ban

Brogaard, Jonathan; Hendershott, Terrence; Riordan, Ryan - In: Journal of financial economics 124 (2017) 1, pp. 22-42

Persistent link: https://www.econbiz.de/10011751407

Raising issues about impact of high frequency trading on market liquidity

Naumenko, Vladimir - In: Financial econometrics and empirical market microstructure, (pp. 215-223). 2015

Persistent link: https://www.econbiz.de/10011326633

High frequency traders and the price process

Aït-Sahalia, Yacine; Brunetti, Celso - In: Journal of econometrics 217 (2020) 1, pp. 20-45

Persistent link: https://www.econbiz.de/10012482736

High-frequency trading in the U.S. treasury market around macroeconomic news announcements

Jiang, George J.; Lo, Ingrid; Valente, Giorgio - 2018

Persistent link: https://www.econbiz.de/10012202019

Algorithmic trading, liquidity, and price discovery : an intraday analysis of the SPI 200 futures

Viljoen, Tina; Westerholm, P. Joakim; Zheng, Hui - In: The financial review : the official publication of the … 49 (2014) 2, pp. 245-270

Persistent link: https://www.econbiz.de/10010363593

1
2
3
4
5
6
7
8
9
10
Next
Last