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Nonlinear dynamics : evidence for a small stock exchange
Scheicher, Martin - 1996
Persistent link: https://www.econbiz.de/10000607725
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Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel
Freihube, Thorsten - 2004
Persistent link: https://www.econbiz.de/10002122262
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Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman; Nolte, Ingmar; Pohlmeier, Winfried - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
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The impact of limit order executions on trading costs in NYSE stocks
Greene, Jason Thomas - In: Trading costs on US exchanges : an empirical examination, (pp. 23-69). 1996
Persistent link: https://www.econbiz.de/10001433304
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The impact of short sales constraints on stock index futures prices : evidence from FT-SE 100 futures
Pope, Peter F. - In: The journal of derivatives : the official publication … 1 (1994) 4, pp. 15-26
Persistent link: https://www.econbiz.de/10001219387
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Price limit performance : evidence from the Tokyo Stock Exchange
Kim, Kenneth A. - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 885-901
Persistent link: https://www.econbiz.de/10001222411
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Tests and properties of variance rations in microstructure studies
Ronen, Tavy - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 183-204
Persistent link: https://www.econbiz.de/10001224466
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Trading costs on US exchanges : an empirical examination
Greene, Jason Thomas - 1996
Persistent link: https://www.econbiz.de/10001421297
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Daily Herding and Commonality in Liquidity on a Pure Limit Order Book Market
Edgar, Matthew - 2011
Pervasive herding may cause homogenous trading patterns, both within and across stocks and thus may impact upon an important aspect of the market microstructure – liquidity. Potentially, herding could simultaneously affect the liquidity of both individual stocks and that of the market. For...
Persistent link: https://www.econbiz.de/10013121143
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Alternative equity markets and firm creation
Revest, Valérie; Sapio, Alessandro - In: Journal of evolutionary economics : JEE 29 (2019) 3, pp. 1083-1118
Persistent link: https://www.econbiz.de/10012054582