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Topics in empirical market microstructure : measuring the informational content of order flow
Wünsche, Oliver - 2010
Persistent link: https://www.econbiz.de/10008669012
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Empirical limitations on high-frequency trading profitability
Kearns, Michael; Kulesza, Alex; Nevmyvaka, Yuriy - In: The journal of trading 5 (2010) 4, pp. 50-62
Persistent link: https://www.econbiz.de/10008689018
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Theoretical and practical aspects of algorithmic trading
Fränkle, Jan - 2010
Persistent link: https://www.econbiz.de/10008842360
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Auction prices and asset allocations of the electronic equity trading system Xetra
Xihao, Li; Wenzelburger, Jan - 2005
Persistent link: https://www.econbiz.de/10003387231
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The impact of SEMATS on liquidity and volatility on Stock Exchange of Mauritius
Bholah, Wasillah; Fowdar, Sooraj; Sannassee, Raja Vinesh; … - In: Finance India : the quarterly journal of Indian … 21 (2007) 2, pp. 453-475
Persistent link: https://www.econbiz.de/10003545789
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The economics of algorithmic trading
Riordan, Ryan - 2009
Persistent link: https://www.econbiz.de/10003927019
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Complex interactions in financial markets
Finger, Karl - 2014
Persistent link: https://www.econbiz.de/10011305495
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High-Frequency trading and market performance
Baldauf, Markus; Mollner, Joshua - 2015
Persistent link: https://www.econbiz.de/10011338245
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Have financial markets become more informative?
Bai, Jennie; Philippon, Thomas; Savov, Alexi - 2012
The finance industry has grown. Financial markets have become more liquid. Information technology has improved. But have prices become more informative? Using stock and bond prices to forecast earnings, we find that the information content of market prices has not increased since 1960. The...
Persistent link: https://www.econbiz.de/10009657611
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Does broker anonymity hide informed traders?
Lepone, Andrew; Segara, Reuben; Wong, Brad - In: Transparency and governance in a global world, (pp. 287-317). 2012
Persistent link: https://www.econbiz.de/10009708452