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Brunt of technology in stock trading : empirical evaluation of movement in trading modes
Ravinagarajan, Janani; Sophia, Sharon - In: International journal of electronic finance : IJEF 12 (2023) 2, pp. 117-141
Persistent link: https://www.econbiz.de/10014309639
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Securities transaction tax-case study of India
Malik, Neha - 2014
attempts to quantify the impact of STT imposition and subsequent revisions on volatility and trading volume during Oct 2003 …-July 2013. Empirical results show a mixed response of volatility and volume to changes in STT. Even though STT has …
Persistent link: https://www.econbiz.de/10010354157
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Stock market regulation and news dissemination : evidence from an emerging market
Farag, Hisham; Cressy, Robert C. - In: The European journal of finance 18 (2012) 3/4, pp. 351-368
Persistent link: https://www.econbiz.de/10009667519
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The economics of flash orders and trading
Harris, Lawrence E.; Namvar, Ethan - In: Journal of investment management : JOIM 14 (2016) 4, pp. 74-86
Persistent link: https://www.econbiz.de/10011691378
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The behavior of high-frequency traders under different market stress scenarios
Megarbane, Nicolas; Saliba, Pamela; Lehalle, Charles-Albert - In: Market microstructure and liquidity 3 (2017) 3/4, pp. 1-54
Persistent link: https://www.econbiz.de/10011988891
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Did the introduction of securities margin trading decrease China's A-share market volatility?
Wu, Maoguo; Zhang, Hanyang; Tam, Kwok-Leung - In: International journal of financial research 8 (2017) 3, pp. 135-141
Persistent link: https://www.econbiz.de/10011779747
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Estimating probability of informed trading on the Bucharest stock exchange
Cepoi, Cosmin Octavian; Toma, Filip Mihai - In: Finance a úvěr 66 (2016) 2, pp. 140-160
Persistent link: https://www.econbiz.de/10011618713
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Call auctions with contingent orders
Hafalir, Isa; Imisiker, Serkan - In: Games 13 (2022) 5, pp. 1-8
higher liquidity during the call auctions is achieved, as well as lower volatility after the call auctions. Moreover, we show …
Persistent link: https://www.econbiz.de/10013368211
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Market quality and short-selling ban during the COVID-19 pandemic : a high-frequency data approach
Ferreruela, Sandra; Martín, Daniel - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-29
volatility, but liquidity was reduced; (2) liquidity deterioration affected more the sell than the buy side of the LOB; (3) high …-frequency activity (HFT) diminished during SSR, reinforcing volatility; (4) negative effects on liquidity and HFT diminished and … disappeared as the ban was lifted; (5) HFT unidirectionally Granger causes 1 min realized volatility while the natural logarithm …
Persistent link: https://www.econbiz.de/10013370457
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Effect of security lending and borrowing on market volatility, evidence from Indian stock market
Lakkol, Savitha G.; Srilakshminarayana, G.; Nalina, K. B. - In: International journal of business and globalisation : IJBG 38 (2024) 1, pp. 15-27
Persistent link: https://www.econbiz.de/10015064050