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High speed equities trading : 1993 - 2012

Stoll, Hans R. - In: Asia-Pacific journal of financial studies 43 (2014) 6, pp. 767-797

Persistent link: https://www.econbiz.de/10010476872

Execution quality on the NYSE : the effect of time delay

Stoll, Hans R. - In: Börsen, Banken und Kapitalmärkte : Festschrift für …, (pp. 21-44). 2006

Persistent link: https://www.econbiz.de/10003561249

Trades outside the quotes: Reporting delay, trading option, or trade size?

Stoll, Hans R.; Schenzler, Christoph - In: Journal of financial economics 79 (2006) 3, pp. 615-653

Persistent link: https://www.econbiz.de/10003289300

Microstructure ; Vol. 1

Stoll, Hans R. (contributor) - 1999

Persistent link: https://www.econbiz.de/10001355505

Microstructure ; Vol. 2

Stoll, Hans R. (contributor) - 1999

Persistent link: https://www.econbiz.de/10001355507

Are trading imbalances indicative of private information?

Kim, Sukwon Thomas; Stoll, Hans R. - In: Journal of financial markets 20 (2014), pp. 151-174

Persistent link: https://www.econbiz.de/10010442382

Chapter 9. Market Microstructure

Stoll, Hans R. - 2003

Market microstructure deals with the purest form of financial intermediation – the trading of a financial asset, such as a stock or a bond. In a trading market, assets are not transformed but are simply transferred from one investor to another. The field of market microstructure studies the...

Persistent link: https://www.econbiz.de/10014023867