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Securities transaction tax and market quality : the case of France
Gomber, Peter; Haferkorn, Martin; Zimmermann, Kai - In: European financial management : the journal of the … 22 (2016) 2, pp. 313-337
Persistent link: https://www.econbiz.de/10011482124
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Tick size tolls : can a trading slowdown improve price discovery?
Lee, Charles M. C.; Watts, Edward M. - 2018
This study examines how an increase in tick size affects algorithmic trading (AT), fundamental information acquisition (FIA), and the price discovery process around earnings announcements (EAs). Leveraging the SECs randomized Tick Size Pilot experiment, we show a tick size increase results in a...
Persistent link: https://www.econbiz.de/10012001245
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Front-running scalping strategies and market manipulation : why does high-frequency trading need stricter regulation?
Manahov, Viktor - In: The financial review : the official publication of the … 51 (2016) 3, pp. 363-402
Persistent link: https://www.econbiz.de/10011550911
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When overconfident traders meet feedback traders
Boco, Hervé; Germain, Laurent; Rousseau, Fabrice - 2016
Persistent link: https://www.econbiz.de/10011553073
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Liquidity and impact in fair markets
Jaisson, Thibault - In: Market microstructure and liquidity 1 (2015) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10011588225
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International workshop on algorithmic and high-frequency trading : a brief summary
Bernales, Alejandro; Dugast, Jérome - In: Banque de France bulletin / Quarterly selection of articles 33 (2014), pp. 39-42
Persistent link: https://www.econbiz.de/10010416214
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Performance of moving average trading strategies over varying stock market conditions : the Finnish evidence
Pätäri, Eero; Vilska, Mika - In: Applied economics 46 (2014) 22/24, pp. 2851-2872
Persistent link: https://www.econbiz.de/10010417139
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Is the "buying winners and selling losers" trading strategy profitable in the New Economy?
Khanal, Aditya R.; Mishra, Ashok K. - In: Applied economics letters 21 (2014) 13/15, pp. 1090-1093
Persistent link: https://www.econbiz.de/10010418191
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Predictability in sovereign bond returns using technical trading rules : do developed and emerging markets differ?
Fong, Tom; Wu, Gabriel - 2019
Persistent link: https://www.econbiz.de/10012202832
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Return predictability and market efficiency : evidence from the Bulgarian Stock Market
Metghalchi, Massoud; Hajilee, Massomeh; Hayes, Linda A. - In: Eastern European economics : EEE 57 (2019) 3, pp. 251-268
Persistent link: https://www.econbiz.de/10012203115