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Order aggressiveness, price impact, and investment performance in a pure order-driven stock market

Hung, Pi-Hsia; Chen, An-sing; Wu, Yun-Lin - In: Asia-Pacific journal of financial studies 44 (2015) 4, pp. 635-660

Persistent link: https://www.econbiz.de/10011470988

Initiation of trades on the Chinese stock market

Zheng, Xinwei - In: Review of Pacific Basin financial markets and policies 18 (2015) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10011300932

Ultra-fast activity and intraday market quality

Cartea, Álvaro; Payne, Richard; Penalva, José; Tapia, … - In: Journal of banking & finance 99 (2019), pp. 157-181

Persistent link: https://www.econbiz.de/10012162376

High-frequency trading around large institutional orders

Kervel, Vincent van; Menkveld, Albert J. - 2017

Liquidity suppliers lean against the wind. We analyze whether high-frequency traders (HFTs) lean against large institutional orders that execute through a series of child orders. The alternative is HFTs trading "with the wind," that is, in the same direction. We find that HFTs initially lean...

Persistent link: https://www.econbiz.de/10011725287

Trading volume levels and stock returns : empirical behavioral analysis

Moatemri, Ouarda; El-Bori, Abdelfeteh - In: International journal of economics and financial issues … 7 (2017) 3, pp. 632-638

Persistent link: https://www.econbiz.de/10011822931

Multiple markets, algorithmic trading, and market liquidity

Upson, James; Van Ness, Robert A. - In: Journal of financial markets 32 (2017), pp. 49-68

Persistent link: https://www.econbiz.de/10011814965

Trading activities around ex-dividend days : evidence from the Taiwan stock market

Cheng, Ming-Chang; Lee, Ching-Hwa - In: Review of Pacific Basin financial markets and policies 19 (2016) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10011490555

Stock market trading activity and returns around milestones

Aragon, George O.; Dieckmann, Stephan - In: Journal of empirical finance 18 (2011) 4, pp. 570-584

Persistent link: https://www.econbiz.de/10009306543

Short-sales constraints and market quality : evidence from the 2008 short-sales bans

Frino, Alex; Lecce, Steven; Lepone, Andrew - In: International review of financial analysis 20 (2011) 4, pp. 225-236

Persistent link: https://www.econbiz.de/10009295682

Does the weather have impacts on returns and trading acitivities in order-driven stock markets? : evidence from China

Lu, Jing; Chou, Robin K. - In: Journal of empirical finance 19 (2012) 1, pp. 79-93

Persistent link: https://www.econbiz.de/10009615815

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