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Counterparty risk : implications for network linkages and asset prices

Grigoris, Fotis; Hu, Yunzhi; Segal, Gill - In: The review of financial studies 36 (2023) 2, pp. 814-858

Persistent link: https://www.econbiz.de/10013547886

Does automation improve stock market efficiency in Ghana?

Mensah, Justice Tei; Adom, Philip Kofi; Pomaa-Berko, Maame - In: African review of economics & finance : AREF : (a … 6 (2014) 1, pp. 69-101

Persistent link: https://www.econbiz.de/10010422929

Chasing the same signals : how black-box trading influences stock markets from Wall Street to Shanghai

Brown, Brian R. - 2010

Persistent link: https://www.econbiz.de/10003879404

Machine Invasion : Automation in Information Processing and the Cross Section of Stock Returns

Pungaliya, Raunaq S. - 2020

96% of total downloads as of 2016. We formally investigate the relationship of machine automation in information …

Persistent link: https://www.econbiz.de/10012851754

Automated Analysis of News to Compute Market Sentiment : Its Impact on Liquidity and Trading

Mitra, Gautam - 2015

Computer trading in financial markets is a rapidly developing field with a growing number of applications. Automated analysis of news and computation of market sentiment is a related applied research topic which impinges on the methods and models deployed in the former. In this chapter we have...

Persistent link: https://www.econbiz.de/10013022880

Automating the Price Discovery Process : Some International Comparisons and Regulatory Implications

Domowitz, Ian - 1992

process. Seven levels of automation of price discovery are identified, and 47 systems are classified according to these … criteria. Systems operating at various levels of automation are compared with respect to age, geographical location, and type … asymmetric information increases with the level of automation of price discovery. The potential for trading abuses related to …