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Program trading and price movements
Furbush, Dean - 1990
Persistent link: https://www.econbiz.de/10000838739
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Program trading and price movements around the October 1987 market break
Furbush, Dean - 1989
Persistent link: https://www.econbiz.de/10000813408
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One day in June, 1993 : a study of the working of Reuters 2000-2 electronic foreign exchange trading system
Goodhart, Charles A. E.; Itō, Takatoshi; Payne, Richard - 1995
Persistent link: https://www.econbiz.de/10000935050
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Does program trading cause shock prices to overreact?
Moser, James T. - In: Economic perspectives 18 (1994) 4, pp. 19-24
Persistent link: https://www.econbiz.de/10001169349
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Why did NASDAQ market makers stop avoiding odd-eighth quotes?
Christie, William G. - In: The journal of finance : the journal of the American … 49 (1994) 5, pp. 1841-1860
Persistent link: https://www.econbiz.de/10001174952
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Why do NASDAQ market makers avoid odd-eighth quotes?
Christie, William G. - In: The journal of finance : the journal of the American … 49 (1994) 5, pp. 1813-1840
Persistent link: https://www.econbiz.de/10001174955
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Symposium on market microstructure : focus on Nasdaq
Schwert, George William (contributor) - In: Journal of financial economics 45 (1997) 1
Persistent link: https://www.econbiz.de/10001224765
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Order characteristics and stock price evolution : an application to program trading
Hasbrouck, Joel - In: Journal of financial economics 41 (1996) 1, pp. 129-149
Persistent link: https://www.econbiz.de/10001196552
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Why Nasdaq market makers avoid odd-eighth quotes
Godek, Paul E. - In: Journal of financial economics 41 (1996) 3, pp. 465-474
Persistent link: https://www.econbiz.de/10001200399