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Bulgarian stock market relative predictability : BSE-Sofia stocks and South East European markets

Dyakova, Aneta; Smith, Graham - In: Applied financial economics 23 (2013) 13/15, pp. 1257-1271

Persistent link: https://www.econbiz.de/10010204739

Market performance of Bombay Stock Exchange Limited

Venkataramanaiah, M.; Reddy, Bhagavan - In: GITAM journal of management : a quarterly publication … 13 (2015) 2, pp. 176-187

Persistent link: https://www.econbiz.de/10011398358

Investor recognition and liquidity : evidence from dual listing on the NYSE and NASDAQ

Hegde, Shantaram P.; Lin, Hao; Varshney, Sanjay B. - In: Applied economics letters 24 (2017) 4/6, pp. 229-232

Persistent link: https://www.econbiz.de/10011704418

Low-latency trading

Hasbrouck, Joel; Saar, Gideon - In: Journal of financial markets 16 (2013) 4, pp. 646-679

Persistent link: https://www.econbiz.de/10010242215

Financial transaction taxes : announcement effects, short-run effects, and long-run effects

Eichfelder, Sebastian; Lau, Mona - 2016 - Version: October 2016

liquidity and volatility. We extend the empirical research by the identification of FTT announcement and short-run treatment …

Persistent link: https://www.econbiz.de/10011550386

Price impact of aggressive liquidity provision

Gençay, Ramazan; Mahmoodzadeh, Soheil; Rojček, Jakub; … - 2016

This paper analyzes brief episodes of high-intensity quotes turnover and revision-"bursts" in quotes-in the U.S. equity market. Such events occur very frequently, several hundred times a day for actively traded stocks. We find significant price impact associated with these market makers...

Persistent link: https://www.econbiz.de/10011516027

Price discovery and the effects of fragmentation on market quality : evidence from Cypriot cross-listed stocks

Papavassiliou, Vassilios G. - In: Applied economics 47 (2015) 31/33, pp. 3382-3394

Persistent link: https://www.econbiz.de/10011293540

Stock market signals and consequences of securities class actions lawsuits : a microstructure perspective

Figueiredo, Antonio; Hamid, Shahid S.; Holowczak, Richard - In: Review of quantitative finance and accounting 57 (2021) 2, pp. 629-655

Persistent link: https://www.econbiz.de/10012549969

A game of hide-and-seek between proprietary and buy-side algorithmic traders : causal links with market quality

Arumugam, Devika; Prasanna, P. Krishna - In: Applied economics 53 (2021) 41, pp. 4788-4798

Persistent link: https://www.econbiz.de/10012609877

Short sales restrictions and market quality : evidence from Korea

Eom, Yunsung; Hahn, Jaehoon; Sohn, Wook - In: Journal of behavioral and experimental finance 30 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012814893

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