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The role of pre-existing liquidity in determining pricing efficiency and liquidity gains following the introduction of SETSmm
Chelley-Steeley, Patricia L. - In: European financial management : the journal of the … 21 (2015) 2, pp. 360-376
Persistent link: https://www.econbiz.de/10010516667
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Circuit breakers, trading collars, and volatility transmission across markets : evidence from NYSE Rule 80A
Goldstein, Michael A. - In: The financial review : the official publication of the … 50 (2015) 3, pp. 459-479
Persistent link: https://www.econbiz.de/10011338148
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An empirical analysis of the Shanghai and Shenzhen limit order books
Chung, Huimin; Gao, Cheng; Lu, Jie; Mizrach, Bruce Marshall - In: Economic modelling 34 (2013), pp. 37-41
Persistent link: https://www.econbiz.de/10010360623
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Heavy-tailed features and dependence in limit order book volume profiles in futures markets
Richards, Kylie-Anne; Peters, Gareth W.; Dunsmuir, … - In: International journal of financial engineering 2 (2015) 3, pp. 1-56
Persistent link: https://www.econbiz.de/10011403201
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The implications of a price anchoring effect at the upstairs market of the London Stock Exchange
Verousis, Thanos; Ap Gwilym, Owain - In: International review of financial analysis 32 (2014), pp. 37-46
Persistent link: https://www.econbiz.de/10010461347
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Optimal auction duration : a price formation viewpoint
Paul, Jusselin; Thibaut, Mastrolia; Mathieu, Rosenbaum - In: Operations research 69 (2021) 6, pp. 1734-1745
Persistent link: https://www.econbiz.de/10012815718
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Investor sentiment, order submission, and investment performance on the Taiwan stock exchange
Hung, Pi-Hsia - In: Pacific-Basin finance journal 39 (2016), pp. 124-140
Persistent link: https://www.econbiz.de/10011669228
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The logarithmic ACD model : the microstructure of the German and Polish stock markets
Gurgul, Henryk; Syrek, Robert - In: Managerial economics 17 (2016) 1, pp. 77-92
The main goal of this paper is to compare the microstructure of selected stocks listed on the Frankfurt and Warsaw …
Persistent link: https://www.econbiz.de/10011736403
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Large trades on the Tunisian Stock Exchange : downstairs versus upstairs stock markets
Limem, Monia Antar; Jilani, Faouzi - In: The journal of asset management 14 (2013) 6, pp. 410-422
Persistent link: https://www.econbiz.de/10010258474
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Competition between equity markets : a review of the consolidation versus fragmentation debate
Gomber, Peter; Sagade, Satchit; Theissen, Erik; Weber, … - 2016
of all investors. Fragmentation of the marketplace can be seen as a direct outcome of this heterogeneity. In this article … fragmentation, the resulting implications for liquidity and price efficiency, and the role for public policy. Beyond the concerns …
Persistent link: https://www.econbiz.de/10012061046