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RePEc
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1
Algorithmic trading efficiency and its impact on market-quality
Dubey, Ritesh Kumar
;
Babu, A. Sarath
;
Jha, Rajneesh Ranjan
- In:
Asia Pacific financial markets
29
(
2022
)
3
,
pp. 381-409
Persistent link: https://www.econbiz.de/10013397503
Saved in:
2
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
Saved in:
3
Does trade clustering reduce trading costs? : evidence from periodicity in algorithmic trading
Muravyev, Dmitriy
;
Picard, Joerg
- In:
Financial management : FM
51
(
2022
)
4
,
pp. 1201-1229
Persistent link: https://www.econbiz.de/10013468513
Saved in:
4
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
Saved in:
5
The behavior of high-frequency traders under different market stress scenarios
Megarbane, Nicolas
;
Saliba, Pamela
;
Lehalle, Charles-Albert
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-54
Persistent link: https://www.econbiz.de/10011988891
Saved in:
6
Trading and ordering patterns of market participants in high frequency trading environment : empirical study in the Japanese stock market
Saito, Taiga
;
Adachi, Takanori
;
Nakatsuma, Teruo
; …
- In:
Asia-Pacific financial markets
25
(
2018
)
3
,
pp. 179-220
Persistent link: https://www.econbiz.de/10012033008
Saved in:
7
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
Saved in:
8
Brunt of technology in stock trading : empirical evaluation of movement in trading modes
Ravinagarajan, Janani
;
Sophia, Sharon
- In:
International journal of electronic finance : IJEF
12
(
2023
)
2
,
pp. 117-141
Persistent link: https://www.econbiz.de/10014309639
Saved in:
9
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
10
Wettbewerb, Liquidität und die Rolle von Intermediation im
Wertpapierhandel
Freihube, Thorsten
-
2004
Persistent link: https://www.econbiz.de/10002122262
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