Similar Search Results

Commonality in returns, order flows, and liquidity in the Greek stock market

Dunne, Peter G.; Moore, Michael J.; Papavassiliou, … - In: The European journal of finance 17 (2011) 7/8, pp. 577-587

Persistent link: https://www.econbiz.de/10009509845

Liquidity measures and cost of trading in an illiquid market

Armitage, Seth; Brzeszczyński, Janusz; Serdyuk, Anna - In: Journal of emerging market finance 13 (2014) 2, pp. 155-196

Persistent link: https://www.econbiz.de/10011378280

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

Estimating probability of informed trading on the Bucharest stock exchange

Cepoi, Cosmin Octavian; Toma, Filip Mihai - In: Finance a úvěr 66 (2016) 2, pp. 140-160

Persistent link: https://www.econbiz.de/10011618713

Drivers and effects of stock market fragmentation - insights on SME stocks

Lausen, Jens; Clapham, Benjamin; Gomber, Peter; Bender, … - 2022

We analyze how market fragmentation affects market quality of SME and other less actively traded stocks. Compared to large stocks, they are less likely to be traded on multiple venues and show, if at all, low levels of fragmentation. Concerning the impact of fragmentation on market quality, we...

Persistent link: https://www.econbiz.de/10013464048