Similar Search Results

Automation versus intermediation : evidence from treasuries going off the run

Barclay, Michael J.; Hendershott, Terrence; Kotz, Kenneth - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2395-2414

Persistent link: https://www.econbiz.de/10003378713

Effects of market reform on the trading costs and depths of Nasdaq stocks

Barclay, Michael J.; Christie, William G.; Harris, … - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10001355195

Liquidity provision and stock return predictability

Hendershott, Terrence; Seasholes, Mark S. - In: Journal of banking & finance 45 (2014), pp. 140-151

Persistent link: https://www.econbiz.de/10010466615

Crossing networks and dealer markets : competition and performance

Hendershott, Terrence; Mendelson, Haim - In: The journal of finance : the journal of the American … 55 (2000) 5, pp. 2071-2115

Persistent link: https://www.econbiz.de/10001523897

Price Discovery Without Trading : Evidence from Limit Orders

Brogaard, Jonathan - 2020

We analyze the contribution to price discovery of market and limit orders by high frequency traders (HFTs) and non-HFTs. While market orders have a larger individual price impact, limit orders are far more numerous. This results in price discovery occurring predominantly through limit orders....

Persistent link: https://www.econbiz.de/10012856031

Do we need dealers in OTC markets?

Hendershott, Terrence; Livdan, Dmitry; Schürhoff, Norman - 2021

Persistent link: https://www.econbiz.de/10012612695

When failure is an option : fragile liquidity in over-the-counter markets

Hendershott, Terrence; Li, Dan; Livdan, Dmitry; … - In: Journal of financial economics 157 (2024), pp. 1-32

Persistent link: https://www.econbiz.de/10015072492

Do we need dealers in OTC markets?

Schürhoff, Norman; Livdan, Dmitry; Hendershott, Terrence - 2021

Persistent link: https://www.econbiz.de/10012601058