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High-frequency trading and price discovery

Brogaard, Jonathan; Hendershott, Terrence; Riordan, Ryan - In: The review of financial studies 27 (2014) 8, pp. 2267-2306

Persistent link: https://www.econbiz.de/10010463490

High frequency trading and extreme price movements

Brogaard, Jonathan; Carrion, Allen; Moyaert, Thibaut; … - In: Journal of financial economics 128 (2018) 2, pp. 253-265

Persistent link: https://www.econbiz.de/10011971047

Political influence and the renegotiation of government contracts

Brogaard, Jonathan; Denes, Matthew; Duchin, Ran - In: The review of financial studies 34 (2021) 6, pp. 3095-3137

Persistent link: https://www.econbiz.de/10012546371

Dark pool trading and information acquisition

Brogaard, Jonathan; Pan, Jing - In: The review of financial studies 35 (2022) 5, pp. 2625-2666

Persistent link: https://www.econbiz.de/10013188971

Do economists swing for the fences after tenure?

Brogaard, Jonathan; Engelberg, Joseph; Van Wesep, Edward D. - In: The journal of economic perspectives : EP ; a journal … 32 (2018) 1, pp. 179-194

Persistent link: https://www.econbiz.de/10011862321

Global political uncertainty and asset prices

Brogaard, Jonathan; Dai, Lili; Ngo, Phong T. H.; Zhang, … - In: The review of financial studies 33 (2020) 4, pp. 1737-1780

Persistent link: https://www.econbiz.de/10012198460

What moves stock prices? : the roles of news, noise, and information

Brogaard, Jonathan; Thanh Huong Nguyen; Putnins, Talis J.; … - In: The review of financial studies 35 (2022) 9, pp. 4341-4386

Persistent link: https://www.econbiz.de/10013350149

The effect of automated trading on market quality : evidence from the New York stock exchange

Storkenmaier, Andreas; Riordan, Ryan - In: Enterprise applications and services in the finance …, (pp. 11-30). 2009

Persistent link: https://www.econbiz.de/10003867832

Interactive data : technology and cost of capital

Zhang, Shuo Sarah; Riordan, Ryan; Weinhardt, Christof - In: Accounting information systems for decision making, (pp. 233-247). 2013

Persistent link: https://www.econbiz.de/10009788017

Does algorithmic trading improve liquidity?

Hendershott, Terrence; Jones, Charles M.; Menkveld, … - 2008

Algorithmic trading has sharply increased over the past decade. Equity market liquidity has improved as well. Are the two trends related? For a recent five-year panel of New York Stock Exchange (NYSE) stocks, we use a normalized measure of electronic message traffic (order submissions,...

Persistent link: https://www.econbiz.de/10010303736