Narrow search
Showing 1 - 10 of 17,505
Cover Image
Empirical market microstructure : event flow, endogenous order display and depth imbalance based trading
Belter, Klaus - 2007
Persistent link: https://www.econbiz.de/10003666030
Cover Image
Beyond the random walk : a guide to stock market anomalies and low risk investing
Singal, Vijay - 2006 - 1. issued as an Oxford pbk.
Persistent link: https://www.econbiz.de/10003982793
Cover Image
High frequency market microstructure
O'Hara, Maureen - In: Journal of financial economics 116 (2015) 2, pp. 267-270
Persistent link: https://www.econbiz.de/10011348519
Cover Image
Limit order books and trade informativeness
Beltran Lopez, Helena; Gramming, Joachim; Menkveld, … - In: The European journal of finance 18 (2012) 9/10, pp. 737-759
Persistent link: https://www.econbiz.de/10009691782
Cover Image
Price jump prediction in a limit order book
Zheng, Ban; Moulines, Eric; Abergel, Frédéric - In: Journal of mathematical finance 3 (2013) 2, pp. 242-255
Persistent link: https://www.econbiz.de/10010239589
Cover Image
The pre-open call auction trading mechanism and its efficiency : a study on BSE sensex stocks
Mallikarjunappa, T.; Harush, S. N. - In: The IUP journal of applied finance : IJAF 22 (2016) 1, pp. 50-61
Persistent link: https://www.econbiz.de/10011536909
Cover Image
High frequency trading and the new-market makers
Menkveld, Albert J. - 2011 - This version: August 15, 2011
This paper links the recent fragmentation in equity trading to high frequency traders (HFTs). It shows how the success of a new market, Chi-X, critically depended on the participation of a large HFT who acts as a modern market-maker. The HFT, in turn, benefits from low fees in the entrant...
Persistent link: https://www.econbiz.de/10011386460
Cover Image
Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel
Freihube, Thorsten - 2004
Persistent link: https://www.econbiz.de/10002122262
Cover Image
Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman; Nolte, Ingmar; Pohlmeier, Winfried - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
Cover Image
Price limit performance : evidence from the Tokyo Stock Exchange
Kim, Kenneth A. - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 885-901
Persistent link: https://www.econbiz.de/10001222411