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Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 501-530

Persistent link: https://www.econbiz.de/10001604100

Determinants of daily fluctuations in liquidity and trading activity

Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Cuadernos de economía 40 (2003), pp. 728-751

Persistent link: https://www.econbiz.de/10001900612

The impact of trading mechanisms on the transmission of information across international stock markets during the market crash

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Shareholder heterogeneity : further evidence

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Fat-finger trade and market quality : the first evidence from China

Gao, Ming; Liu, Yu-jane; Wu, Weili - In: The journal of futures markets 36 (2016) 10, pp. 1014-1025

Persistent link: https://www.econbiz.de/10011568867

Fat-Finger Trade and Market Quality : The First Evidence from China

Gao, Ming - 2019

More trading is algorithmic or computer generated, and in markets where it is allowed, high frequency. However, what happens when there is an algorithmic trading error? This study attempts to answer that question by examining the August 16, 2013, fat‐finger trade in Chinese equity and equity...

Persistent link: https://www.econbiz.de/10012863767