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Algorithmic Trading and Market Quality : International Evidence

Boehmer, Ekkehart - 2020

We study the effect of algorithmic trading (AT) on market quality between 2001 and 2011 in 42 equity markets around the world. We use exchange co-location service that increases AT as an exogenous instrument to draw causal inferences of AT on market quality. On average, AT improves liquidity and...

Persistent link: https://www.econbiz.de/10012857311

Dimensions of execution quality: recent evidence for US equity markets

Boehmer, Ekkehart - In: Journal of financial economics 78 (2005) 3, pp. 553-582

Persistent link: https://www.econbiz.de/10003228837

Which shorts are informed?

Boehmer, Ekkehart; Jones, Charles M.; Zhang, Xiaoyan - In: The journal of finance : the journal of the American … 63 (2008) 2, pp. 491-527

Persistent link: https://www.econbiz.de/10003822338

Estimating the probability of informed trading : does trade misclassification matter?

Boehmer, Ekkehart; Grammig, Joachim; Theissen, Erik - In: Journal of financial markets 10 (2007) 1, pp. 26-47

Persistent link: https://www.econbiz.de/10003412611

Public disclosure and private decisions : equity market execution quality and order routing

Boehmer, Ekkehart; Jennings, Robert H.; Li, Wei - In: The review of financial studies 20 (2007) 2, pp. 316-358

Persistent link: https://www.econbiz.de/10003554425

Lifting the veil : an analysis of pre-trade transparency at the NYSE

Boehmer, Ekkehart; Saar, Gideon; Yu, Lei - In: The journal of finance : the journal of the American … 60 (2005) 2, pp. 783-816

Persistent link: https://www.econbiz.de/10002730425

Trading your neighbor's ETFs : competition or fragmentation?

Boehmer, Beatrice (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001697694

Trading your neighbor's ETFs : competition or fragmentation?

Boehmer, Beatrice; Boehmer, Ekkehart - In: Journal of banking & finance 27 (2003) 9, pp. 1667-1703

Persistent link: https://www.econbiz.de/10001783368

Discussion of "Trading your neighbor's ETFs: competition or fragmentation?" by Boehmer and Boehmer

Peterson, Mark A. - In: Journal of banking & finance 27 (2003) 9, pp. 1705-1709

Persistent link: https://www.econbiz.de/10001783370

Lifting the veil : an analysis of pre-trade transparency at the NYSE

Boehmer, Ekkehart (contributor); Saar, Gideon (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001758885

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