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Effects of lit and dark market fragmentation on liquidity

Gresse, Carole - In: Journal of financial markets 35 (2017), pp. 1-20

Persistent link: https://www.econbiz.de/10011820138

High-frequency trading : review of the literature and regulatory initiatives around the world

Chung, Kee H.; Lee, Albert J. - In: Asia-Pacific journal of financial studies 45 (2016) 1, pp. 7-33

Persistent link: https://www.econbiz.de/10011483634

Dividend clienteles : a global investigation

Jain, Pawan; Chu, Quentin C. - In: Review of quantitative finance and accounting 42 (2014) 3, pp. 509-534

Persistent link: https://www.econbiz.de/10010391618

Information diffusion, trading speed and their potential impact on price efficiency : literature review

Martins, Carlos Jorge Lenczewski - In: Borsa Istanbul Review 22 (2022) 1, pp. 122-132

The continuous debate and research related to High Frequency Trading emphasises the importance of performing analysis on topics associated with the interaction of traders with different trading speeds, and the effects of this interaction on price efficiency and market quality. The aim of this...

Persistent link: https://www.econbiz.de/10012818083

Has stock exchange demutualization improved market quality? : international evidence

Abukari, Kobana; Otchere, Isaac - In: Review of quantitative finance and accounting 55 (2020) 3, pp. 901-934

Persistent link: https://www.econbiz.de/10012304012

Dollar dominance in FX trading

Somogyi, Fabricius - 2022 - This version: 1 February 2022

Over 85% of all foreign exchange (FX) transactions involve the US dollar. I show that the US dollar dominates FX trading volume because of strategic avoidance of price impact. To demonstrate this, I leverage the fact that non-dollar currency pairs can be traded indirectly by using the US dollar...

Persistent link: https://www.econbiz.de/10012815985