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Liquidity measures and cost of trading in an illiquid market
Armitage, Seth; Brzeszczyński, Janusz; Serdyuk, Anna - In: Journal of emerging market finance 13 (2014) 2, pp. 155-196
Persistent link: https://www.econbiz.de/10011378280
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Performance of American and Russian joint stock companies on financial market : a microstructure perspective
Osińska, Magdalena; Dobrzyński, Andrzej; Shachmurove, … - In: Equilibrium : quarterly journal of economics and … 11 (2016) 4, pp. 819-851
Persistent link: https://www.econbiz.de/10011608760
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Queue imbalance as a one-tick-ahead price predictor in a limit order book
Gould, Martin; Bonart, Julius - In: Market microstructure and liquidity 2 (2016) 2, pp. 1-35
Persistent link: https://www.econbiz.de/10011588243
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Stock market manipulation on the Hong Kong stock exchange
Gerace, Dionigi; Chew, Charles; Whittaker, Christopher; … - In: Australasian accounting business and finance journal : AABF 8 (2014) 4, pp. 105-140
Persistent link: https://www.econbiz.de/10010520437
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Market microstructure and securities values : empirical evidence from the Tunisian Stock Market
Elkhaldi, Abderrazak; Ben Mariem, Nada - In: International journal of entrepreneurship and small … 39 (2020) 1/2, pp. 295-310
Persistent link: https://www.econbiz.de/10012176790
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Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul
Tiniç, Murat; Altay-Salih, Aslihan - In: Applied economics 52 (2020) 13, pp. 1446-1459
Persistent link: https://www.econbiz.de/10012197543
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Commonality in liquidity in the context of different trading systems : evidence from an emerging market
Tayeh, Mohammad - In: International journal of economics and financial issues … 6 (2016) 4, pp. 1344-1353
Persistent link: https://www.econbiz.de/10011774856
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Is competition beneficial? : the case of exchange traded funds
Kharma, Céline; Delalay, Sylvain - In: Essays on exchange traded funds, market quality and …, (pp. 1-35). 2018
The first paper is co-authored with Sylvain Delalay. We examine the impact of competition between ETFs on measures of market quality of the funds. The surge in new ETF creation has for consequence that groups of competing ETFs are increasingly crowded, and investors can choose from a multitude...
Persistent link: https://www.econbiz.de/10011962532
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Toward a fully continuous exchange
Kyle, Albert S.; Lee, Jeongmin - In: Oxford review of economic policy 33 (2017) 4, pp. 650-675
Persistent link: https://www.econbiz.de/10011952562
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Market fragmentation of securities market : traditional exchanges versus alternate trading venues
Kohli, Rasmeet - In: Macroeconomics and finance in emerging market economies 7 (2014) 2, pp. 303-314
Persistent link: https://www.econbiz.de/10010436252