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Order routing decisions for a fragmented market : a review
Mishra, Suchismita; Zhao, Le - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-32
choice in the context of the fragmented equity markets. We provide a brief background on the history of trading fragmentation … in the equity market and its determinants. We discuss the direct and indirect impacts of the market fragmentation on …
Persistent link: https://www.econbiz.de/10012796239
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Forced consolidation
Pomeranets, Anna; Weaver, Daniel G. - In: Review of quantitative finance and accounting 62 (2024) 2, pp. 579-601
Persistent link: https://www.econbiz.de/10014503122
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The economics of flash orders and trading
Harris, Lawrence E.; Namvar, Ethan - In: Journal of investment management : JOIM 14 (2016) 4, pp. 74-86
Persistent link: https://www.econbiz.de/10011691378
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Ultra-fast activity and intraday market quality
Cartea, Álvaro; Payne, Richard; Penalva, José; Tapia, … - In: Journal of banking & finance 99 (2019), pp. 157-181
Persistent link: https://www.econbiz.de/10012162376
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Investor recognition and liquidity : evidence from dual listing on the NYSE and NASDAQ
Hegde, Shantaram P.; Lin, Hao; Varshney, Sanjay B. - In: Applied economics letters 24 (2017) 4/6, pp. 229-232
Persistent link: https://www.econbiz.de/10011704418
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An international trend in market design : endogenous effects of limit order book transparency on volatility, spreads, depth and volume
Pham, Thu Phuong; Westerholm, Joakim - In: Journal of international financial markets, … 27 (2013), pp. 202-223
Persistent link: https://www.econbiz.de/10010411743
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An analysis of impact of cancellation activity on market quality : evidence from China
Chu, Gang; Zhang, Yongjie; Zhang, Xiaotao - In: Economic modelling 102 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012796584
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A state-space modeling of the information content of trading volume
Rzayev, Khaladdin; Ibikunle, Gbenga - In: Journal of financial markets 46 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012317879
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Voluntary pre-trade anonymity and market liquidity
Martínez Sedano, Miguel Angel; Tapia, Mikel - In: Spanish journal of finance & accounting : the official … 50 (2021) 2, pp. 143-161
Persistent link: https://www.econbiz.de/10012549225
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Option listing : market quality revisited
Lundstrum, Leonard L. - In: Review of quantitative finance and accounting 47 (2016) 3, pp. 565-578
Persistent link: https://www.econbiz.de/10011595669