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1
Estimation of market
resiliency
from high-frequency micex shares trading data
Andreev, Nikolay
- In:
Market risk and financial markets modeling
,
(pp. 15-24)
.
2012
Persistent link: https://www.econbiz.de/10009514460
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2
Liquidity
Christa Bouwman, Christa H. S.
- In:
The Oxford handbook of banking
.
2015
Persistent link: https://www.econbiz.de/10013476439
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3
Testing stylized facts of Bitcoin limit order books
Schnaubelt, Matthias
;
Rende, Jonas
;
Krauss, Christopher
- In:
Essays on financial time series analysis
,
(pp. 119-167)
.
2019
observed patterns. Also, we find limit order books to be relatively shallow and
liquidity
costs to be relatively high when …
Persistent link: https://www.econbiz.de/10012321328
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4
Estimating endogenous
liquidity
using transaction and order book information
Durand, Philippe
;
Gündüz, Yalın
;
Thomazeau, Isabelle
- In:
Advances in financial risk management : corporates, …
,
(pp. 181-200)
.
2013
Persistent link: https://www.econbiz.de/10010213086
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5
Parketthandel versus Computerhandel : Ergebnisse für den deutschen Aktienmarkt
Theissen, Erik
- In:
Informationssysteme in der Finanzwirtschaft : mit 35 …
,
(pp. 171-186)
.
1998
Persistent link: https://www.econbiz.de/10001303901
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6
Execution quality on the NYSE : the effect of time delay
Stoll, Hans R.
- In:
Börsen, Banken und Kapitalmärkte : Festschrift für …
,
(pp. 21-44)
.
2006
Persistent link: https://www.econbiz.de/10003561249
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7
The effect of automated trading on market quality : evidence from the New York stock exchange
Storkenmaier, Andreas
;
Riordan, Ryan
- In:
Enterprise applications and services in the finance …
,
(pp. 11-30)
.
2009
Persistent link: https://www.econbiz.de/10003867832
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8
A new risk-adjusted performance approach for measuring the value of securities exchanges
Polato, Maurizio
;
Floreani, Fosanco
- In:
Bank stability, sovereign debt and derivatives
,
(pp. 255-282)
.
2013
Persistent link: https://www.econbiz.de/10010211988
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9
High-frequency market making :
liquidity
provision, adverse selection, and competition
Bellia, Mario
- In:
Essays on empirical market microstructure and high …
,
(pp. 48-94)
.
2018
Persistent link: https://www.econbiz.de/10012028560
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10
Stylized algorithmic trading : satisfying the predictive near-term demand of
liquidity
Sun, Edward W.
;
Kruse, Timm
;
Chen, Yi-Ting
- In:
Decision making and risk/return optimization in …
,
(pp. 315-347)
.
2019
Persistent link: https://www.econbiz.de/10012134866
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