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Broker ID transparency and price impact of trades : evidence from the Korean exchange
Pham, Thu Phuong - In: International journal of managerial finance : IJMF 11 (2015) 1, pp. 117-131
Persistent link: https://www.econbiz.de/10010527436
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Price dynamics and market liquidity : an intraday event study on Euronext
Mazza, Paolo - In: The quarterly review of economics and finance : journal … 56 (2015), pp. 139-153
Persistent link: https://www.econbiz.de/10011574367
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A theory of very short-time price change : security price drivers in times of high-frequency trading
Virgilio, Gianluca P. M. - In: Financial innovation : FIN 8 (2022), pp. 1-34
previous volatility, scarce liquidity, high quantity exchanged, and stop-loss (SL) orders (seldom mentioned in the literature … volatility, liquidity, and SL orders as the main causes of excess volatility. However, contrary to mainstream literature on …
Persistent link: https://www.econbiz.de/10013272630
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Information content of order imbalance in an order-driven market : Indian evidence
Tripathi, Abhinava; Dixit, Alok; Vipul - In: Finance research letters 41 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10013336223
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The impact of XBRL reporting on market efficiency
Cong, Yu; Hao, Jia; Zou, Lin - In: The journal of information systems : JIS ; a semiannual … 28 (2014) 2, pp. 181-207
Persistent link: https://www.econbiz.de/10010474841
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Reporting delays and the information content of off-market trades
Frino, Alex; Galati, Luca; Gerace, Dionigi - In: The journal of futures markets 42 (2022) 11, pp. 2053-2067
Persistent link: https://www.econbiz.de/10013465864
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Limit order books and trade informativeness
Beltran Lopez, Helena; Gramming, Joachim; Menkveld, … - In: The European journal of finance 18 (2012) 9/10, pp. 737-759
Persistent link: https://www.econbiz.de/10009691782
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Market microstructure during financial crisis : dynamics of informed and heuristic-driven trading
Ormos, Mihály; Timotity, Dusán - In: Finance research letters 19 (2016), pp. 60-66
Persistent link: https://www.econbiz.de/10011657448
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Public information arrival : price discovery and liquidity in electronic limit order markets
Riordan, Ryan; Storkenmaier, Andreas; Wagener, Martin; … - In: Journal of banking & finance 37 (2013) 4, pp. 1148-1159
Persistent link: https://www.econbiz.de/10009716239
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The impact of competition and information on intraday trading
Malinova, Katya; Park, Andreas - In: Journal of banking & finance 44 (2014), pp. 55-71
Persistent link: https://www.econbiz.de/10010409963