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1
Raising issues about impact of high frequency trading on market
liquidity
Naumenko, Vladimir
- In:
Financial econometrics and empirical market microstructure
,
(pp. 215-223)
.
2015
Persistent link: https://www.econbiz.de/10011326633
Saved in:
2
High frequency trading strategies, market fragility and price spikes : an agent based model perspective
McGroarty, Frank
;
Booth, Ash
;
Gerding, Enrico
; …
- In:
Application of operations research to financial markets
,
(pp. 217-244)
.
2019
Persistent link: https://www.econbiz.de/10012157446
Saved in:
3
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
Saved in:
4
Regulating high frequency trading and dark
liquidity
in Australia
Medcraft, Greg
- In:
Global algorithmic capital markets : high frequency …
,
(pp. 283-307)
.
2019
Persistent link: https://www.econbiz.de/10011975337
Saved in:
5
High frequency trading,
liquidity
, and execution cost
Sun, Edward W.
;
Kruse, Timm
;
Yu, Min-Teh
-
2014
Persistent link: https://www.econbiz.de/10010471936
Saved in:
6
The impact of new execution venues on European equity markets'
liquidity
: the case of Chi-X
Chlistalla, Michael
;
Lutat, Marco
- In:
Value creation in e-business management : 15th Americas …
,
(pp. 218-230)
.
2009
Persistent link: https://www.econbiz.de/10003867292
Saved in:
7
New insights on asset pricing and illiquidity
Buchner, Axel
- In:
Operations research proceedings 2010 : selected papers …
,
(pp. 93-98)
.
2011
Persistent link: https://www.econbiz.de/10009270878
Saved in:
8
An analysis of
liquidity
across markets : execution costs on the NYSE versus electronic markets
Goldstein, Michael A.
;
Hu, Gang
;
Meng, J. Ginger
- In:
Liquidity, interest rates and banking
,
(pp. 139-167)
.
2009
Persistent link: https://www.econbiz.de/10008654510
Saved in:
9
Future market
liquidity
under floor and electronic trading
Ap Gwilym, Owain
;
McManus, Ian
;
Thomas, Stephen
- In:
Liquidity, interest rates and banking
,
(pp. 111-138)
.
2009
Persistent link: https://www.econbiz.de/10008654512
Saved in:
10
Eisberge voraus! Verborgene Liquidität in einem offenen Orderbuch
Schlag, Christian
;
Mönch, Burkart
;
Schurba, Anna
- In:
Börsen, Banken und Kapitalmärkte : Festschrift für …
,
(pp. 109-128)
.
2006
Persistent link: https://www.econbiz.de/10003561343
Saved in:
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