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Limit order markets : a survey
Parlour, Christine A.; Seppi, Duane J. - In: Handbook of financial intermediation and banking, (pp. 63-96). 2008
Persistent link: https://www.econbiz.de/10003729502
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The economics of high-frequency trading : taking stock
Menkveld, Albert J. - In: Annual review of financial economics 8 (2016), pp. 1-24
Persistent link: https://www.econbiz.de/10011595858
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The handbook of high frequency trading
Gregoriou, Greg N. (contributor) - 2015
-frequency traders / Erdinç Akyıldırım, Albert Altarovici, and Cumhur Ekinci -- Machine news and volatility : the Dow Jones industrial … flow and states of asset volatility / Kin-Yip Ho, Yanlin Shi, and Zhaoyong Zhang -- News releases and stock market … volatility : intraday evidence from Borsa Istanbul / M. Nihat Solakoglu and Nazmi Demir -- The low-risk anomaly revisited on high …
Persistent link: https://www.econbiz.de/10010498638
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Implications of high-frequency trading for security markets
Linton, Oliver; Mahmoodzadeh, Soheil - In: Annual review of economics 10 (2018), pp. 237-259
Persistent link: https://www.econbiz.de/10011925856
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Investor attention and market efficiency
Storms, Konstantin - 2015
Persistent link: https://www.econbiz.de/10011874302
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Econometric analysis of financial transaction data : Pitfalls and opportunities
Hautsch, Nikolaus; Pohlmeier, Winfried - In: Allgemeines statistisches Archiv : AStA ; journal of … 86 (2002) 1, pp. 5-30
Persistent link: https://www.econbiz.de/10001650462
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Econometric analysis of financial transaction data : pitfalls and opportunities
Hautsch, Nikolaus - 2001
Persistent link: https://www.econbiz.de/10014378893
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Nut, gebruik en beperkingen van value-at-risk voor risicomanagement
Lucas, André - In: Economisch en sociaal tijdschrift : een driemaandelijke … 53 (1999) 3, pp. 369-410
Persistent link: https://www.econbiz.de/10001449693
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Blockholders and corporate governance
Edmans, Alex - 2013
Persistent link: https://www.econbiz.de/10010206826
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Blockholders and corporate governance
Edmans, Alex - 2013
Persistent link: https://www.econbiz.de/10010206842