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Trading costs and trading quantity at the Berlin Stock Exchange, 1892-1913

Burhop, Carsten; Gelʹman, Sergej V. - In: Zeitschrift für Unternehmensgeschichte : ZUG 67 (2022) 1, pp. 21-42

Persistent link: https://www.econbiz.de/10013187180

Three case studies of competing designs in financial markets

Vulkan, Nir; Neeman, Zvika - In: The handbook of market design, (pp. 629-659). 2013

Persistent link: https://www.econbiz.de/10010206181

Trade size clustering and the cost of trading at the London stock exchange

Verousis, Thanos; Ap Gwilym, Owain - In: International review of financial analysis 27 (2013), pp. 91-102

Persistent link: https://www.econbiz.de/10009736935

Do Investors Save When Market Makers Pay? Retail Execution Costs Under Payment for Order Flow Models

Adams, Samuel; Kasten, Connor; Kelley, Eric K. - 2021

We directly compare retail investor execution costs with exchange execution costs. We find off-exchange retail trades execute at lower effective spreads than comparable exchange trades, primarily due to the uninformed nature of retail trades. These results hold when payment for order flow (PFOF)...

Persistent link: https://www.econbiz.de/10013312432

Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance

Kyle, Albert S.; Obižaeva, Anna - 2020

Persistent link: https://www.econbiz.de/10012494216

Efficiency and stability of transaction systems based on 9 types of moving averages on the example of 140 components of 3 different Warsaw Stock Exchange indexes

Borowski, Krzysztof - In: Bank i kredyt 51 (2020) 1, pp. 33-68

Persistent link: https://www.econbiz.de/10012503345

Hong Kong-Shanghai connect/Hong Kong-Beijing disconnect? : scaling the Great Wall of Chinese securities trading costs

Kashyap, Ravi - In: The journal of trading 11 (2016) 3, pp. 81-134

Persistent link: https://www.econbiz.de/10011697624

Liquidity, resiliency and market quality around predictable trades : theory and evidence

Bessembinder, Hendrik; Carrion, Allen; Tuttle, Laura; … - In: Journal of financial economics 121 (2016) 1, pp. 142-166

Persistent link: https://www.econbiz.de/10011590681

The curious case of changes in trading dynamics : when firms switch from NYSE to NASDAQ

Dang, Viet Anh; Michayluk, David; Pham, Thu Phuong - In: Journal of financial markets 41 (2018), pp. 17-35

Persistent link: https://www.econbiz.de/10012001766

Trading methods and trading costs for agency mortgage-backed securities

Gao, Pengjie; Schultz, Paul H.; Song, Zhaogang - In: Journal of investment management : JOIM 16 (2018) 4, pp. 29-46

Persistent link: https://www.econbiz.de/10011961004

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