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Lundström, Christian - In: The journal of trading 13 (2018) 2, pp. 57-68

Persistent link: https://www.econbiz.de/10011877300

Market stability vs. market resilience : regulatory policies experiments in an agent-based model with low- and high-frequency trading

Leal, Sandrine Jacob; Napoletano, Mauro - In: Journal of economic behavior & organization : JEBO 157 (2019), pp. 15-41

Persistent link: https://www.econbiz.de/10012138458

Fast traders and slow price adjustments : an artificial market with strategic interaction and transaction costs

Liuzzi, Danilo; Pellizzari, Paolo; Tolotti, Marco - In: Journal of economic interaction and coordination : JEIC 14 (2019) 3, pp. 643-662

Persistent link: https://www.econbiz.de/10012167723

Fast and slow informed trading

Roşu, Ioanid - In: Journal of financial markets 43 (2019), pp. 1-30

Persistent link: https://www.econbiz.de/10012316293

Market versus limit orders of speculative high-frequency traders and price discovery

Kang, Jongho; Kang, Jangkoo; Kwon, Kyungyoon - In: Research in international business and finance 63 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10014248964

Imperfect market-monitoring and soes trading

Foucault, Thierry - 1999

Persistent link: https://www.econbiz.de/10013422887

Limit order book as a market for liquidity

Foucault, Thierry - 2001

Persistent link: https://www.econbiz.de/10013423512

Enhancing the profitability of lottery strategies

Kwon, Kyungyoon; Min, Byoung-Kyu; Sun, Chenfei - In: Journal of empirical finance 69 (2022), pp. 166-184

Persistent link: https://www.econbiz.de/10013478528

Information and optimal trading strategies with dark pools

Bayona, Anna; Dumitrescu, Ariadna; Manzano Tovar, Carolina - In: Economic modelling 126 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014462407

Equity Borrowing Constraints and the Informed Trading Strategies of Short Sellers

Blau, Benjamin M.; Della Vedova, Joshua; Fox, Corbin; … - 2023

Informed investors have been shown to break up their larger trades into smaller trades in order to disguise their information. This study considers informed trading strategies when investors face borrowing constraints. Borrowing constraints may induce more intense trading and increase the use of...

Persistent link: https://www.econbiz.de/10014258713