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The interaction between opening call auctions and ongoing trade : evidence from the NYSE
Brooks, Raymond M.; Moulton, Jonathan - In: Review of financial economics : RFE 13 (2004) 4, pp. 341-356
Persistent link: https://www.econbiz.de/10002375437
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Tick size, market structure, and trading costs
Christie, William G.; Harris, Jeffrey H.; Kandel, Eugene - In: Stock market liquidity : implications for market …, (pp. 173-197). 2008
Persistent link: https://www.econbiz.de/10003650520
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Information-based trading in dealer and auction markets : an analysis of exchange listings
Heidle, Hans G.; Huang, Roger D. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 3, pp. 391-424
Persistent link: https://www.econbiz.de/10001705068
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Call auction frequency and market quality : evidence from the Taiwan Stock Exchange
Twu, Mia; Wang, Jian-xin - In: Journal of Asian economics 57 (2018), pp. 53-62
Persistent link: https://www.econbiz.de/10012102781
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Modeling bid and ask price dynamics with an extended hawkes process and its empirical applications for high-frequency stock market data
Lee, Kyungsub; Seo, Byoung Ki - In: Journal of financial econometrics 21 (2023) 4, pp. 1099-1142
Persistent link: https://www.econbiz.de/10014391445
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The impact of disturbances on the us stock market’s spread and investor sentiment through the perspective of risk management
Zwak-Cantoriu, Maria-Cristina; Anghel, Lucian Claudiu; … - In: Management dynamics in the knowledge economy 11 (2023) 1/39, pp. 84-99
Persistent link: https://www.econbiz.de/10014266037
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Share liquidity and market microstructure reform : the case of screen-based trading in Mumbai
Green, Christopher J.; Manos, Ronny; Murinde, Victor; … - In: Asia-Pacific journal of financial studies 39 (2010) 3, pp. 361-395
Persistent link: https://www.econbiz.de/10009230518
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Automation, speed, and stock market quality : the NYSE's Hybrid
Hendershott, Terrence; Moulton, Pamela C. - In: Journal of financial markets 14 (2011) 4, pp. 568-604
Persistent link: https://www.econbiz.de/10009260950
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Liquidity measures and cost of trading in an illiquid market
Armitage, Seth; Brzeszczyński, Janusz; Serdyuk, Anna - In: Journal of emerging market finance 13 (2014) 2, pp. 155-196
Persistent link: https://www.econbiz.de/10011378280
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Equity trading in the 21st century : an update
Angel, James Joseph; Harris, Lawrence E.; Spatt, Chester S. - In: The quarterly journal of finance 5 (2015) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10010528338