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Limit order book transparency and order aggressiveness at the closing call : lessons from the TWSE 2012 new information disclosure mechanism
Tseng, Yi-Heng; Chen, Shu-Heng - In: Pacific-Basin finance journal 35 (2015) 1, pp. 241-272
Persistent link: https://www.econbiz.de/10011538265
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Optimal execution and price manipulations in time-varying limit order books
Alfonsi, Aurélien; Infante, Arturo - In: Applied mathematical finance 21 (2014) 3/4, pp. 201-237
Persistent link: https://www.econbiz.de/10010499717
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An international trend in market design : endogenous effects of limit order book transparency on volatility, spreads, depth and volume
Pham, Thu Phuong; Westerholm, Joakim - In: Journal of international financial markets, … 27 (2013), pp. 202-223
Persistent link: https://www.econbiz.de/10010411743
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Impact of the change in Tick size on transaction costs and liquidity : an empirical investigation of the Taiwan Stock Exchange
Kuo, Su-wen; Huang, Chin-sheng; Chen, Chia-cheng - In: Asia-Pacific journal of financial studies 39 (2010) 4, pp. 524-551
Persistent link: https://www.econbiz.de/10009231515
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Heavy-tailed features and dependence in limit order book volume profiles in futures markets
Richards, Kylie-Anne; Peters, Gareth W.; Dunsmuir, … - In: International journal of financial engineering 2 (2015) 3, pp. 1-56
Persistent link: https://www.econbiz.de/10011403201
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Aggressive orders and the resiliency of a limit order market
Degryse, Hans; Jong, Frank de; Van Ravenswaaij, Maarten; … - In: Review of finance : journal of the European Finance … 9 (2005) 2, pp. 201-242
Persistent link: https://www.econbiz.de/10002922298
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Was leisten die Kursmakler? : Eine empirische Untersuchung am Beispiel der Frankfurter Wertpapierbörse
Freihube, Thorsten (contributor) - In: Kredit und Kapital 32 (1999) 3, pp. 426-460
Persistent link: https://www.econbiz.de/10001424664
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Changes in the bid-ask components around earnings announcements : evidence from the Copenhagen Stock Exchange
Voetmann, Torben - 2000
Persistent link: https://www.econbiz.de/10001602846
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Aggressive orders and the resiliency of a limit order market
Degryse, Hans; Jong, Frank de; Van Ravenswaaij, Maarten; … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701524
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Aggressive orders and the resiliency of a limit order market
Degryse, Hans; Jong, Frank de; Van Ravenswaaij, Maarten; … - 2002
Persistent link: https://www.econbiz.de/10001694196