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Stock splits and stock returns...
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1
The impact of limit order executions on trading costs in NYSE stocks
Greene, Jason Thomas
- In:
Trading costs on US exchanges : an empirical examination
,
(pp. 23-69)
.
1996
Persistent link: https://www.econbiz.de/10001433304
Saved in:
2
Trading costs on US exchanges : an empirical examination
Greene, Jason Thomas
-
1996
Persistent link: https://www.econbiz.de/10001421297
Saved in:
3
Realized volatility, price informativeness, and tick size : a market microstructure approach
Xiao, Xijuan
;
Yamamoto, Ryuichi
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 410-426
Persistent link: https://www.econbiz.de/10014446466
Saved in:
4
The effects of stock splits on stock liquidity
Huang, Gow-Cheng
;
Liano, Kartono
;
Pan, Ming-Shiun
- In:
Journal of economics and finance
39
(
2015
)
1
,
pp. 119-135
Persistent link: https://www.econbiz.de/10011326109
Saved in:
5
Uncertain execution in order-driven markets
Sánchez-Betancourt, Leandro
-
2021
Persistent link: https://www.econbiz.de/10012939003
Saved in:
6
Queue imbalance as a one-tick-ahead price predictor in a limit order book
Gould, Martin
;
Bonart, Julius
- In:
Market microstructure and liquidity
2
(
2016
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011588243
Saved in:
7
Performance of American and Russian joint stock companies on financial market : a microstructure perspective
Osińska, Magdalena
;
Dobrzyński, Andrzej
;
Shachmurove, …
- In:
Equilibrium : quarterly journal of economics and …
11
(
2016
)
4
,
pp. 819-851
Persistent link: https://www.econbiz.de/10011608760
Saved in:
8
The behavior of high-frequency traders under different market stress scenarios
Megarbane, Nicolas
;
Saliba, Pamela
;
Lehalle, Charles-Albert
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-54
Persistent link: https://www.econbiz.de/10011988891
Saved in:
9
Inferring trade directions in fast markets
Jurkatis, Simon Willi
-
2020
Persistent link: https://www.econbiz.de/10012597973
Saved in:
10
Stock distribution announcements and bid-ask spreads
Forjan, James M.
- In:
Studies in economics and finance
18
(
1998
)
2
,
pp. 111-128
Persistent link: https://www.econbiz.de/10001243585
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