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The value of trading consolidation : evidence from the exercise of warrants

Amihud, Yakov (contributor); Lauterbach, Beni (contributor); … - 2002 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001656870

The value of trading consolidation : evidence from the exercise of warrants

Amihud, Yakov; Lauterbach, Beni; Mendelson, Haim - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 829-846

Persistent link: https://www.econbiz.de/10001859288

Commonality in returns, order flows, and liquidity in the Greek stock market

Dunne, Peter G.; Moore, Michael J.; Papavassiliou, … - In: The European journal of finance 17 (2011) 7/8, pp. 577-587

Persistent link: https://www.econbiz.de/10009509845

Theoretical and practical aspects of algorithmic trading

Fränkle, Jan - 2010

Persistent link: https://www.econbiz.de/10008842360

On the dark side of the market : identifying and analyzing hidden order placements

Hautsch, Nikolaus; Huang, Ruihong - 2012

Trading under limited pre-trade transparency becomes increasingly popular on financial markets. We provide first evidence on traders' use of (completely) hidden orders which might be placed even inside of the (displayed) bid-ask spread. Employing TotalView-ITCH data on order messages at NASDAQ,...

Persistent link: https://www.econbiz.de/10009504616