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Kurseinfluss mittlerer und großer Transaktionen am deutschen Aktienmarkt
Oehler, Andreas (contributor); Häcker, Mirko (contributor) - 2003
Persistent link: https://www.econbiz.de/10001915470
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Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel
Freihube, Thorsten - 2004
Persistent link: https://www.econbiz.de/10002122262
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Empirical models of the intraday process of price changes and liquidity : a transaction level approach
Gerhard, Frank (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001763098
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Preiseinfluss institutioneller Investoren am deutschen Aktienmarkt
Häcker, Mirko - 2003
Persistent link: https://www.econbiz.de/10001763372
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Order aggressiveness, price impact, and investment performance in a pure order-driven stock market
Hung, Pi-Hsia; Chen, An-sing; Wu, Yun-Lin - In: Asia-Pacific journal of financial studies 44 (2015) 4, pp. 635-660
Persistent link: https://www.econbiz.de/10011470988
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Co-impact : crowding effects in institutional trading activity
Bucci, Frederic; Mastromatteo, Iacopo; Eisler, Zoltan; … - In: Quantitative finance 20 (2020) 2, pp. 193-205
Persistent link: https://www.econbiz.de/10012194861
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Passive investors and concentration of intraday liquidity : evidence from the Tokyo Stock Exchange
Kitajima, Kiichi - In: Pacific-Basin finance journal 74 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013389468
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Theoretical and practical aspects of algorithmic trading
Fränkle, Jan - 2010
Persistent link: https://www.econbiz.de/10008842360
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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
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Four essays on the econometric analysis of high-frequency order data
Huang, Ruihong - 2012
Persistent link: https://www.econbiz.de/10009670513