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41
The impact of SEMATS on liquidity and
volatility
on Stock Exchange of Mauritius
Bholah, Wasillah
;
Fowdar, Sooraj
;
Sannassee, Raja Vinesh
; …
- In:
Finance India : the quarterly journal of Indian …
21
(
2007
)
2
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003545789
Saved in:
42
Three essays on information transmission in financial markets
Hackard, James C.
-
2006
Persistent link: https://www.econbiz.de/10003965317
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43
Crapshoot investing : how tech-savvy traders and clueless regulators turned the stock market into a casino
McTague, Jim
-
2011
Persistent link: https://www.econbiz.de/10009008286
Saved in:
44
Liquidity creation and financial instability
Becke, Susanne von der
-
2015
Persistent link: https://www.econbiz.de/10011420133
Saved in:
45
High frequency trading in the Korean index futures market
Lee, Eun Jung
- In:
The journal of futures markets
35
(
2015
)
1
,
pp. 31-51
Persistent link: https://www.econbiz.de/10011346176
Saved in:
46
High-frequency quoting, trading, and the efficiency of prices
Conrad, Jennifer S.
;
Wahal, Sunil
;
Xiang, Jin
- In:
Journal of financial economics
116
(
2015
)
2
,
pp. 271-291
Persistent link: https://www.econbiz.de/10011348502
Saved in:
47
High frequency market microstructure
O'Hara, Maureen
- In:
Journal of financial economics
116
(
2015
)
2
,
pp. 267-270
Persistent link: https://www.econbiz.de/10011348519
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48
Raising issues about impact of high frequency trading on market liquidity
Naumenko, Vladimir
- In:
Financial econometrics and empirical market microstructure
,
(pp. 215-223)
.
2015
Persistent link: https://www.econbiz.de/10011326633
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49
Does more frequent trading increase the
volatility
? : theoretical evidence at asset and portfolio level
Hong, KiHoon Jimmy
-
2013
Persistent link: https://www.econbiz.de/10009744631
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50
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2013
Persistent link: https://www.econbiz.de/10009735127
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