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Information revelation in the Greek exchange opening call : daily and intraday evidence

Anagnostidis, Panagiotis; Kanas, Angelos; Papachristou, … - In: Journal of international financial markets, … 38 (2015), pp. 167-184

Persistent link: https://www.econbiz.de/10011475189

Speed and trading behavior in an order-driven market

Park, Seongkyu Gilbert; Ryu, Doojin - In: Pacific-Basin finance journal 53 (2019), pp. 145-164

Persistent link: https://www.econbiz.de/10012133316

Fifty-shades of grey : competition between dark and lit pools in stock exchanges

Oriol, Nathalie; Rufini, Alexandra; Torre, Dominique - In: Information economics and policy : IEP 45 (2018), pp. 68-85

Persistent link: https://www.econbiz.de/10012013166

Testing stylized facts of Bitcoin limit order books

Schnaubelt, Matthias; Rende, Jonas; Krauss, Christopher - In: Journal of risk and financial management : JRFM 12 (2019) 1/25, pp. 1-30

The majority of electronic markets worldwide employ limit order books, and the recently emerging exchanges for cryptocurrencies pose no exception. With this work, we empirically analyze whether commonly observed empirical properties from established limit order exchanges transfer to the...

Persistent link: https://www.econbiz.de/10012022344

Throttling hyperactive robots : order-to-trade ratios at the Oslo Stock Exchange

Jørgensen, Kjell; Skjeltorp, Johannes A.; Ødegaard, … - In: Journal of financial markets 37 (2018), pp. 1-16

Persistent link: https://www.econbiz.de/10012001006

Bid- and ask-side liquidity in the NYSE limit order book

Cenesizoglu, Tolga; Grass, Gunnar - In: Journal of financial markets 38 (2018), pp. 14-38

Persistent link: https://www.econbiz.de/10012001137

Commonality in liquidity : evidence from India's National Stock Exchange

Kumar, Gaurav; Misra, Arun Kumar - In: Journal of Asian economics 59 (2018), pp. 1-15

Persistent link: https://www.econbiz.de/10012102887

Liquidity withdrawal in the FX spot market : a cross-country study using high-frequency data

Stenfors, Alexis; Susai, Masayuki - In: Journal of international financial markets, … 59 (2019), pp. 36-57

Persistent link: https://www.econbiz.de/10012127871

Trading aggressiveness, order execution quality, and stock price movements : evidence from the Taiwan stock exchange

Hung, Pi-Hsia; Lien, Da-hsiang Donald - In: Journal of international financial markets, … 60 (2019), pp. 231-251

Persistent link: https://www.econbiz.de/10012128011

To see is to know : simultaneous display of market data for retail investors

Benamar, Hedi - In: Review of finance : journal of the European Finance … 23 (2019) 2, pp. 397-437

Persistent link: https://www.econbiz.de/10012035100