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Price volatility in the contex...
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date (oldest first)
1
Volatility
Control Mechanisms : The International Experience and the Evidence from Hong Kong
Chan, Kalok
;
Lam, F. Y. Eric
;
Valente, Giorgio
;
Wu, Siyuan
-
2022
University of Hong Kong Business School).Trading venues have adopted
volatility
interruption measures to protect investors from … extreme price gyrations and disorderly markets. Among such measures,
Volatility
Control Mechanisms (VCMs) are implemented …
Persistent link: https://www.econbiz.de/10013492074
Saved in:
2
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:
3
Estimating probability of informed trading on the Bucharest stock exchange
Cepoi, Cosmin Octavian
;
Toma, Filip Mihai
- In:
Finance a úvěr
66
(
2016
)
2
,
pp. 140-160
Persistent link: https://www.econbiz.de/10011618713
Saved in:
4
Liquidity in the German stock market
Johann, Thomas
;
Scharnowski, Stefan
;
Theissen, Erik
; …
-
2019
has generally increased over time, and that in times of crisis liquidity is lower and the
volatility
of liquidity is …
Persistent link: https://www.econbiz.de/10012020325
Saved in:
5
Liquidity in the German stock market
Johann, Thomas
;
Scharnowski, Stefan
;
Theissen, Erik
; …
- In:
Schmalenbach business review : sbr
71
(
2019
)
4
,
pp. 443-473
Persistent link: https://www.econbiz.de/10012108571
Saved in:
6
The economics of flash orders and trading
Harris, Lawrence E.
;
Namvar, Ethan
- In:
Journal of investment management : JOIM
14
(
2016
)
4
,
pp. 74-86
Persistent link: https://www.econbiz.de/10011691378
Saved in:
7
The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
Saved in:
8
Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obižaeva, Anna
;
Tuzun, Tugkan
-
2016
-
This draft: April 19, 2016
include the invariance-implied measure of effective price
volatility
…
Persistent link: https://www.econbiz.de/10011500337
Saved in:
9
Trading and ordering patterns of market participants in high frequency trading environment : empirical study in the Japanese stock market
Saito, Taiga
;
Adachi, Takanori
;
Nakatsuma, Teruo
; …
- In:
Asia-Pacific financial markets
25
(
2018
)
3
,
pp. 179-220
Persistent link: https://www.econbiz.de/10012033008
Saved in:
10
Technology upgrades in emerging equity markets : effects on liquidity and trading activity
Yılmaz, Mustafa Kemal
;
Erdem, Orhan
;
Eraslan, Veysel
; …
- In:
Finance research letters
14
(
2015
),
pp. 87-92
Persistent link: https://www.econbiz.de/10011552642
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