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Are Asian exchanges outliers? : a market quality criterion

Chakravarty, Ranjan R.; Pani, Sudhanshu - In: Investment management and financial innovations 18 (2021) 2, pp. 64-78

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Adverse selection and liquidity: from theory to practice

Kyle, Albert S.; Obižaeva, Anna - 2020

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Large bets and stock market crashes

Kyle, Albert S.; Obižaeva, Anna - 2020

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The cross-sectional spillovers of single stock circuit breakers

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Large Large-trader activity weakens the long memory of limit order markets

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Trading imbalance, liquidity and stock returns : evidence from Brazil

Pereira, Gustavo Magno Lopes; Camilo-da-Silva, Eduardo; … - In: Latin American business review 21 (2020) 2, pp. 173-195

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Dark pools in European equity markets : emergence, competition and implications

Petrescu, Monica; Wedow, Michael - 2017

adversely affect volatility in stock markets. …

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Performance of American and Russian joint stock companies on financial market : a microstructure perspective

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Price discovery and the accuracy of consolidated data feeds in the U.S. equity markets

Tivnan, Brian F.; Slater, David; Thompson, James R.; … - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-17

Both the scientific community and the popular press have paid much attention to the speed of the Securities Information Processor-the data feed consolidating all trades and quotes across the US stock market. Rather than the speed of the Securities Information Processor (SIP), we focus here on...

Persistent link: https://www.econbiz.de/10011961261