Narrow search
Showing 1 - 10 of 5,595
Cover Image
Dealership versus continuous auction : evidence from the JASDAQ market
Iwatsubo, Kentaro; Rhee, S. Ghon; Zhang, Ye Zhou - In: Pacific-Basin finance journal 77 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014463665
Cover Image
Limit order book (LOB) shape modeling in presence of heterogeneously informed market participants
Drame, Mouhamad - In: Market microstructure and liquidity 5 (2019) 1/4, pp. 1-35
Persistent link: https://www.econbiz.de/10012820075
Cover Image
Multi-level order-flow imbalance in a limit order book
Xu, Ke; Gould, Martin; Howison, Sam - In: Market microstructure and liquidity 4 (2018) 3/4, pp. 1-41
Persistent link: https://www.econbiz.de/10012227906
Cover Image
Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading
Takayama, Shino - In: Journal of economic dynamics & control 125 (2021), pp. 1-34
Persistent link: https://www.econbiz.de/10012666959
Cover Image
Distilling liquidity costs from limit order books
Amaya, Diego; Filbien, Jean-Yves; Okou, Cédric; Roch, … - In: Journal of banking & finance 94 (2018), pp. 16-34
Persistent link: https://www.econbiz.de/10011965700
Cover Image
Information processing in the stock market around anticipated accounting information : earnings release
García Martín, C. José; Herrero, Begoña; Ibáñez, … - In: The European journal of finance 18 (2012) 1/2, pp. 109-133
Persistent link: https://www.econbiz.de/10009565248
Cover Image
Liquidity commonality on National Stock Exchange : size and sector effect
Kumar, Suraj; Prasanna, Krishna - In: Applied economics letters 28 (2021) 14, pp. 1208-1221
Persistent link: https://www.econbiz.de/10012589994
Cover Image
¿Se puede medir la negociación informada? Una revisión de la metodología basada en las covarianzas de las series de precios
Farinós Viñas, J. E.; García Martín, C. José; … - In: Investigaciones Europeas de Dirección y Economía de … 15 (2009) 2, pp. 201-222
As theoretical microstructure models developed, several researches have empirically investigated the relevant role of transaction costs and its components in the stock market dynamics and their applications in several similar topics (corporate finance, market efficiency, etc.). Alternatively,...
Persistent link: https://www.econbiz.de/10010280481
Cover Image
The adverse selection cost component of the spread of Brazilian stocks
Araújo, Gustavo Silva; Barbedo, Claudio Henrique da … - In: Emerging markets review 21 (2014), pp. 21-41
Persistent link: https://www.econbiz.de/10011304339
Cover Image
Security analysis, dealer-analyst collaboration, and market quality : evidence from the NASDAQ market in the USA
Chung, Kee H.; Li, Mingsheng; Zhao, Xin - In: Journal of business finance & accounting : JBFA 39 (2012) 9/10, pp. 1376-1402
Persistent link: https://www.econbiz.de/10009713438