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Buti, Sabrina; Rindi, Barbara; Werner, Ingrid M. - 2022

This paper examines unique data on dark pool activity for a large cross-section of US stocks in 2009. Dark pool activity is concentrated in liquid stocks. Nasdaq (AMEX) stocks have significantly higher (lower) dark pool activity than NYSE stocks controlling for liquidity. For a given stock, dark...

Persistent link: https://www.econbiz.de/10012816610

Centralised order books versus hybrid order books: a paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange)

Gresse, Carole; Gajewski, Jean-François - Université Paris-Dauphine (Paris IX) - 2007

This article compares the cost of trading large capitalisation equities on the hybrid order-driven segment of the London Stock Exchange and the centralised electronic order book of Euronext. Using samples of stocks matched according to economic sector, free float capitalisation, and trading...

Persistent link: https://www.econbiz.de/10010905293

The role of pre-existing liquidity in determining pricing efficiency and liquidity gains following the introduction of SETSmm

Chelley-Steeley, Patricia L. - In: European financial management : the journal of the … 21 (2015) 2, pp. 360-376

Persistent link: https://www.econbiz.de/10010516667

Heterogeneous investors and trading platforms competition

Oriol, Nathalie; Rufini, Alexandra; Torre, Dominique - In: Journal of risk finance : the convergence of financial … 16 (2015) 3, pp. 303-320

Persistent link: https://www.econbiz.de/10011418200

Circuit breakers, trading collars, and volatility transmission across markets : evidence from NYSE Rule 80A

Goldstein, Michael A. - In: The financial review : the official publication of the … 50 (2015) 3, pp. 459-479

Persistent link: https://www.econbiz.de/10011338148

Measuring liquidity in an emerging market : the Tunis Stock exchange

Rouetbi, Emna; Mamoghli, Chokri - In: International journal of economics and financial issues … 4 (2014) 4, pp. 920-929

Persistent link: https://www.econbiz.de/10010528495

An empirical analysis of the Shanghai and Shenzhen limit order books

Chung, Huimin; Gao, Cheng; Lu, Jie; Mizrach, Bruce Marshall - In: Economic modelling 34 (2013), pp. 37-41

Persistent link: https://www.econbiz.de/10010360623

The more transparent, the better? : effects of transparency regime changes on large/actively traded stocks on the Korea exchange

Khil, Jaeuk; Park, Young S.; Shin, Jhinyoung - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 133-152

Persistent link: https://www.econbiz.de/10009682595

Heavy-tailed features and dependence in limit order book volume profiles in futures markets

Richards, Kylie-Anne; Peters, Gareth W.; Dunsmuir, … - In: International journal of financial engineering 2 (2015) 3, pp. 1-56

Persistent link: https://www.econbiz.de/10011403201

The implications of a price anchoring effect at the upstairs market of the London Stock Exchange

Verousis, Thanos; Ap Gwilym, Owain - In: International review of financial analysis 32 (2014), pp. 37-46

Persistent link: https://www.econbiz.de/10010461347

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