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Three essays in financial economics
Jurkatis, Simon Willi - 2018
Persistent link: https://www.econbiz.de/10012169133
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Algorithmic trading and liquidity : long term evidence from Austria
Mestel, Roland; Murg, Michael; Theissen, Erik - 2018
Persistent link: https://www.econbiz.de/10011984099
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Essays in empirical market microstructure
Scharnowski, Stefan - 2020
Persistent link: https://www.econbiz.de/10012613598
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One size fits all? : high frequency trading, tick size changes and the implications for exchanges : market quality and market structure considerations
Verousis, Thanos; Perotti, Pietro; Sermpinis, Georgios - In: Review of quantitative finance and accounting 50 (2018) 2, pp. 353-392
Persistent link: https://www.econbiz.de/10011979139
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Commonality in returns, order flows, and liquidity in the Greek stock market
Dunne, Peter G.; Moore, Michael J.; Papavassiliou, … - In: The European journal of finance 17 (2011) 7/8, pp. 577-587
Persistent link: https://www.econbiz.de/10009509845
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Liquidity measures and cost of trading in an illiquid market
Armitage, Seth; Brzeszczyński, Janusz; Serdyuk, Anna - In: Journal of emerging market finance 13 (2014) 2, pp. 155-196
Persistent link: https://www.econbiz.de/10011378280
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Information, liquidity, and dynamic limit order markets
Riccò, Roberto; Rindi, Barbara; Seppi, Duane J. - 2020 - This Version: March, 2020
Persistent link: https://www.econbiz.de/10012200670
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Tick size, trading strategies, and market quality
Werner, Ingrid M.; Rindi, Barbara; Buti, Sabrina; Wen, … - In: Management science : journal of the Institute for … 69 (2023) 7, pp. 3818-3837
Persistent link: https://www.econbiz.de/10014338286
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Eisberge voraus! Verborgene Liquidität in einem offenen Orderbuch
Schlag, Christian; Mönch, Burkart; Schurba, Anna - In: Börsen, Banken und Kapitalmärkte : Festschrift für …, (pp. 109-128). 2006
Persistent link: https://www.econbiz.de/10003561343
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Equity trading in the 21st century : an update
Angel, James Joseph; Harris, Lawrence E.; Spatt, Chester S. - In: The quarterly journal of finance 5 (2015) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10010528338