Similar Search Results - EconBiz

Informed trading and liquidity in the Shanghai Stock Exchange

Wong, Woon K.; Tan, Dijun; Tian, Yixiang - In: International review of financial analysis 18 (2009) 1/2, pp. 66-73

Persistent link: https://www.econbiz.de/10003850315

On the dark side of the market : identifying and analyzing hidden order placements

Hautsch, Nikolaus; Huang, Ruihong - 2012

Trading under limited pre-trade transparency becomes increasingly popular on financial markets. We provide first evidence on traders' use of (completely) hidden orders which might be placed even inside of the (displayed) bid-ask spread. Employing TotalView-ITCH data on order messages at NASDAQ,...

Persistent link: https://www.econbiz.de/10009504616

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

On the dark side of the market : identifying and analyzing hidden order placements

Hautsch, Nikolaus; Huang, Ruihong - 2012 - First Version: December 2010, This Version: January 2012

Trading under limited pre-trade transparency becomes increasingly popular on financial markets. We provide first evidence on traders' use of (completely) hidden orders which might be placed even inside of the (displayed) bid-ask spread. Employing TotalView-ITCH data on order messages at NASDAQ,...

Persistent link: https://www.econbiz.de/10009487319

Four essays on the econometric analysis of high-frequency order data

Huang, Ruihong - 2012

Persistent link: https://www.econbiz.de/10009670513

An analysis of intraday patterns and liquidity on the Istanbul Stock Exchange

Köksal, Bülent - 2012

Persistent link: https://www.econbiz.de/10009658082

Intraday liquidity patterns in Indian stock market

Krishnan, Rajaram; Mishra, Vinod - In: Journal of Asian economics 28 (2013), pp. 99-114

Persistent link: https://www.econbiz.de/10010400863

Marktliquidität von Aktien

Roth, Lukas - 2007 - Als Ms. gedr.

Persistent link: https://www.econbiz.de/10003494256

Liquidity in the German stock market : an analysis using order book data

Klimes, Micong - 2007 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003504006

Zur Schätzung von Geld-Brief-Spannen aus Transaktionsdaten

Grammig, Joachim; Theissen, Erik; Wünsche, Oliver - In: Börsen, Banken und Kapitalmärkte : Festschrift für …, (pp. 71-83). 2006

Persistent link: https://www.econbiz.de/10003561333

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