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Profitability of trading in the direction of asset price jumps : analysis of multiple assets and frequencies

Fičura, Milan - In: Prague economic papers : a bimonthly journal of … 28 (2019) 4, pp. 385-401

Persistent link: https://www.econbiz.de/10012130976

Evidence of algorithmic trading from Indian equity market : interpreting the transaction velocity element of financialization

Dubey, Ritesh Kumar; Chauhan, Yogesh; Syamala, … - In: Research in international business and finance 42 (2017), pp. 31-38

Persistent link: https://www.econbiz.de/10011747220

Market microstructure in practice

Lehalle, Charles-Albert (ed.); Laruelle, Sophie (ed.) - 2018 - Second edition

Market fragmentation : monitoring and history -- Smart order routing -- Tick size; -- Information seeking and price discovery -- Dark pools and broker crossing networks -- Liquidity : the viewpoint of trading venues -- The agenda of high frequency traders -- The link between fragmentation and...

Persistent link: https://www.econbiz.de/10011747477

Rise of the machines? : intraday high-frequency trading patterns of cryptocurrencies

Petukhina, Alla A.; Reule, Raphael C. G.; Härdle, Wolfgang - In: The European journal of finance 27 (2021) 1/2, pp. 8-30

Persistent link: https://www.econbiz.de/10012424926

Optimal trading with differing trade signals

Donnelly, Ryan; Lorig, Matthew - In: Applied mathematical finance 27 (2020) 4, pp. 317-344

Persistent link: https://www.econbiz.de/10012425325

Essays on the performance and behaviour of retail investors on online trading platforms

Deneke, Alexander - 2020

Persistent link: https://www.econbiz.de/10012491462

Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders

Zhang, Junhuan; McBurney, Peter; Musial, Katarzyna - In: Review of quantitative finance and accounting 50 (2018) 1, pp. 301-352

Persistent link: https://www.econbiz.de/10011979118

Cognitive abilities and individual earnings in hybrid continuous double auctions

Peng, Yan; Shachat, Jason M.; Wei, Lijia; Zhang, S. Sarah - 2024

Persistent link: https://www.econbiz.de/10014583259

An empirical analysis of algorithmic trading around earnings announcements

Frino, Alex; Prodromou, Tina; Wang, George H. K.; … - In: Pacific-Basin finance journal 45 (2017), pp. 34-51

Persistent link: https://www.econbiz.de/10011800806

The information content of special orders

Huu Nhan Duong; Lajbcygier, Paul; Vu, Van-Hoang - In: Pacific-Basin finance journal 45 (2017), pp. 68-81

Persistent link: https://www.econbiz.de/10011800814

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