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Price discovery and convergence in fragmented securities markets

Clapham, Benjamin; Zimmermann, Kai - In: International journal of managerial finance : IJMF 12 (2016) 4, pp. 381-407

Persistent link: https://www.econbiz.de/10011597643

Opening and closing price efficiency : do financial markets need the call auction?

Ibikunle, Gbenga - In: Journal of international financial markets, … 34 (2015), pp. 208-227

Persistent link: https://www.econbiz.de/10011474516

Bid- and ask-side liquidity in the NYSE limit order book

Cenesizoglu, Tolga; Grass, Gunnar - In: Journal of financial markets 38 (2018), pp. 14-38

Persistent link: https://www.econbiz.de/10012001137

Predicting future price volatility : empirical evidence from an emerging limit order market

Jain, Pawan; Jiang, Christine X. - In: Pacific-Basin finance journal 27 (2014), pp. 72-93

Persistent link: https://www.econbiz.de/10010499715

International workshop on algorithmic and high-frequency trading : a brief summary

Bernales, Alejandro; Dugast, Jérome - In: Banque de France bulletin / Quarterly selection of articles 33 (2014), pp. 39-42

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The determinants of securities trading activity : evidence from four European equity markets

Camilleri, Silvio John; Galea, Francelle - In: Journal of capital markets studies 3 (2019) 1, pp. 47-67

Purpose - The purpose of this paper is to obtain new empirical evidence about the connections between equity trading activity and five possible liquidity determinants: market capitalisation, dividend yield, earnings yield, company growth and the distinction between recently listed firms as...

Persistent link: https://www.econbiz.de/10012114563