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Need for speed? : exchange latency and liquidity

Menkveld, Albert J.; Zoican, Marius A. - 2014

Speeding up the exchange does not necessarily improve liquidity. The price quotes of high-frequency market makers are … more likely to meet speculative high-frequency "bandits", thus less likely to meet liquidity traders. The bid-ask spread is …

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Optimal liquidation and adverse selection in dark pools

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Three essays in financial economics

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Microstructures, financial reforms and informational efficiency in an emerging market

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The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market

Wan, Xiaoyuan - In: Journal of empirical finance 55 (2020), pp. 104-118

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Government ownership and stock liquidity : evidence from China

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The asymmetric dynamics of stock-bond liquidity correlation in China : the role of macro-financial determinants

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An empirical analysis of the Shanghai and Shenzhen limit order books

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Der chinesische Aktienmarkt

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The microstructure of the Chinese stock market

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