Similar Search Results - EconBiz

Order submission, information asymmetry, and tick size

Zhu, Hongyu; Yamamoto, Ryuichi - In: Pacific-Basin finance journal 74 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013389193

Hydrodynamic Limit of Order Book Dynamics

Gao, Xuefeng - 2014

Motivated by optimal trade execution, this paper studies the temporal evolution of the shape of a limit order book over a time horizon that is large compared with the length of time between order book events, with the aim of approximating the transient distribution of the shape. Relying on the...

Persistent link: https://www.econbiz.de/10013043561

Rule-based trading on an order-driven exchange : a reassessment

Isaac, Alan Glen; Ramaswamy, Vasudeva - In: Quantitative finance 23 (2023) 12, pp. 1871-1886

Persistent link: https://www.econbiz.de/10014452482

Message traffic and short-term illiquidity in high-speed markets

Abad Díaz, David; Perelló, Magdalena Massot; Nawn, … - 2025

Persistent link: https://www.econbiz.de/10015329701

Inferring trade directions in fast markets

Jurkatis, Simon - In: Journal of financial markets 58 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013254020

Stock splits and stock returns for Nasdaq stocks : the effects of investor trading and bid-ask spreads on ex-date returns

Grinblatt, Mark; Keim, Donald B. - In: Security market imperfections in worldwide equity markets, (pp. 276-293). 2000

Persistent link: https://www.econbiz.de/10001506426

The curious case of changes in trading dynamics : when firms switch from NYSE to NASDAQ

Dang, Viet Anh; Michayluk, David; Pham, Thu Phuong - In: Journal of financial markets 41 (2018), pp. 17-35

Persistent link: https://www.econbiz.de/10012001766

Closing auctions : Nasdaq versus NYSE

Jegadeesh, Narasimhan; Wu, Yanbin - In: Journal of financial economics 143 (2022) 3, pp. 1120-1139

Persistent link: https://www.econbiz.de/10013402150

The relationship between listing requirements and market quality : an examination using NASDAQ's tiered market structure

Broom, Kevin D.; Turner, Jason - In: International journal of financial research 7 (2016) 5, pp. 203-220

Persistent link: https://www.econbiz.de/10011579905

On market maker functions

Hanson, Robin - In: The journal of prediction markets 3 (2009) 1, pp. 61-63

Persistent link: https://www.econbiz.de/10003840888

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