Similar Search Results

Narrow search

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

Price discovery in the U.S. Treasury cash market : on principal trading firms and dealers

Harkrader, James Collin; Puglia, Michael - 2020

Persistent link: https://www.econbiz.de/10012389832

Algorithmic trading efficiency and its impact on market-quality

Dubey, Ritesh Kumar; Babu, A. Sarath; Jha, Rajneesh Ranjan - In: Asia Pacific financial markets 29 (2022) 3, pp. 381-409

Persistent link: https://www.econbiz.de/10013397503

Algorithmic trading and market quality : international evidence of the impact of errors in colocation dates

Aitken, Michael J.; Cumming, Douglas J.; Zhan, Feng - In: Journal of banking & finance 151 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014463062

High frequency market making : the role of speed

Aït-Sahalia, Yacine; Sağlam, Mehmet - In: Journal of econometrics 239 (2024) 2, pp. 1-29

Persistent link: https://www.econbiz.de/10015074464

Effective trade execution

Cesari, Riccardo; Marzo, Massimiliano; Zagaglia, Paolo - 2012 - This version: June 2012

This paper examines the role of algorithmic trading in modern financial markets. Additionally, order types, characteristics, and special features of algorithmic trading are described under the lens provided by the large development of high frequency trading technology. Special order types are...

Persistent link: https://www.econbiz.de/10011731511