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Does herding behavior matter in investment management and perceived market efficiency? : evidence from an emerging market

Ahmad, Maqsood; Wu, Qiang - In: Management decision 60 (2022) 8, pp. 2148-2173

Persistent link: https://www.econbiz.de/10013350340

Informed traders' arrival in foreign exchange markets : does geography matter?

Gençay, Ramazan; Gradojevic, Nikola; Olsen, Richard; … - In: Empirical economics : a journal of the Institute for … 49 (2015) 4, pp. 1431-1462

Persistent link: https://www.econbiz.de/10011377058

Fat-finger trade and market quality : the first evidence from China

Gao, Ming; Liu, Yu-jane; Wu, Weili - In: The journal of futures markets 36 (2016) 10, pp. 1014-1025

Persistent link: https://www.econbiz.de/10011568867

Fat-Finger Trade and Market Quality : The First Evidence from China

Gao, Ming - 2019

More trading is algorithmic or computer generated, and in markets where it is allowed, high frequency. However, what happens when there is an algorithmic trading error? This study attempts to answer that question by examining the August 16, 2013, fat‐finger trade in Chinese equity and equity...

Persistent link: https://www.econbiz.de/10012863767

Hidden liquidity, market quality, and order submission strategies

Lee, Albert J.; Chung, Kee H. - In: Journal of financial markets 61 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013540481

Thin trading and its impact upon herding : the case of Israel

Andronikidi, Aikaterini; Kallinterakis, Vasileios - In: Applied economics letters 17 (2010) 16/18, pp. 1805-1810

Persistent link: https://www.econbiz.de/10009232140

The impact of information risk and market stress on institutional trading : new evidence through the lens of a simulated herd model ; conference paper

Boortz, Christopher K.; Jurkatis, Simon; Kremer, Stephanie - 2013

This paper sheds new light on the impact of information risk and market stress on herding of institutional traders from … herding intensity should increase with information risk. Market stress should affect herding asymmetrically: while there is … more sell herding when the market becomes more pessimistic and more uncertain, buy herding intensity should decrease. We …

Persistent link: https://www.econbiz.de/10010343757

Essays in applied panel data econometrics

Kremer, Stephanie - 2011

Persistent link: https://www.econbiz.de/10009503994

Tick size, competition for liquidity provision, and price discovery : evidence from the u.s. treasury market

Fleming, Michael J.; Nguyen, Giang H.; Ruela, Francisco - In: Management science : journal of the Institute for … 70 (2024) 1, pp. 332-354

Persistent link: https://www.econbiz.de/10014470002

Does anonymity matter in electronic limit order markets?

Foucault, Thierry; Moinas, Sophie; Theissen, Erik - 2004 - This Draft: May, 2004

We develop a model of limit order trading in which some traders have better information on future price volatility. As limit orders have option-like features, this information is valuable for limit order traders. We solve for informed and uninformed limit order traders' bidding strategies in...

Persistent link: https://www.econbiz.de/10010361995