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High-frequency trading in fragmented European equity markets : implications for market quality

Haferkorn, Martin - 2017

Persistent link: https://www.econbiz.de/10011875876

On the market efficiency and liquidity of high-frequency cryptocurrencies in a bull and bear market

Zhang, Yuanyuan; Chan, Stephen; Chu, Jeffrey; Sulieman, Hana - In: Journal of risk and financial management : JRFM 13 (2020) 1/8, pp. 1-14

The market for cryptocurrencies has experienced extremely turbulent conditions in recent times, and we can clearly identify strong bull and bear market phenomena over the past year. In this paper, we utilise algorithms for detecting turnings points to identify both bull and bear phases in...

Persistent link: https://www.econbiz.de/10012173261

Central bank policy announcements and changes in trading behavior : evidence from bond futures high frequency price data

Kamada, Koichiro; Kurosaki, Tetsuo; Miura, Ko; Yamada, … - 2018

Persistent link: https://www.econbiz.de/10013347266

Central bank policy announcements and changes in trading behavior : evidence from bond futures high frequency price data

Kamada, Koichiro; Kurosaki, Tetsuo; Miura, Ko; Yamada, … - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-27

Persistent link: https://www.econbiz.de/10013413462

Feedback trading : a review of theory and empirical evidence

Economou, Fotini; Gavriilidis, Konstantinos; Ge̜bka, … - In: Review of behavioral finance : RBF 15 (2023) 4, pp. 429-476

Persistent link: https://www.econbiz.de/10014340871

Herd on the street : informational inefficiencies in a market with short-term speculation

Froot, Kenneth; Scharfstein, David; Stein, Jeremy C. - 1990

Persistent link: https://www.econbiz.de/10000784929

Why investors use technical analysis? : information discovery versus herding behavior

Wang, Tiandu; Sun, Qian - In: China finance review international 5 (2015) 1, pp. 53-68

Persistent link: https://www.econbiz.de/10011391689

Herd on the Street : Informational Inefficiencies in a Market with Short-Term Speculation

Froot, Kenneth - 2001

informed traders also know. There can be multiple herding equilibria, and herding speculators may even choose to study …

Persistent link: https://www.econbiz.de/10012787681

Herd on the Street : Informational Inefficiencies in a Market with Short-Term Speculation

Froot, Kenneth A. - 1990

informed traders also know. There can be multiple herding equilibria, and herding speculators may even choose to study …

Persistent link: https://www.econbiz.de/10012475787

Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul

Tiniç, Murat; Altay-Salih, Aslihan - In: Applied economics 52 (2020) 13, pp. 1446-1459

Persistent link: https://www.econbiz.de/10012197543