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Three essays in financial econ...
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61
Public information arrival : price discovery and liquidity in electronic limit order markets
Riordan, Ryan
;
Storkenmaier, Andreas
;
Wagener, Martin
; …
- In:
Journal of banking & finance
37
(
2013
)
4
,
pp. 1148-1159
Persistent link: https://www.econbiz.de/10009716239
Saved in:
62
Liquidity commonality beyond best prices : Indian evidence
Tripathi, Abhinava
;
Vipul
;
Dixit, Alok
- In:
The journal of asset management
21
(
2020
)
4
,
pp. 355-373
Persistent link: https://www.econbiz.de/10012292805
Saved in:
63
Adverse selection and liquidity: from
theory
to practice
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494209
Saved in:
64
Trading performance and market efficiency : evidence from algorithmic trading
Syamala, Sudhakara Reddy
;
Wadhwa, Kavita
- In:
Research in international business and finance
54
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012581356
Saved in:
65
Algorithmic trading, liquidity, and price discovery : an intraday analysis of the SPI 200 futures
Viljoen, Tina
;
Westerholm, P. Joakim
;
Zheng, Hui
- In:
The financial review : the official publication of the …
49
(
2014
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10010363593
Saved in:
66
Trading in crowded markets
Gorban, Stepan
;
Obižaeva, Anna
;
Wang, Yajun
-
2020
Persistent link: https://www.econbiz.de/10012494244
Saved in:
67
Removing the trade size constraint? : evidence from the Italian market design
Gozluklu, Arie E.
;
Perotti, Pietro
;
Rindi, Barbara
; …
-
2013
-
This version: September, 2013
Persistent link: https://www.econbiz.de/10011817718
Saved in:
68
Estimating probability of informed trading on the Bucharest stock exchange
Cepoi, Cosmin Octavian
;
Toma, Filip Mihai
- In:
Finance a úvěr
66
(
2016
)
2
,
pp. 140-160
Persistent link: https://www.econbiz.de/10011618713
Saved in:
69
Liquidity in high resolution in limit order markets
Pani, Sudhanshu
- In:
International Journal of Financial Markets and …
8
(
2021
)
1
,
pp. 23-49
Persistent link: https://www.econbiz.de/10012510329
Saved in:
70
Optimal market access pricing
Riccó, Roberto
;
Rindi, Barbara
;
Seppi, Duane J.
-
2021
-
This version: February 3rd, 2021
Persistent link: https://www.econbiz.de/10012495229
Saved in:
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