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Testing the effect of technical analysis on market quality and order book dynamics

Mazza, Paolo; Petitjean, Mikael - In: Applied economics 51 (2019) 18, pp. 1947-1976

Persistent link: https://www.econbiz.de/10012196620

Intraday patterns of liquidity on the Warsaw stock exchange before and after the outbreak of the COVID-19 pandemic

Kubiczek, Jakub; Tuszkiewicz, Marcin - In: International Journal of Financial Studies : open … 10 (2022) 1, pp. 1-16

. However, the liquidity of stock on the market is its essential characteristic. The inflow of information in highly liquid … stock markets, including their liquidity. The impact of the pandemic is so multidimensional that there are still areas that … need to be investigated. One of them is the intraday liquidity patterns on the stock markets. Therefore, the present paper …

Persistent link: https://www.econbiz.de/10013040935

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

The provision of liquidity by high-frequency participants

Jarnecic, Elvis; Snape, Mark - In: The financial review : the official publication of the … 49 (2014) 2, pp. 371-394

Persistent link: https://www.econbiz.de/10010363575

The impact of trading halts on liquidity and price volatility : evidence from the Australian stock exchange

Frino, Alex; Lecce, Steven; Segara, Reuben - In: Pacific-Basin finance journal 19 (2011) 3, pp. 298-307

Persistent link: https://www.econbiz.de/10009271683

Impact of the change in Tick size on transaction costs and liquidity : an empirical investigation of the Taiwan Stock Exchange

Kuo, Su-wen; Huang, Chin-sheng; Chen, Chia-cheng - In: Asia-Pacific journal of financial studies 39 (2010) 4, pp. 524-551

Persistent link: https://www.econbiz.de/10009231515

Order flow and liquidity around NYSE trading halts

Corwin, Shane Anthony (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001572460

The Impact of Closing Call Auction on Liquidity and Price Discovery Process : An Analysis on the Stock Exchange of Hong Kong

Chan, Ka Nok - 2011

In 2008 The Hong Kong stock exchange introduced a closing call auction, which was subsequently removed in March 2009 after instances of market manipulation1. This paper examines the impact of the introduction and suspension of the closing call auction on market quality. Our empirical analysis...

Persistent link: https://www.econbiz.de/10013121582

The Impact of Trading Halts on Liquidity and Price Volatility : Evidence From the Australian Stock Exchange

Frino, Alex - 2020

This study examines market behaviour around trading halts associated with information releases on the Australian Stock Exchange, which operates an open electronic limit order book. Using the Lee, Ready and Seguin (1994) pseudo-halt methodology, we find trading halts increase both volume and...

Persistent link: https://www.econbiz.de/10012835133

Oversight Failure in Securities Markets

Yadav, Yesha - 2020

According to statute, securities exchanges play an essential role in ensuring compliance with applicable laws and industry standards. Long imagined as unique in their institutional capacity to bring traders together, collect information and exclude problem participants from the marketplace,...

Persistent link: https://www.econbiz.de/10012855620