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Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001455779
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Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001455818
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Trading costs on US exchanges : an empirical examination
Greene, Jason Thomas - 1996
Persistent link: https://www.econbiz.de/10001421297
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Order flow composition and trading costs in a dynamic limit order market
Foucault, Thierry - In: Journal of financial markets 2 (1999) 2, pp. 99-134
Persistent link: https://www.econbiz.de/10001426676
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Endogenous informed trading in the presence of trading costs : theory and evidence
Cho, Jin-wan; Shin, Jhinyoung; Singh, Rajdeep - In: Journal of financial markets 2 (1999) 3, pp. 273-305
Persistent link: https://www.econbiz.de/10001426699
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Market design, trading behavior and price discovery - an experimental stock market model
Gerke, Wolfgang; Bienert, Horst - In: Empirical research on the German capital market : with …, (pp. 3-25). 1999
Persistent link: https://www.econbiz.de/10001427606
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The impact of limit order executions on trading costs in NYSE stocks
Greene, Jason Thomas - In: Trading costs on US exchanges : an empirical examination, (pp. 23-69). 1996
Persistent link: https://www.econbiz.de/10001433304
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Erwerb eigener Aktien als Instrument zur Abwehr feindlicher Übernahmen : eine modelltheoretische Analyse
Klug, Michael - 2001
Persistent link: https://www.econbiz.de/10001535634
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Market microstructure models and the Markov property
Amaro de Matos, João; Fernandes, Marcelo - 2000
Persistent link: https://www.econbiz.de/10001541064
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The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc; Giot, Pierre - In: Annales d'économie et de statistique (2000), pp. 117-149
Persistent link: https://www.econbiz.de/10001543399