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The effect of limit order book information on investors with different risk attitudes
Wang, Ya-hui; Lai, Chien-Chih - In: The international journal of business and finance … 9 (2015) 1, pp. 113-120
Persistent link: https://www.econbiz.de/10010515350
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The role of pre-existing liquidity in determining pricing efficiency and liquidity gains following the introduction of SETSmm
Chelley-Steeley, Patricia L. - In: European financial management : the journal of the … 21 (2015) 2, pp. 360-376
Persistent link: https://www.econbiz.de/10010516667
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Liquidity dynamics in an electronic open limit order book : an event study approach
Gomber, Peter; Schweickert, Uwe; Theissen, Erik - In: European financial management : the journal of the … 21 (2015) 1, pp. 52-78
Persistent link: https://www.econbiz.de/10010516705
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Fact or friction : jumps at ultra high frequency
Christensen, Kimberly; Oomen, Roel C. A.; Podolskij, Mark - In: Journal of financial economics 114 (2014) 3, pp. 576-599
Persistent link: https://www.econbiz.de/10010532687
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Variation of wrong-way risk management and its impact on security price changes
Adachi, Tetsuya; Uchida, Yoshihiko - 2015
Persistent link: https://www.econbiz.de/10011375975
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The effects of a financial transaction tax in an artificial financial market
Fricke, Daniel; Lux, Thomas - In: Journal of economic interaction and coordination : JEIC 10 (2015) 1, pp. 119-150
Persistent link: https://www.econbiz.de/10011378750
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Share price formation, market exuberance and financial stability under alternative accounting regimes
Biondi, Yuri; Giannoccolo, Pierpaolo - In: Journal of economic interaction and coordination : JEIC 10 (2015) 2, pp. 333-362
Persistent link: https://www.econbiz.de/10011378869
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Optimal trade execution and price manipulation in order books with time-varying liquidity
Fruth, Antje; Schöneborn, Torsten; Urusov, Mikhail - In: Mathematical finance : an international journal of … 24 (2014) 4, pp. 651-695
Persistent link: https://www.econbiz.de/10011308175
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High-frequency quoting, trading, and the efficiency of prices
Conrad, Jennifer S.; Wahal, Sunil; Xiang, Jin - In: Journal of financial economics 116 (2015) 2, pp. 271-291
Persistent link: https://www.econbiz.de/10011348502
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High frequency market microstructure
O'Hara, Maureen - In: Journal of financial economics 116 (2015) 2, pp. 267-270
Persistent link: https://www.econbiz.de/10011348519