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End-user order flow and exchange rate dynamics : a dealer's perspective

Reitz, Stefan; Schmidt, Markus A.; Taylor, Mark P. - In: The European journal of finance 17 (2011) 1/2, pp. 153-168

Persistent link: https://www.econbiz.de/10009155453

Commonality in returns, order flows, and liquidity in the Greek stock market

Dunne, Peter G.; Moore, Michael J.; Papavassiliou, … - In: The European journal of finance 17 (2011) 7/8, pp. 577-587

Persistent link: https://www.econbiz.de/10009509845

The role of information arrival for the Australian dollar trading volume and volatility

Kim, Suk-Joong; McKenzie, Michael D.; Di Amy Shi - In: Investment management and financial innovations 11 (2014) 4, pp. 8-24

Persistent link: https://www.econbiz.de/10010514157

Pricing fx forwards in OTC markets - new evidence for the pricing mechanism when faced with counterparty risk

Leonhardt, A.; Rathgeber, Andreas W.; Stadler, Johannes; … - In: Applied economics 47 (2015) 25/27, pp. 2860-2877

Persistent link: https://www.econbiz.de/10010519848

The pricing and efficiency of Australian treasury bond futures

Frino, Alex; He, William Peng; Lepone, Andrew - In: Australasian accounting business and finance journal : AABF 8 (2014) 2, pp. 3-14

Persistent link: https://www.econbiz.de/10010520035

Stock market manipulation on the Hong Kong stock exchange

Gerace, Dionigi; Chew, Charles; Whittaker, Christopher; … - In: Australasian accounting business and finance journal : AABF 8 (2014) 4, pp. 105-140

Persistent link: https://www.econbiz.de/10010520437

Measuring the bid-ask spreads : a note on the potential downward bias of the Thompson-Waller estimator

Otsubo, Yoichi - In: Applied economics letters 22 (2015) 10/12, pp. 808-814

Persistent link: https://www.econbiz.de/10011286079

Liquidity measures and cost of trading in an illiquid market

Armitage, Seth; Brzeszczyński, Janusz; Serdyuk, Anna - In: Journal of emerging market finance 13 (2014) 2, pp. 155-196

Persistent link: https://www.econbiz.de/10011378280

Are market makers uninformed and passive? : signing trades in the absence of quotes

Wel, Michel van der; Menkveld, Albert J.; Sarkar, Asani - 2009

We develop a new likelihood-based approach to sign trades in the absence of quotes. It is equally efficient as existing MCMC methods, but more than 10 times faster. It can deal with the occurrence of multiple trades at the same time, and noisily observed trade times. We apply this method to a...

Persistent link: https://www.econbiz.de/10011378307

Financial intermediation and the role of price discrimination in the foreign exchange market

Reitz, Stefan; Schmidt, Markus A.; Taylor, Mark P. - In: The European journal of finance 21 (2015) 7/9, pp. 629-645

Persistent link: https://www.econbiz.de/10011301207