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A state-space modeling of the information content of trading volume

Rzayev, Khaladdin; Ibikunle, Gbenga - In: Journal of financial markets 46 (2019), pp. 1-19

Persistent link: https://www.econbiz.de/10012317879

The impact of financial transaction taxes on stock markets : short-run effects, long-run effects, and migration

Eichfelder, Sebastian; Lau, Mona; Noth, Felix - 2018 - Version: July 2018

We investigate the impact of the French 2012 financial transaction tax on trading volumes and volatility. We extend empirical research by analyzing announcement and short-run treatment effects, migration effects, and long-run volatility measures. We find a strong short-run impact on trading...

Persistent link: https://www.econbiz.de/10011901196

The impact of financial transaction taxes on stock markets : short-run effects, long-run effects, and reallocation of trading activity

Eichfelder, Sebastian; Noack, Mona; Noth, Felix - In: National tax journal 75 (2022) 3, pp. 539-569

Persistent link: https://www.econbiz.de/10013367539

High-frequency trading and market quality : evidence from account-level futures data

Coughlan, John; Orlov, Alexei G. - In: The journal of futures markets 43 (2023) 8, pp. 1126-1160

Persistent link: https://www.econbiz.de/10014339377

Algorithmic trading and market quality : evidence from the Taiwan index futures market

Chang, Ya-Kai; Chou, Robin K. - In: The journal of futures markets 42 (2022) 10, pp. 1837-1855

Persistent link: https://www.econbiz.de/10013465825

Competition between equity markets : a review of the consolidation versus fragmentation debate

Gomber, Peter; Sagade, Satchit; Theissen, Erik; Weber, … - 2016

of all investors. Fragmentation of the marketplace can be seen as a direct outcome of this heterogeneity. In this article … fragmentation, the resulting implications for liquidity and price efficiency, and the role for public policy. Beyond the concerns …

Persistent link: https://www.econbiz.de/10012061046

Competition between equity markets : a review of the consolidation versus fragmentation debate

Gomber, Peter; Sagade, Satchit; Theißen, Erika; Weber, … - In: Journal of economic surveys 31 (2017) 3, pp. 792-814

Persistent link: https://www.econbiz.de/10011757885

The relationship between listing requirements and market quality : an examination using NASDAQ's tiered market structure

Broom, Kevin D.; Turner, Jason - In: International journal of financial research 7 (2016) 5, pp. 203-220

Persistent link: https://www.econbiz.de/10011579905

Is competition beneficial? : the case of exchange traded funds

Kharma, Céline; Delalay, Sylvain - In: Essays on exchange traded funds, market quality and …, (pp. 1-35). 2018

The first paper is co-authored with Sylvain Delalay. We examine the impact of competition between ETFs on measures of market quality of the funds. The surge in new ETF creation has for consequence that groups of competing ETFs are increasingly crowded, and investors can choose from a multitude...

Persistent link: https://www.econbiz.de/10011962532

Trading mechanisms and market quality : limit-order books versus dealership markets

Xing, Xiaochuan; Xue, Yi - In: Economics letters 154 (2017), pp. 35-44

Persistent link: https://www.econbiz.de/10011810715