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364
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331
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317
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1
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10
of
639,004
Sort
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date (oldest first)
1
Are market makers uninformed and passive? : signing trades in the absence of quotes
Wel, Michel van der
;
Menkveld, Albert J.
;
Sarkar, Asani
-
2009
the role of the market maker. Most
theory
characterizes him as an uninformed passive liquidity supplier. Our results …
Persistent link: https://www.econbiz.de/10011378307
Saved in:
2
The price impact of order book events
Cont, Rama
;
Kukanov, Arseniy
;
Stoikov, Sasha
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 47-88
Persistent link: https://www.econbiz.de/10010233613
Saved in:
3
Capturing order book dynamics in the Interbank EUR/PLN spot market
Bien´-Barkowska, Katarzyna
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
)
1
,
pp. 93-117
Persistent link: https://www.econbiz.de/10010402597
Saved in:
4
Market fragmentation of securities market : traditional exchanges versus alternate trading venues
Kohli, Rasmeet
- In:
Macroeconomics and finance in emerging market economies
7
(
2014
)
2
,
pp. 303-314
Persistent link: https://www.econbiz.de/10010436252
Saved in:
5
Patience vs. impatience of traders : formation of the value-at-price distribution through competition for liquidity
Lerner, Peter
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403193
Saved in:
6
Uncertain execution in order-driven markets
Sánchez-Betancourt, Leandro
-
2021
Persistent link: https://www.econbiz.de/10012939003
Saved in:
7
Liquidity in high resolution in limit order markets
Pani, Sudhanshu
- In:
International Journal of Financial Markets and …
8
(
2021
)
1
,
pp. 23-49
Persistent link: https://www.econbiz.de/10012510329
Saved in:
8
A simple microstructural explanation of the concavity of price impact
Nadtochiy, Sergey
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 78-113
Persistent link: https://www.econbiz.de/10012815948
Saved in:
9
Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494216
Saved in:
10
Invariance in buy-sell switching points
Bae, Kyoung-hun
;
Bondarenko, Oleg
;
Lee, Eun Jung
; …
-
2020
Persistent link: https://www.econbiz.de/10012494223
Saved in:
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