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isPartOf:"Economic perspectives"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
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Search: subject_exact:"Elektronischer Börsenhandel"
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Electronic trading
36
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high-frequency trading
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Aldrich, Eric M.
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Economic perspectives
Journal of empirical finance
Management science : journal of the Institute for Operations Research and the Management Sciences
The financial review : the official publication of the Eastern Finance Association
The journal of trading
41
Journal of financial markets
38
Journal of financial economics
32
The journal of futures markets
30
Journal of banking & finance
25
The review of financial studies
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Wiley trading series
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
36
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1
Tick size, competition for liquidity provision, and price discovery : evidence from the u.s. treasury market
Fleming, Michael J.
;
Nguyen, Giang H.
;
Ruela, Francisco
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 332-354
Persistent link: https://www.econbiz.de/10014470002
Saved in:
2
US cross-listing and domestic high-frequency trading : evidence from Canadian stocks
Dodd, Olga
;
Frijns, Bart
;
Indriawan, Ivan
;
Pascual, Roberto
- In:
Journal of empirical finance
72
(
2023
),
pp. 301-320
Persistent link: https://www.econbiz.de/10014476858
Saved in:
3
High-frequency trading strategies
Goldstein, Michael A.
;
Kwan, Amy
;
Philip, Richard
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4413-4434
Persistent link: https://www.econbiz.de/10014339256
Saved in:
4
Effect of high-frequency trading on mutual fund performance
Qin, Nan
;
Singal, Vijay
- In:
The financial review : the official publication of the …
58
(
2023
)
2
,
pp. 369-394
Persistent link: https://www.econbiz.de/10014305803
Saved in:
5
Asymmetric effects of the limit order book on price dynamics
Cenesizoglu, Tolga
;
Dionne, Georges
;
Zhou, Xiaozhou
- In:
Journal of empirical finance
65
(
2022
),
pp. 77-98
Persistent link: https://www.econbiz.de/10013286401
Saved in:
6
Do high-frequency traders anticipate buying and selling pressure?
Hirschey, Nicholas
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3321-3345
Persistent link: https://www.econbiz.de/10012606893
Saved in:
7
Central counterparty exposure in stressed markets
Huang, Wenqian
;
Menkveld, Albert J.
;
Yu, Shihao
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3596-3617
Persistent link: https://www.econbiz.de/10012606958
Saved in:
8
Price improvement and execution risk in lit and dark markets
Brolley, Michael
- In:
Management science : journal of the Institute for …
66
(
2020
)
2
,
pp. 863-886
Persistent link: https://www.econbiz.de/10012213246
Saved in:
9
High-frequency trading and institutional trading costs
Chen, Marie
;
Garriott, Corey
- In:
Journal of empirical finance
56
(
2020
),
pp. 74-93
Persistent link: https://www.econbiz.de/10012430411
Saved in:
10
Relative spread and price discovery
Aldrich, Eric M.
;
Lee, Seung
- In:
Journal of empirical finance
48
(
2018
),
pp. 81-98
Persistent link: https://www.econbiz.de/10012109271
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