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Aitken, Michael J.
Budish, Eric B.
Cartea, Álvaro
11
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9
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8
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1
Algorithmic trading and market quality : international evidence of the impact of errors in colocation dates
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014463062
Saved in:
2
Market fairness : the poor country cousin of market efficiency
Aitken, Michael J.
;
Aspris, Angelo
;
Foley, Sean
; …
- In:
Journal of business ethics : JOBE
147
(
2018
)
1
,
pp. 5-23
Persistent link: https://www.econbiz.de/10011795487
Saved in:
3
Trade size, high-frequency trading, and colocation around the world
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
The European journal of finance
23
(
2017
)
7/9
,
pp. 781-801
Persistent link: https://www.econbiz.de/10011740206
Saved in:
4
A PIN per day shows what news convey : the intraday probability of informed trading
Pöppe, Thomas
;
Aitken, Michael J.
;
Schiereck, Dirk
; …
- In:
Review of quantitative finance and accounting
47
(
2016
)
4
,
pp. 1187-1220
Persistent link: https://www.econbiz.de/10011596226
Saved in:
5
High frequency trading and end-of-day price dislocation
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
Journal of banking & finance
59
(
2015
),
pp. 330-349
Persistent link: https://www.econbiz.de/10011544576
Saved in:
6
The high-frequency trading arms race : frequent batch auctions as a market design response
Budish, Eric B.
;
Cramton, Peter C.
;
Shim, John
- In:
The quarterly journal of economics
130
(
2015
)
4
,
pp. 1547-1621
Persistent link: https://www.econbiz.de/10011457858
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