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~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The journal of futures markets"
~subject:"Bid-ask spread"
~subject:"Theory"
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Bid-ask spread
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Electronic trading
49
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Daigler, Robert T.
2
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Stenfors, Alexis
2
Susai, Masayuki
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1
Aitken, Michael J.
1
Anselmo, Peter C.
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Journal of international financial markets, institutions & money
The journal of futures markets
Journal of financial markets
15
Journal of financial economics
14
The journal of trading
12
Computational economics
11
Market microstructure and liquidity
10
Quantitative finance
9
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5
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4
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Financial innovation : FIN
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Financial market structure and dynamics : proceedings of a conference held by the Bank of Canada, November 2001
3
International journal of theoretical and applied finance
3
International review of financial analysis
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3
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3
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3
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
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1
Spoofing and pinging in foreign exchange markets
Stenfors, Alexis
;
Susai, Masayuki
- In:
Journal of international financial markets, …
70
(
2021
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012668408
Saved in:
2
Liquidity withdrawal in the FX spot market : a cross-country study using high-frequency data
Stenfors, Alexis
;
Susai, Masayuki
- In:
Journal of international financial markets, …
59
(
2019
),
pp. 36-57
Persistent link: https://www.econbiz.de/10012127871
Saved in:
3
Depth characteristics for the electronic futures limit order book
Aidov, Alexandre
;
Daigler, Robert T.
- In:
The journal of futures markets
35
(
2015
)
6
,
pp. 542-560
Persistent link: https://www.econbiz.de/10011405409
Saved in:
4
Does high frequency trading affect technical analysis and market efficiency? : and if so, how?
Manahov, Viktor
;
Hudson, Robert
;
Ge̜bka, Bartosz
- In:
Journal of international financial markets, …
28
(
2014
),
pp. 131-157
Persistent link: https://www.econbiz.de/10010411573
Saved in:
5
The electronic trading systems and bid-ask spreads in the foreign exchange market
Ding, Liang
;
Hiltrop, Jonas
- In:
Journal of international financial markets, …
20
(
2010
)
4
,
pp. 323-345
Persistent link: https://www.econbiz.de/10009260256
Saved in:
6
The information content of an open limit-order book
Cao, Charles Q.
;
Hansch, Oliver
;
Wang, Xiaoxin
- In:
The journal of futures markets
29
(
2009
)
1
,
pp. 16-41
Persistent link: https://www.econbiz.de/10003826609
Saved in:
7
An examination of the complementary volume-volatility information theories
Chen, Zhiyao
;
Daigler, Robert T.
- In:
The journal of futures markets
28
(
2008
)
10
,
pp. 963-992
Persistent link: https://www.econbiz.de/10003769899
Saved in:
8
How electronic trading affects bid-ask spreads and arbitrage efficiency between index futures and options
Cheng, Kevin H. K.
;
Fung, Joseph K. W.
;
Tse, Yiuman
- In:
The journal of futures markets
25
(
2005
)
4
,
pp. 375-398
Persistent link: https://www.econbiz.de/10002647868
Saved in:
9
Cournot model of brokered FX trading
Ulibarrí, Carlos A.
;
Anselmo, Peter C.
;
Trabatti, Mauro X.
- In:
Journal of international financial markets, …
15
(
2005
)
5
,
pp. 425-436
Persistent link: https://www.econbiz.de/10003270622
Saved in:
10
The impact of electronic trading on bid-ask spreads : evidence from futures markets in Hong Kong, London, and Sydney
Aitken, Michael J.
;
Frino, Alex
;
Hill, Amelia M.
; …
- In:
The journal of futures markets
24
(
2004
)
7
,
pp. 675-696
Persistent link: https://www.econbiz.de/10002108815
Saved in:
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