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~person:"Andersen, Torben"
~person:"Degryse, Hans"
~person:"Domowitz, Ian"
~person:"Dungey, Mardi H."
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Electronic trading
17
Elektronisches Handelssystem
17
Securities trading
10
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5
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Transaction costs
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Andersen, Torben
Degryse, Hans
Domowitz, Ian
Dungey, Mardi H.
Cartea, Álvaro
15
Jaimungal, Sebastian
11
Frino, Alex
10
Theissen, Erik
10
Van Ness, Robert A.
10
Van Vliet, Benjamin
10
Hendershott, Terrence
9
Ibikunle, Gbenga
9
O'Hara, Maureen
9
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8
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8
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8
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7
Menkveld, Albert J.
7
Tse, Yiuman
7
Van Ness, Bonnie F.
7
Abergel, Frédéric
6
Cohen, Gil
6
Foucault, Thierry
6
Guéant, Olivier
6
Manahov, Viktor
6
Schiereck, Dirk
6
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5
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5
Kalev, Petko S.
5
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4
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Cooper, Rick
4
Donnelly, Ryan
4
Easley, David
4
Frijns, Bart
4
Goldstein, Michael A.
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Journal of financial markets
2
The journal of trading
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Brookings-Wharton papers on financial services
1
Competition and regulation in network industries : CRNI
1
Econometric theory
1
Financial market structure and dynamics : proceedings of a conference held by the Bank of Canada, November 2001
1
Journal of emerging market finance
1
Journal of empirical finance
1
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1
Journal of financial economics
1
Journal of financial services research : JFSR
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Regional growth and sustainable development in Asia
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The journal of futures markets
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ECONIS (ZBW)
17
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17
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1
A descriptive study of high-frequency trade and quote option data
Andersen, Torben
;
Archakov, Ilya
;
Grund, Leon
;
Hautsch, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 128-177
Persistent link: https://www.econbiz.de/10012504324
Saved in:
2
High-frequency characterisation of Indian banking stocks
Abu Sayeed, Mohammad
;
Dungey, Mardi H.
;
Yao, Wenying
- In:
Journal of emerging market finance
17
(
2018
),
pp. 213-238
Persistent link: https://www.econbiz.de/10011925530
Saved in:
3
Learning about the role of market micro-structure from high-frequency data on Asian banks
Chowdhury, Biplob
;
Dungey, Mardi H.
;
Jeyasreedharan, …
- In:
Regional growth and sustainable development in Asia
,
(pp. 151-180)
.
2017
Persistent link: https://www.econbiz.de/10011659220
Saved in:
4
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
5
VPIN and the flash crash
Andersen, Torben
;
Bondarenko, Oleg
;
O'Hara, Maureen
- In:
Journal of financial markets
17
(
2014
),
pp. 1-46
Persistent link: https://www.econbiz.de/10010436257
Saved in:
6
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Econometric theory
30
(
2014
)
1
,
pp. 3-59
Persistent link: https://www.econbiz.de/10010399788
Saved in:
7
Alternative trading systems in Europe : trading performance by European venues post-MiFID ; 2010 update
Brandes, Yossi
;
Domowitz, Ian
- In:
The journal of trading
6
(
2011
)
2
,
pp. 14-21
Persistent link: https://www.econbiz.de/10009008505
Saved in:
8
Alternative trading systems in Europe : trading performance by European venues post-MiFID
Brandes, Yossi
;
Domowitz, Ian
- In:
The journal of trading
5
(
2010
)
3
,
pp. 17-30
Persistent link: https://www.econbiz.de/10003992720
Saved in:
9
After-hours trading in equity futures markets
Dungey, Mardi H.
;
Fakhrutdinova, Luba
;
Goodhart, …
- In:
The journal of futures markets
29
(
2009
)
2
,
pp. 114-136
Persistent link: https://www.econbiz.de/10003831059
Saved in:
10
Dynamic order submission strategies with competition between a dealer market and a crossing network
Degryse, Hans
;
Van Achter, Mark
;
Wuyts, Gunther
- In:
Journal of financial economics
91
(
2009
)
3
,
pp. 319-338
Persistent link: https://www.econbiz.de/10003833631
Saved in:
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