Search Results - subject:"Order Flow"

Hoffmann, Peter; Jank, Stephan - 2024

This paper uses regulatory data to assess the value of retail order flow in the German equity market. To this end, we … volume, for access to retail order flow. The profitability of retail market making is rooted in reduced exposure to adverse …

Persistent link: https://www.econbiz.de/10015051000

Trading volume shares and market quality : pre- and post- zero commissions

Jain, Pankaj K.; Mishra, Suchismita; O'Donoghue, Shawn M.; … - In: Journal of empirical finance 79 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10015179727

What is the value of retail order flow?

Hoffmann, Peter; Jank, Stephan - 2024

Persistent link: https://www.econbiz.de/10015048481

Foreign exchange order flow as a risk factor

Burnside, Craig; Cerrato, Mario; Zhang, Zhekai - 2023

Persistent link: https://www.econbiz.de/10014234202

Order flow-based microstructure analysis of the spot exchange rate in Zambia

Phiri, Sydney Chauwa; Chisha, Keegan; Chipili, Jonathan M. - 2023

Persistent link: https://www.econbiz.de/10014416176

Cross-impact of order flow imbalance in equity markets

Cont, Rama; Cucuringu, Mihai; Zhang, Chao - In: Quantitative finance 23 (2023) 10, pp. 1373-1393

Persistent link: https://www.econbiz.de/10014419165

Foreign investor feedback trading in an emerging financial market

Krohn, Ingomar; Sushko, Vladyslav; Synsatayakul, Witit - 2023 - This version: November 2023

Persistent link: https://www.econbiz.de/10014441290

Order imbalance and commonality : evidence from the options market

Omole, John; Sensoy, Ahmet; Gulay, Guzhan - In: Borsa Istanbul Review 22 (2022) 1, pp. 1-11

Using a market model and principal component analysis, we investigate the existence of common effects in order imbalance in the Borsa Istanbul's option market. Accordingly, we find the presence of commonality in order imbalance for call options and an even more dominant presence in put options....

Persistent link: https://www.econbiz.de/10012817765

Informed trading in dark pools : fair-access dark venue vs. restricted-access dark venues

Nguyen, Nguyet - In: The Quarterly Journal of Finance : QJF 12 (2022) 2, pp. 1-37

Persistent link: https://www.econbiz.de/10013367690

The rise of social sentiment and payment for order flow : new implications for non-fundamental information in financial markets

Russ, David - 2022

Persistent link: https://www.econbiz.de/10013279193