Search Results - subject:"Pre‐trade transparency"

Microstructure-based manipulation : strategic behavior and performance of spoofing traders

Lee, Eun Jung; Eom, Kyong Shik; Park, Kyung Suh - In: Journal of financial markets 16 (2013) 2, pp. 227-252

Persistent link: https://www.econbiz.de/10009750789

What pieces of limit order book information are informative ?

PASCUAL, Roberto; VEREDAS, David - Center for Operations Research and Econometrics (CORE), … - 2004

providers (limit-order traders) benefit more from an increased degree of pre-trade transparency than liquidity consumers (market …

Persistent link: https://www.econbiz.de/10005008201

Order aggressiveness, pre-trade transparency, and long memory in an order-driven market

Yamamoto, Ryuichi - In: Journal of Economic Dynamics and Control 35 (2011) 11, pp. 1938-1963

limit prices. The first market structure resembles certain actual stock exchanges in the level of pre-trade transparency … Exchanges and Clearing. We demonstrate that our long memory results are robust with different levels of pre-trade transparency …

Persistent link: https://www.econbiz.de/10010573987

Does Information Content Necessarily Increase with Greater Pre-Trade Transparency?

Lin, Yaling; Ma, Tai; Chen, Hsiu-Kuei - In: Review of Pacific Basin Financial Markets and Policies … 11 (2008) 04, pp. 531-554

This study examines the impact of increasing pre-trade transparency using intraday data from the Taiwanese stock market …

Persistent link: https://www.econbiz.de/10005047228

The Investment Services Directive ‐ Routemap or obstacle course?

Knight, Angela - In: Journal of Financial Regulation and Compliance 11 (2003) 3, pp. 219-224

The EU’s Financial Services Action Plan (FSAP) which seeks to harmonise financial services across Europe has the potential to bring great benefits to the investment community ‐ particularly the UK which already has a wealth of expertise. But in order for it to succeed the rule makers need to...

Persistent link: https://www.econbiz.de/10014869945