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Does the introduction of market maker improve market quality? : evidence from China's Sci-Tech innovation board

Li, Jianhua; Xu, Jianxiang - In: Finance research letters 55 (2023) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10014473289

US cross-listing and domestic high-frequency trading : evidence from Canadian stocks

Dodd, Olga; Frijns, Bart; Indriawan, Ivan; Pascual, Roberto - In: Journal of empirical finance 72 (2023), pp. 301-320

Persistent link: https://www.econbiz.de/10014476858

High-frequency stock return prediction using state-of-the-art deep learning models

Chen, Sichong - In: International journal of financial engineering 10 (2023) 3, pp. 1-19

Persistent link: https://www.econbiz.de/10014444662

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

Identification of high-frequency trading : a machine learning approach

Goudarzi, Mostafa; Bazzana, Flavio - In: Research in international business and finance 66 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014463132

High-frequency traders' evolving role as market makers

Banerjee, Anirban; Roy, Prince - In: Pacific-Basin finance journal 82 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014463519

Algorithmic trading : intraday profitability and trading behavior

Arumugam, Devika - In: Economic modelling 128 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014464406

The market quality effects of sub-second frequent batch auctions : evidence from dark trading restrictions

Zhang, Zeyu; Ibikunle, Gbenga - In: International review of financial analysis 89 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014465106

Selection-Neglect in the NFT Bubble

Huang, Dong; Goetzmann, William N. - National Bureau of Economic Research - 2023

Using transaction data from a large non-fungible token (NFT) trading platform, this paper examines how the behavioral bias of selection-neglect interacts with extrapolative beliefs, accelerating the boom and delaying the crash in the recent NFT bubble. We show that the price-volume relationship...

Persistent link: https://www.econbiz.de/10014322885

Algorithmic trading and block ownership initiation : an information perspective

Zheng, Jiayi; Zhu, Yushu - In: The British accounting review : the journal of the … 55 (2023) 4, pp. 1-28

Persistent link: https://www.econbiz.de/10014324911

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