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Search: subject_exact:"Electronic securities trading"
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Welt
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Electronic trading
38
Elektronisches Handelssystem
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Journal of financial markets
Journal of financial economics
12
Computational economics
11
The journal of trading
11
BIS quarterly review : international banking and financial market developments
9
Quantitative finance
9
Research in international business and finance
9
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Financial market structure and dynamics : proceedings of a conference held by the Bank of Canada, November 2001
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International journal of theoretical and applied finance
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ECONIS (ZBW)
13
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1
Liquid speed : a micro-burst fee for low-latency exchanges
Brolley, Michael
;
Zoican, Marius
- In:
Journal of financial markets
64
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014466067
Saved in:
2
When is the order-to-trade ratio fee effective?
Aggarwal, Nidhi
;
Panchapagesan, Venkatesh
;
Thomas, Susan
- In:
Journal of financial markets
62
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014226688
Saved in:
3
Inferring trade directions in fast markets
Jurkatis, Simon Willi
- In:
Journal of financial markets
58
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013254020
Saved in:
4
Intraday time series momentum : global evidence and links to market characteristics
Li, Zeming
;
Sakkas, Athanasios
;
Urquhart, Andrew
- In:
Journal of financial markets
57
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013188695
Saved in:
5
Fast and slow informed trading
Roşu, Ioanid
- In:
Journal of financial markets
43
(
2019
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012316293
Saved in:
6
Make-take decisions under high-frequency trading competition
Bernales, Alejandro
- In:
Journal of financial markets
45
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012317442
Saved in:
7
A state-space modeling of the information content of trading volume
Rzayev, Khaladdin
;
Ibikunle, Gbenga
- In:
Journal of financial markets
46
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012317879
Saved in:
8
Effects of lit and dark market fragmentation on liquidity
Gresse, Carole
- In:
Journal of financial markets
35
(
2017
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011820138
Saved in:
9
Multiple markets, algorithmic trading, and market liquidity
Upson, James
;
Van Ness, Robert A.
- In:
Journal of financial markets
32
(
2017
),
pp. 49-68
Persistent link: https://www.econbiz.de/10011814965
Saved in:
10
Latency, liquidity and price discovery
Riordan, Ryan
;
Storkenmaier, Andreas
- In:
Journal of financial markets
15
(
2012
)
4
,
pp. 416-437
Persistent link: https://www.econbiz.de/10009655268
Saved in:
11
Speed, distance, and electronic trading : new evidence on why location matters
Garvey, Ryan
;
Wu, Fei
- In:
Journal of financial markets
13
(
2010
)
4
,
pp. 367-396
Persistent link: https://www.econbiz.de/10009262104
Saved in:
12
Measuring the resiliency of an electronic limit order book
Large, Jeremy
- In:
Journal of financial markets
10
(
2007
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10003412607
Saved in:
13
Should securities markets be transparent?
Madhavan, Ananth Narayan
;
Porter, David
;
Weaver, Daniel G.
- In:
Journal of financial markets
8
(
2005
)
3
,
pp. 265-287
Persistent link: https://www.econbiz.de/10003040007
Saved in:
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