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Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
The journal of trading
41
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39
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32
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30
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ECONIS (ZBW)
26
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26
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1
When bigger is better : the impact of a tiny tick size on undercutting behavior
Dyhrberg, Anne Haubo
;
Foley, Sean
;
Svec, Jiri
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
6
,
pp. 2387-2416
Persistent link: https://www.econbiz.de/10014365197
Saved in:
2
Execution risk and arbitrage opportunities in the foreign exchange markets
Itō, Takatoshi
;
Yamada, Kenta
;
Takayasu, Misako
; …
-
2020
Persistent link: https://www.econbiz.de/10012194176
Saved in:
3
Will the market fix the market? : a theory of stock exchange competition and innovation
Budish, Eric B.
;
Lee, Robin S.
;
Shim, John J.
-
2019
Persistent link: https://www.econbiz.de/10012029917
Saved in:
4
On frequent batch auctions for stocks
Jagannathan, Ravi
-
2019
Persistent link: https://www.econbiz.de/10012128869
Saved in:
5
Algorithmic trading and market quality : international evidence
Boehmer, Ekkehart
;
Fong, Kingsley
;
Wu, Juan Julie
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
8
,
pp. 2659-2688
Persistent link: https://www.econbiz.de/10012705188
Saved in:
6
Order-flow segmentation, liquidity, and price discovery : the role of latency delays
Brolley, Michael
;
Cimon, David A.
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
8
,
pp. 2555-2587
Persistent link: https://www.econbiz.de/10012384766
Saved in:
7
How rigged are stock markets? : evidence from microsecond timestamps
Bartlett, Robert P.
;
McCrary, Justin
-
2016
Persistent link: https://www.econbiz.de/10011539769
Saved in:
8
Anticipatory traders and trading speed
Fishe, Raymond P. H.
;
Haynes, Richard
;
Onur, Esen
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 729-758
Persistent link: https://www.econbiz.de/10012138935
Saved in:
9
Risk and return in high-frequency trading
Baron, Matthew
;
Brogaard, Jonathan
;
Hagströmer, Björn
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
3
,
pp. 993-1024
Persistent link: https://www.econbiz.de/10012139381
Saved in:
10
Factor structure in commodity futures return and volatility
Christoffersen, Peter F.
;
Lunde, Asger
;
Olesen, Kasper V.
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
3
,
pp. 1083-1115
Persistent link: https://www.econbiz.de/10012139386
Saved in:
11
High-frequency trading competition
Brogaard, Jonathan
;
Garriott, Corey
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
4
,
pp. 1469-1497
Persistent link: https://www.econbiz.de/10012139910
Saved in:
12
High-frequency quoting : short-term volatility in bids and offers
Hasbrouck, Joel
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
2
,
pp. 613-641
Persistent link: https://www.econbiz.de/10011929491
Saved in:
13
Interactions among high-frequency traders
Benos, Evangelos
;
Brugler, James
;
Hjalmarsson, Erik
; …
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1375-1402
Persistent link: https://www.econbiz.de/10011927918
Saved in:
14
Corporate governance and blockchains
Yermack, David L.
-
2015
Persistent link: https://www.econbiz.de/10011429352
Saved in:
15
High-frequency, algorithmic spillovers between Nasdaq and Forex
Itō, Takatoshi
;
Yamada, Masahiro
-
2015
Persistent link: https://www.econbiz.de/10010532016
Saved in:
16
Principal component analysis of high frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
-
2015
Persistent link: https://www.econbiz.de/10011372555
Saved in:
17
Dark trading at the midpoint : pricing rules, order flow, and high frequency liquidity provision
Bartlett, Robert P.
;
McCrary, Justin
-
2015
Persistent link: https://www.econbiz.de/10011300772
Saved in:
18
Welfare and optimal trading frequency in dynamic double auctions
Du, Songzi
;
Zhu, Haoxiang
-
2014
Persistent link: https://www.econbiz.de/10010431350
Saved in:
19
Have financial markets become more informative?
Bai, Jennie
;
Philippon, Thomas
;
Savov, Alexi
-
2013
Persistent link: https://www.econbiz.de/10010229529
Saved in:
20
High frequency traders : taking advantage of speed
Aït-Sahalia, Yacine
;
Sağlam, Mehmet
-
2013
Persistent link: https://www.econbiz.de/10010200028
Saved in:
21
Free lunch! : arbitrage opportunities in the foreign exchange markets
Itō, Takatoshi
;
Yamada, Kenta
;
Takayasu, Misako
; …
-
2012
Persistent link: https://www.econbiz.de/10009679692
Saved in:
22
Microstructure of the yen/dollar foreign exchange market : patterns of intra-day activity revealed in the electronic broking system
Itō, Takatoshi
;
Hashimoto, Yūko
-
2004
Persistent link: https://www.econbiz.de/10002418695
Saved in:
23
Price dynamics in the regular and E-mini futures markets
Kurov, Alexander
;
Lasser, Dennis J.
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10002103694
Saved in:
24
SOES trading and market volatility
Battalio, Robert H.
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 225-238
Persistent link: https://www.econbiz.de/10001224463
Saved in:
25
A comparison of trade execution costs for NYSE and NASDAQ-listed stocks
Bessembinder, Hendrik
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
3
,
pp. 287-310
Persistent link: https://www.econbiz.de/10001230906
Saved in:
26
Counterfeit-product trade
Grossman, Gene M.
;
Shapiro, Carl
-
1986
Persistent link: https://www.econbiz.de/10000695377
Saved in:
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