Showing 1 - 8 of 8
This paper examines how the implementation of a new dark order - Midpoint Extended Life Order on NASDAQ - impacts financial markets stability in terms of occurrences of mini-flash crashes in individual securities. We use high-frequency order book data and apply panel regression analysis to...
Persistent link: https://www.econbiz.de/10013557351
Is it true that speed bumps level the playing field, make financial markets more stable and reduce negative externalities of high-frequency trading (HFT) firms? We examine how the implementation of a particular speed bump - Midpoint Extended Life order (M-ELO) on Nasdaq impacted financial...
Persistent link: https://www.econbiz.de/10012118741
This paper examines how the implementation of a new dark order - Midpoint Extended Life Order on NASDAQ - impacts financial markets stability in terms of occurrences of mini-flash crashes in individual securities. We use high-frequency order book data and apply panel regression analysis to...
Persistent link: https://www.econbiz.de/10013555440
Is it true that speed bumps level the playing field, make financial markets more stable and reduce negative externalities of high-frequency trading (HFT) firms? We examine how the implementation of a particular speed bump - Midpoint Extended Life order (M-ELO) on Nasdaq impacted financial...
Persistent link: https://www.econbiz.de/10012115365
We examine how the implementation of a new dark order type - Midpoint Extended Life Order (M-ELO) on NASDAQ - impacts financial markets stability in terms of occurrences of mini-flash crashes in individual securities. We use high-frequency order book data around the implementation date and apply...
Persistent link: https://www.econbiz.de/10012064446
Based on a survey among German climate technology companies, we analyse how characteristics of the technology and organization-specific resources influence the channel chosen for transferring climate technologies to other countries. We employ a multi-step method that combines factor analysis and...
Persistent link: https://www.econbiz.de/10011306641
Persistent link: https://www.econbiz.de/10010198294
Based on a survey among German climate technology companies, we analyse how characteristics of the technology and organization-specific resources influence the channel chosen for transferring climate technologies to other countries. We employ a multi-step method that combines factor analysis and...
Persistent link: https://www.econbiz.de/10011290043