Similar Search Results

How Aggressive Are High-Frequency Traders?

Goldstein, Michael; Hagströmer, Björn; Nordén, Lars; … - In: The Financial Review 49 (2014) 2, pp. 395-419

We study order aggressiveness of market-making high-frequency traders (MM-HFTs), opportunistic HFTs (Opp-HFTs), and non-HFTs. We find that MM-HFTs follow their own group's previous order submissions more than they follow other traders’ orders. Opp-HFTs and non-HFTs tend to split market orders...

Persistent link: https://www.econbiz.de/10011085569

Trading fast and slow : colocation and liquidity

Brogaard, Jonathan; Hagströmer, Björn; Nordén, Lars; … - In: The review of financial studies 28 (2015) 12, pp. 3407-3443

Persistent link: https://www.econbiz.de/10011447523

The role of key online reviews in affecting online hotel booking : an empirical investigation

Zhang, Dong; Wu, Pengkun; Wu, Chong - In: Industrial Management & Data Systems 122 (2021) 2, pp. 499-520

Purpose: The importance of online reviews on online hotel booking has been widely acknowledged. However, not all online reviews affect consumers equally. Compared with common online reviews, key online reviews (KORs) have a greater influence on consumers' decisions and online hotel booking....

Persistent link: https://www.econbiz.de/10012811953

Large-caps liquidity provision, market liquidity and high-frequency market makers’ trading behaviour

Ding, Mingfa; Suardi, Sandy; Xu, Caihong; Zhang, Dong - In: The European journal of finance 28 (2022) 16, pp. 1621-1641

Persistent link: https://www.econbiz.de/10013532254

Bureaucratic beliefs and law enforcement

Hong, Fuhai; Zhang, Dong - In: Public choice 196 (2023) 3/4, pp. 357-379

Persistent link: https://www.econbiz.de/10014382598

"Home for care" : localized exploration for niche pension approach

Zhang, Dong; Sun, Bo - In: Annual report on financing old age care in China (2017), pp. 311-328

Persistent link: https://www.econbiz.de/10011986737

Reducing bureaucratic corruption : interdisciplinary perspectives on what works

Gans-Morse, Jordan; Borges, Mariana; Makarin, Alexey; … - In: World development : the multi-disciplinary … 105 (2018), pp. 171-188

Persistent link: https://www.econbiz.de/10011977293

Evaluating the risk performance of online peer-to-peer lending platforms in China

Wu, Chong; Zhang, Dong; Wang, Ying - In: The journal of risk model validation 12 (2018) 2, pp. 63-87

Persistent link: https://www.econbiz.de/10011912287

A heuristic approach for solving an integrated gate reassignment and taxi scheduling problem

Yu, Chuhang; Zhang, Dong; Lau, H. Y. K. Henry - In: Journal of air transport management 62 (2017), pp. 189-196

Persistent link: https://www.econbiz.de/10011722284

Ranking products with online reviews : a novel method based on hesitant fuzzy set and sentiment word framework

Zhang, Dong; Wu, Chong; Liu, Jiaming - In: Journal of the Operational Research Society 71 (2020) 3, pp. 528-542

Persistent link: https://www.econbiz.de/10012216670