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1
Liquidity
skewness in the
London
Stock Exchange
Hsieh, Tsung-Han
;
Li, Youwei
;
McKillop, Donal G.
;
Wu, …
- In:
International review of financial analysis
56
(
2018
),
pp. 12-18
Persistent link: https://www.econbiz.de/10012006199
Saved in:
2
The behavior of high-frequency traders under different market stress scenarios
Megarbane, Nicolas
;
Saliba, Pamela
;
Lehalle, Charles-Albert
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-54
Persistent link: https://www.econbiz.de/10011988891
Saved in:
3
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
Saved in:
4
The impact of iceberg orders in limit order books
Frey, Stefan
;
Sandås, Patrik
- In:
The quarterly journal of finance
7
(
2017
)
3
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011774142
Saved in:
5
Automated
liquidity
provision
Gerig, Austin
;
Michayluk, David
- In:
Pacific-Basin finance journal
45
(
2017
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011800792
Saved in:
6
Liquidity
withdrawal in the FX spot market : a cross-country study using high-frequency data
Stenfors, Alexis
;
Susai, Masayuki
- In:
Journal of international financial markets, …
59
(
2019
),
pp. 36-57
Persistent link: https://www.econbiz.de/10012127871
Saved in:
7
How does high-frequency trading affect low-frequency trading?
Li, Kun
;
Cooper, Rick
;
Van Vliet, Benjamin
- In:
The journal of behavioral finance : a publication of …
19
(
2018
)
2
,
pp. 235-248
Persistent link: https://www.econbiz.de/10012009676
Saved in:
8
Hidden
liquidity
, market quality, and order submission strategies
Lee, Albert J.
;
Chung, Kee H.
- In:
Journal of financial markets
61
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013540481
Saved in:
9
Toward a fully continuous exchange
Kyle, Albert S.
;
Lee, Jeongmin
- In:
Oxford review of economic policy
33
(
2017
)
4
,
pp. 650-675
Persistent link: https://www.econbiz.de/10011952562
Saved in:
10
Does the
London
Stock Exchange require an upstairs market? : evidence from block trades
Gregoriou, Andros
- In:
Journal of economic studies
43
(
2016
)
3
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011690175
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