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1
The impact of upstairs trading on market quality : evidence from a highly segmented market
Białkowski, Je̜drzej
;
Hong, Sanghyun
;
Wagner, Moritz
- In:
New Zealand economic papers
56
(
2022
)
3
,
pp. 326-332
Persistent link: https://www.econbiz.de/10013459654
Saved in:
2
Competition between equity markets : a review of the consolidation versus fragmentation debate
Gomber, Peter
;
Sagade, Satchit
;
Theißen, Erika
;
Weber, …
- In:
Journal of economic surveys
31
(
2017
)
3
,
pp. 792-814
Persistent link: https://www.econbiz.de/10011757885
Saved in:
3
High-frequency trading : review of the literature and regulatory initiatives around the world
Chung, Kee H.
;
Lee, Albert J.
- In:
Asia-Pacific journal of financial studies
45
(
2016
)
1
,
pp. 7-33
Persistent link: https://www.econbiz.de/10011483634
Saved in:
4
Do high-frequency traders anticipate buying and selling pressure?
Hirschey, Nicholas
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3321-3345
Persistent link: https://www.econbiz.de/10012606893
Saved in:
5
Cross-asset tandem trading and extraordinary volatility
Garrison, Robert
;
Jain, Pankaj K.
;
Paddrik, Mark
- In:
The journal of futures markets
44
(
2024
)
9
,
pp. 1508-1542
Persistent link: https://www.econbiz.de/10015110684
Saved in:
6
One size fits all? : high frequency trading, tick size changes and the implications for exchanges : market quality and market structure considerations
Verousis, Thanos
;
Perotti, Pietro
;
Sermpinis, Georgios
- In:
Review of quantitative finance and accounting
50
(
2018
)
2
,
pp. 353-392
Persistent link: https://www.econbiz.de/10011979139
Saved in:
7
High frequency traders in a simulated market
Hanson, Thomas A.
- In:
Review of accounting & finance
15
(
2016
)
3
,
pp. 329-351
Persistent link: https://www.econbiz.de/10011607960
Saved in:
8
Market fragmentation, market quality and clientele effects
Turnbull, D. Alasdair S.
- In:
International journal of financial research
9
(
2018
)
1
,
pp. 74-89
Persistent link: https://www.econbiz.de/10012234724
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9
The role of algorithmic trading in stock liquidity and commonality in electronic limit order markets
Moriyasu, Hiroshi
;
Wee, Marvin
;
Yu, Jing
- In:
Pacific-Basin finance journal
49
(
2018
),
pp. 103-128
Persistent link: https://www.econbiz.de/10012117677
Saved in:
10
An agent-based model of intra-day financial markets dynamics
Staccioli, Jacopo
;
Napoletano, Mauro
- In:
Journal of economic behavior & organization : JEBO
182
(
2021
),
pp. 331-348
Persistent link: https://www.econbiz.de/10012598343
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