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Schiereck, Dirk
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ECONIS (ZBW)
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1
The sensitivity of VPIN to the choice of trade classification algorithm
Pöppe, Thomas
;
Moos, Sebastian
;
Schiereck, Dirk
- In:
Journal of banking & finance
73
(
2016
),
pp. 165-181
Persistent link: https://www.econbiz.de/10011635691
Saved in:
2
High frequency trading and end-of-day price dislocation
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
Journal of banking & finance
59
(
2015
),
pp. 330-349
Persistent link: https://www.econbiz.de/10011544576
Saved in:
3
Exchange trading rules, surveillance and suspected insider trading
Aitken, Michael J.
;
Cumming, Doglas
;
Zhan, Feng
- In:
The journal of corporate finance : contracting, …
34
(
2015
),
pp. 311-330
Persistent link: https://www.econbiz.de/10011420943
Saved in:
4
A worldwide examination of exchange market quality : greater integrity increases market efficiency
Aitken, Michael J.
;
Harris, Frederick H. deB.
;
Ji, Shan
- In:
Journal of business ethics : JOBE
132
(
2015
)
1
,
pp. 147-170
Persistent link: https://www.econbiz.de/10011411214
Saved in:
5
The impact of fragmentation, exchange fees and liquidity provision on market quality
Aitken, Michael J.
;
Chen, Haoming
;
Foley, Sean
- In:
Journal of empirical finance
41
(
2017
),
pp. 140-160
Persistent link: https://www.econbiz.de/10011746967
Saved in:
6
Trade size, high-frequency trading, and colocation around the world
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
The European journal of finance
23
(
2017
)
7/9
,
pp. 781-801
Persistent link: https://www.econbiz.de/10011740206
Saved in:
7
Market fairness : the poor country cousin of market efficiency
Aitken, Michael J.
;
Aspris, Angelo
;
Foley, Sean
; …
- In:
Journal of business ethics : JOBE
147
(
2018
)
1
,
pp. 5-23
Persistent link: https://www.econbiz.de/10011795487
Saved in:
8
The joint impact of fragmentation into the dark and algorithmic trading on implicit trading costs and market manipulation
Aitken, Michael J.
;
Harris, Drew
;
Harris, Frederick H. deB.
- In:
The journal of investing : JOI
31
(
2021
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10012698137
Saved in:
9
Algorithmic trading and market quality : international evidence of the impact of errors in colocation dates
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014463062
Saved in:
10
Social responsibility and investment in Germany : the case of best practice family orientation
Schiereck, Dirk
- In:
Socially responsible management : impulses for good …
,
(pp. 81-91)
.
2002
Persistent link: https://www.econbiz.de/10001710828
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