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Retail Order Flow Imbalances :...
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1
Do investors feedback trade in the Bitcoin-and why?
Karaa, Rabaa
;
Slim, Skander
;
Goodell, John W.
;
Goyal, …
- In:
The European journal of finance
30
(
2024
)
16
,
pp. 1951-1971
Persistent link: https://www.econbiz.de/10015323328
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2
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
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3
The information content of retail investors' order flow
Nolte, Ingmar
;
Nolte, Sandra
- In:
The European journal of finance
22
(
2016
)
1/3
,
pp. 80-104
Persistent link: https://www.econbiz.de/10011419948
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4
Are odd-lot orders informed?
Upson, James
;
Johnson, B. Hardy, IV
- In:
The financial review : the official publication of the …
52
(
2017
)
1
,
pp. 37-67
Persistent link: https://www.econbiz.de/10011656865
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5
Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obižaeva, Anna
;
Tuzun, Tugkan
- In:
Journal of financial markets
49
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013531193
Saved in:
6
Transaction costs in an illiquid order-driven market
Marshall, Ben R.
;
Nguyen, Nhut
;
Visaltanachoti, Nuttawat
- In:
Accounting and finance : journal of the Accounting …
56
(
2016
)
4
,
pp. 917-933
Persistent link: https://www.econbiz.de/10011660347
Saved in:
7
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
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8
Do aggressive orders affect
liquidity
? : an evidence from an emerging market
Będowska-Sójka, Barbara
- In:
Research in international business and finance
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012581511
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9
High-frequency trading and stock
liquidity
: an intraday analysis
Ben Ammar, Imen
;
Hellara, Slaheddine
;
Ghadhab, Imen
- In:
Research in international business and finance
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012549814
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10
An analytical measure of market underreaction to earnings news
Chung, Kee H.
;
Kim, Oliver
;
Lim, Steve C.
;
Yang, Sean
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 612-624
Persistent link: https://www.econbiz.de/10012372874
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