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1
Liquidity
commonality in order-driven trading : evidence from the Athens Stock Exchange
Anagnostidis, Panagiotis
;
Papachristou, George
; …
- In:
Applied economics
48
(
2016
)
22/24
,
pp. 2007-2021
Persistent link: https://www.econbiz.de/10011590187
Saved in:
2
Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul
Tiniç, Murat
;
Altay-Salih, Aslihan
- In:
Applied economics
52
(
2020
)
13
,
pp. 1446-1459
Persistent link: https://www.econbiz.de/10012197543
Saved in:
3
A game of hide-and-seek between proprietary and buy-side algorithmic traders : causal links with market quality
Arumugam, Devika
;
Prasanna, P. Krishna
- In:
Applied economics
53
(
2021
)
41
,
pp. 4788-4798
Persistent link: https://www.econbiz.de/10012609877
Saved in:
4
Algorithmic quoting, trading, and market quality in agricultural commodity futures markets
Hu, Zhepeng
;
Serra, Teresa
;
García, Philip
- In:
Applied economics
52
(
2020
)
58
,
pp. 6277-6291
Persistent link: https://www.econbiz.de/10012415989
Saved in:
5
Testing the effect of technical analysis on market quality and order book dynamics
Mazza, Paolo
;
Petitjean, Mikael
- In:
Applied economics
51
(
2019
)
18
,
pp. 1947-1976
Persistent link: https://www.econbiz.de/10012196620
Saved in:
6
Pricing fx forwards in OTC markets - new evidence for the pricing mechanism when faced with counterparty risk
Leonhardt, A.
;
Rathgeber, Andreas W.
;
Stadler, Johannes
; …
- In:
Applied economics
47
(
2015
)
25/27
,
pp. 2860-2877
Persistent link: https://www.econbiz.de/10010519848
Saved in:
7
The microstructure of exchange rate management : FX intervention and capital controls in Brazil
Roure, Calebe de
;
Furnagiev, Steven
;
Reitz, Stefan
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3617-3632
Persistent link: https://www.econbiz.de/10011293482
Saved in:
8
Informed trade, uninformed trade and stock price delay
Gordon, Narelle
;
Wu, Qiongbing
- In:
Applied economics
50
(
2018
)
26
,
pp. 2878-2893
Persistent link: https://www.econbiz.de/10012037494
Saved in:
9
An agent-based model and detect price manipulation based on intraday transaction data with simulation
Zare, Mohammad
;
Naghshineh A., Omid
;
Salavati, Erfan
; …
- In:
Applied economics
53
(
2021
)
43
,
pp. 4931-4949
Persistent link: https://www.econbiz.de/10012609914
Saved in:
10
Price discovery and the effects of fragmentation on market quality : evidence from Cypriot cross-listed stocks
Papavassiliou, Vassilios G.
- In:
Applied economics
47
(
2015
)
31/33
,
pp. 3382-3394
Persistent link: https://www.econbiz.de/10011293540
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