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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
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The impact of trading floor closure on market efficiency: evidence from the Toronto Stock Exchange
Chung, Dennis Y.; Hrazdil, Karel - In: Applied economics 47 (2015) 55/57, pp. 6102-6119
Persistent link: https://www.econbiz.de/10011381033
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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
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Pairs trading : the case of Norwegian seafood companies
Mikkelsen, Andreas - In: Applied economics 50 (2018) 3, pp. 303-318
Persistent link: https://www.econbiz.de/10011846833
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Pairs trading with fractional Ornstein-Uhlenbeck spread model
Xiang, Yun; Zhao, Yonghong; Deng, Shijie - In: Applied economics 55 (2023) 23, pp. 2607-2623
Persistent link: https://www.econbiz.de/10014295156
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Forestalling floor closure : evidence from a natural experiment on the German stock market
Goodfellow, Christiane; Bohl, Martin T. - In: Applied economics 44 (2012) 4/6, pp. 793-802
Persistent link: https://www.econbiz.de/10009532026
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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
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Rolling settlement and market liquidity
Kyriacou, Kyriacos; Mase, Bryan - In: Applied economics 32 (2000) 8, pp. 1029-1036
Persistent link: https://www.econbiz.de/10001522481
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Nonlinear integration of London and Amsterdam stock markets in the 1700s
Norman, Stephen; Wills, Douglas T. - In: Applied economics 47 (2015) 7/9, pp. 928-939
Persistent link: https://www.econbiz.de/10010512075
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Short selling and exchange-traded funds returns : evidence from the London Stock Exchange
Mohamad, Azhar; Jaafar, Aziz; Goddard, John - In: Applied economics 48 (2016) 1/3, pp. 152-164
Persistent link: https://www.econbiz.de/10011412616