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Anatomy of Bid-Ask Spread Empi...
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Economic modelling
Journal of financial markets
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Finance research letters
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1
An empirical analysis of the Shanghai and Shenzhen limit order books
Chung, Huimin
;
Gao, Cheng
;
Lu, Jie
;
Mizrach, Bruce Marshall
- In:
Economic modelling
34
(
2013
),
pp. 37-41
Persistent link: https://www.econbiz.de/10010360623
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2
An analysis of impact of cancellation activity on market quality : evidence from China
Chu, Gang
;
Zhang, Yongjie
;
Zhang, Xiaotao
- In:
Economic modelling
102
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012796584
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3
Limit order books, uninformed traders and commodity derivatives : insights from the European carbon futures
Rannou, Yves
- In:
Economic modelling
81
(
2019
),
pp. 387-410
Persistent link: https://www.econbiz.de/10012202116
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4
Information and optimal trading strategies with dark pools
Bayona, Anna
;
Dumitrescu, Ariadna
;
Manzano Tovar, Carolina
- In:
Economic modelling
126
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462407
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5
Market price determination : Interpreting quote order imbalance under zero-profit equilibrium
Long, Yunshen
;
Yan, Jingzhou
;
Wu, Liang
;
Long, Xingchen
- In:
Economic modelling
134
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014548479
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6
The optimal bid/ask spread in a Specialist System
Castellano, Rosella
;
Cerqueti, Roy
- In:
Economic modelling
28
(
2011
)
5
,
pp. 2247-2253
Persistent link: https://www.econbiz.de/10009273481
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7
The impact of ownership concentration and analyst coverage on market liquidity : comparative evidence from an auction and a specialist market
Staglianò, Raffaele
;
La Rocca, Maurizio
;
Gerace, Dionigi
- In:
Economic modelling
70
(
2018
),
pp. 203-214
Persistent link: https://www.econbiz.de/10012027901
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8
Towards the fundamentals of technical analysis : analysing the information content of high, low and close prices
Fiess, Norbert M.
;
MacDonald, Ronald
- In:
Economic modelling
19
(
2002
)
3
,
pp. 353-374
Persistent link: https://www.econbiz.de/10001662503
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9
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
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10
Private information and its origins in an electronic foreign exchange market
Gençay, Ramazan
;
Gradojevic, Nikola
- In:
Economic modelling
33
(
2013
),
pp. 86-93
Persistent link: https://www.econbiz.de/10010192040
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