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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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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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Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane; Uctum, Remzi - In: Economic modelling 54 (2016), pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
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Determining the information share of liquidity and order flows in extreme price movements
Wu, Liang; Liu, Hengzhi; Liu, Chang; Long, Yunshen - In: Economic modelling 93 (2020), pp. 559-575
Persistent link: https://www.econbiz.de/10012430242
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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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A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng; Chen, Xinyun; Xing, Haipeng - In: Economic modelling 118 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
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Day-of-the-week trading patterns of informed and uninformed traders in Taiwan's foreign exchange market
Zhang, Tai-Wei; Chueh, Horace; Hsu, Yao Hua - In: Economic modelling 47 (2015), pp. 271-279
Persistent link: https://www.econbiz.de/10011439120
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Insider trading and information revelation with the introduction of futures markets
Hsu, Chih-Hsiang; Lee, Hsiu-Chuan - In: Economic modelling 43 (2014), pp. 173-182
Persistent link: https://www.econbiz.de/10010502185
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Competition in the stock market with asymmetric information
Wang, Kun; Wang, Wanbin Walter - In: Economic modelling 61 (2017), pp. 40-49
Persistent link: https://www.econbiz.de/10011736689
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Universal banking, asymmetric information and the stock market
Banerji, Sanjay; Basu, Parantap - In: Economic modelling 60 (2017), pp. 180-193
Persistent link: https://www.econbiz.de/10011734195