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Information or noise : what does algorithmic trading incorporate into the stock prices?
Zhou, Hao; Elliott, Robert J.; Kalev, Petko S. - In: International review of financial analysis 63 (2019), pp. 27-39
Persistent link: https://www.econbiz.de/10012207365
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The implications of a price anchoring effect at the upstairs market of the London Stock Exchange
Verousis, Thanos; Ap Gwilym, Owain - In: International review of financial analysis 32 (2014), pp. 37-46
Persistent link: https://www.econbiz.de/10010461347
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Informed trading and the price impact of block trades : a high frequency trading analysis
Sun, Yuxin; Ibikunle, Gbenga - In: International review of financial analysis 54 (2017), pp. 114-129
Persistent link: https://www.econbiz.de/10011878187
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A note on the relationship between high-frequency trading and latency arbitrage
Manahov, Viktor - In: International review of financial analysis 47 (2016), pp. 281-296
Persistent link: https://www.econbiz.de/10011624194
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The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares
Frijns, Bart; Indriawan, Ivan; Tourani Rad, Alireza - In: International review of financial analysis 56 (2018), pp. 136-152
Persistent link: https://www.econbiz.de/10012006239
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Liquidity commonality and high frequency trading: evidence from the French stock market
Anagnostidis, Panagiotis; Fontaine, Patrice - In: International review of financial analysis 69 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012317380
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Intraday indirect arbitrage between European index ETFs
Bassiouny, Aliaa; Tooma, Eskandar A. - In: International review of financial analysis 75 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012804074
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The market quality effects of sub-second frequent batch auctions : evidence from dark trading restrictions
Zhang, Zeyu; Ibikunle, Gbenga - In: International review of financial analysis 89 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014465106
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Strategic liquidity provision in high-frequency trading
Hayashi, Takaki; Nishide, Katsumasa - In: International review of financial analysis 93 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014543525
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Does screen trading weather the weather? : a note on cloudy skies, liquidity, and computerized stock markets
Goodfellow, Christiane; Schiereck, Dirk; Verrier, Tatjana - In: International review of financial analysis 19 (2010) 2, pp. 77-80
Persistent link: https://www.econbiz.de/10008669507