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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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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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Price discovery for cross-listed firms with foreign IPOs
Alhaj-Yaseen, Yaseen S.; Lam, Eddery; Barkoulas, John T. - In: International review of financial analysis 31 (2014), pp. 80-87
Persistent link: https://www.econbiz.de/10010461534
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Impact of the introduction of call auction on price discovery : evidence from the Indian stock market using high-frequency data
Agarwalla, Sobhesh Kumar; Jacob, Joshy; Pandey, Ajay - In: International review of financial analysis 39 (2015), pp. 167-178
Persistent link: https://www.econbiz.de/10011573174
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International high-frequency arbitrage for cross-listed stocks
Poutré, Cédric; Dionne, Georges; Yergeau, Gabriel - In: International review of financial analysis 89 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014467063
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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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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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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