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Market fragmentation of securities market : traditional exchanges versus alternate trading venues

Kohli, Rasmeet - In: Macroeconomics and finance in emerging market economies 7 (2014) 2, pp. 303-314

Persistent link: https://www.econbiz.de/10010436252

Trading rules, competition for order flow and market fragmentation

Kwan, Amy; Masulis, Ronald W.; McInish, Thomas H. - In: Journal of financial economics 115 (2015) 2, pp. 330-348

Persistent link: https://www.econbiz.de/10011347488

The impact of upstairs trading on market quality : evidence from a highly segmented market

Białkowski, Je̜drzej; Hong, Sanghyun; Wagner, Moritz - In: New Zealand economic papers 56 (2022) 3, pp. 326-332

Persistent link: https://www.econbiz.de/10013459654

Competition between equity markets : a review of the consolidation versus fragmentation debate

Gomber, Peter; Sagade, Satchit; Theißen, Erika; Weber, … - In: Journal of economic surveys 31 (2017) 3, pp. 792-814

Persistent link: https://www.econbiz.de/10011757885

High-frequency trading : review of the literature and regulatory initiatives around the world

Chung, Kee H.; Lee, Albert J. - In: Asia-Pacific journal of financial studies 45 (2016) 1, pp. 7-33

Persistent link: https://www.econbiz.de/10011483634

Drivers and effects of stock market fragmentation - insights on SME stocks

Lausen, Jens; Clapham, Benjamin; Gomber, Peter; Bender, … - 2022

We analyze how market fragmentation affects market quality of SME and other less actively traded stocks. Compared to large stocks, they are less likely to be traded on multiple venues and show, if at all, low levels of fragmentation. Concerning the impact of fragmentation on market quality, we...

Persistent link: https://www.econbiz.de/10013464048

The economics of flash orders and trading

Harris, Lawrence E.; Namvar, Ethan - In: Journal of investment management : JOIM 14 (2016) 4, pp. 74-86

Persistent link: https://www.econbiz.de/10011691378

Modelling asset prices for algorithmic and high-frequency trading

Cartea, Álvaro; Jaimungal, Sebastian - In: Applied mathematical finance 20 (2013) 5/6, pp. 512-547

Persistent link: https://www.econbiz.de/10010235563

Do high-frequency traders anticipate buying and selling pressure?

Hirschey, Nicholas - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3321-3345

Persistent link: https://www.econbiz.de/10012606893

Informed trading and market structure

Cai, Charlie X.; Harris, Jeffrey H.; Hudson, Robert S.; … - In: European financial management : the journal of the … 21 (2015) 1, pp. 148-177

Persistent link: https://www.econbiz.de/10010516692