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Market fragmentation, market quality and clientele effects

Turnbull, D. Alasdair S. - In: International journal of financial research 9 (2018) 1, pp. 74-89

Persistent link: https://www.econbiz.de/10012234724

Market and limit orders and their role in the price discovery process

Martins, Carlos Jorge Lenczewski - In: Bank i kredyt 50 (2019) 6, pp. 551-569

Persistent link: https://www.econbiz.de/10012262256

Tick size reduction and the components of the bid-ask spread on the Taiwan stock exchange

Kuo, Su-Wen - In: International journal of financial research 8 (2017) 1, pp. 79-98

Persistent link: https://www.econbiz.de/10011786849

One size fits all? : high frequency trading, tick size changes and the implications for exchanges : market quality and market structure considerations

Verousis, Thanos; Perotti, Pietro; Sermpinis, Georgios - In: Review of quantitative finance and accounting 50 (2018) 2, pp. 353-392

Persistent link: https://www.econbiz.de/10011979139

Security analysis, dealer-analyst collaboration, and market quality : evidence from the NASDAQ market in the USA

Chung, Kee H.; Li, Mingsheng; Zhao, Xin - In: Journal of business finance & accounting : JBFA 39 (2012) 9/10, pp. 1376-1402

Persistent link: https://www.econbiz.de/10009713438

Testing stylized facts of Bitcoin limit order books

Schnaubelt, Matthias; Rende, Jonas; Krauss, Christopher - In: Essays on financial time series analysis, (pp. 119-167). 2019

The majority of electronic markets worldwide employ limit order books, and the recently emerging exchanges for cryptocurrencies pose no exception. With this work, we empirically analyze whether commonly observed empirical properties from established limit order exchanges transfer to the...

Persistent link: https://www.econbiz.de/10012321328