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The impact of the French financial transaction tax on HFT activities and market quality
Veryzhenko, Iryna; Harb, Etienne; Louhichi, Waël; … - In: Economic modelling 67 (2017), pp. 307-315
Persistent link: https://www.econbiz.de/10011813833
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Intraday volatility smile : effects of fragmentation and high frequency trading on price efficiency
Ligot, Stephanie; Gillet, Roland; Veryzhenko, Iryna - In: Journal of international financial markets, … 75 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012820849
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A re-examination of the "zero is enough" hypothesis in the emergence of financial stylized facts
Brandouy, Olivier; Corelli, Angelo; Veryzhenko, Iryna; … - In: Journal of economic interaction and coordination : JEIC 7 (2012) 2, pp. 223-248
Persistent link: https://www.econbiz.de/10009633323