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Clustering of trade prices by high-frequency and non-high-frequency trading firms
Davis, Ryan L.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The financial review : the official publication of the … 49 (2014) 2, pp. 421-433
Persistent link: https://www.econbiz.de/10010363570
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1-share orders and trades
Davis, Ryan L.; Roseman, Brian S.; Van Ness, Bonnie F.; … - In: Journal of banking & finance 75 (2017), pp. 109-117
Persistent link: https://www.econbiz.de/10011742155
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Human vs. machine : the impact of information processing on trading in OTC markets
Box, Travis; Davis, Ryan - In: Finance research letters 72 (2025), pp. 1-15
Persistent link: https://www.econbiz.de/10015199582