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The impact of automated trading systems on financial market stability

Todorović, Violeta; Pešterac, Aleksandra; Tomić, Nenad - In: Facta Universitatis / University of Niš : the … 16 (2019) 3, pp. 255-268

Persistent link: https://www.econbiz.de/10012224740

On frequent batch auctions for stocks

Jagannathan, Ravi - In: Journal of financial econometrics 20 (2022) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10012878116

Impact of inventory-based electronic liquidity providers within a high-frequency event- and agent-based modeling framework

Mandes, Alexandru - 2015

This contribution addresses the impact of high-frequency electronic liquidity provision strategies on financial markets …

Persistent link: https://www.econbiz.de/10010531038

Through stormy seas: how fragile is liquidity across asset classes and time?

Aliyev, Nihad; Aquilina, Matteo; Rzayev, Khaladdin; … - 2024

Persistent link: https://www.econbiz.de/10015148009

Are REITs more resilient than non-REITs? : evidence from natural experiments

Jain, Pawan; Upadhyay, Arun - In: Japan and the world economy : international journal of … 58 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012940111

The flash crash : trading aggressiveness, liquidity supply, and the impact of intermarket sweep orders

McInish, Thomas H.; Upson, James; Wood, Robert A. - In: The financial review : the official publication of the … 49 (2014) 3, pp. 481-509

Persistent link: https://www.econbiz.de/10010401378

High frequency trading and mini flash crashes

Golub, Anton; Keane, John; Poon, Ser-Huang - 2012

Top of the Book. We find strong evidence that Mini Flash Crashes have an adverse impact on market liquidity and are … associated with Fleeting Liquidity. …

Persistent link: https://www.econbiz.de/10010420137

Impact of electronic liquidity providers within a high-frequency agent-based modeling framework

Mandes, Alexandru - In: Computational economics 55 (2020) 2, pp. 407-450

Persistent link: https://www.econbiz.de/10012223640

On the pricing of commonality across various liquidity proxies in the London stock exchange and the crisis

Lim, SungKyu; Giouvris, Evangelos - In: Handbook of investors' behavior during financial crises, (pp. 447-470). 2017

Persistent link: https://www.econbiz.de/10011743118

Bid- and ask-side liquidity in the NYSE limit order book

Cenesizoglu, Tolga; Grass, Gunnar - In: Journal of financial markets 38 (2018), pp. 14-38

Persistent link: https://www.econbiz.de/10012001137