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Tick size, trading strategies, and market quality

Werner, Ingrid M.; Rindi, Barbara; Buti, Sabrina; Wen, … - In: Management science : journal of the Institute for … 69 (2023) 7, pp. 3818-3837

Persistent link: https://www.econbiz.de/10014338286

Tick size : theory and evidence

Buti, Sabrina; Consonni, Francesco; Rindi, Barbara; … - 2015

Persistent link: https://www.econbiz.de/10011279579

Dark pool trading strategies, market quality and welfare

Buti, Sabrina; Rindi, Barbara; Werner, Ingrid M. - In: Journal of financial economics 124 (2017) 2, pp. 244-265

Persistent link: https://www.econbiz.de/10011751438

Diving into dark pools

Buti, Sabrina; Rindi, Barbara; Werner, Ingrid M. - 2022

This paper examines unique data on dark pool activity for a large cross-section of US stocks in 2009. Dark pool activity is concentrated in liquid stocks. Nasdaq (AMEX) stocks have significantly higher (lower) dark pool activity than NYSE stocks controlling for liquidity. For a given stock, dark...

Persistent link: https://www.econbiz.de/10012816610

Undisclosed orders and optimal submission strategies in a limit order market

Buti, Sabrina; Rindi, Barbara - In: Journal of financial economics 109 (2013) 3, pp. 797-812

Persistent link: https://www.econbiz.de/10010205326

Il mercato telematico dei titoli di Stato (MTS) : assetto istituzionale, liquidità e problemi strutturali

Rindi, Barbara - In: Rivista di politica economica 89 (1999) 7, pp. 41-92

Persistent link: https://www.econbiz.de/10001432349

NYSE order flow, spreads, and information

Werner, Ingrid M. - In: Journal of financial markets 6 (2003) 3, pp. 309-335

Persistent link: https://www.econbiz.de/10001757904

Trading European sovereign bonds: the microstructure of the MTS trading platforms

Cheung, Yiu Chung; de Jong, Frank; Rindi, Barbara - 2005

We study the microstructure of the MTS Global Market bond trading system, which is the largest interdealer trading system for Eurozone government bonds. Using a unique new dataset we find that quoted and effective spreads are related to maturity and trading intensity. Securities can be traded on...

Persistent link: https://www.econbiz.de/10011604478

The quality of the Italian treasury bond market, asymmetric information and transaction costs

Albanesi, Stefania; Rindi, Barbara - 1999

Persistent link: https://www.econbiz.de/10001446625

The quality of the Italian treasury bond market, asymmetric information and transaction costs

Albanesi, Stéfania; Rindi, Barbara - In: Annales d'économie et de statistique (2000), pp. 1-19

Persistent link: https://www.econbiz.de/10001543365