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Volatility in returns from trading
Heaney, Richard A.; Foster, F. Douglas; Gregor, Shirley; … - In: The journal of behavioral finance : a publication of … 8 (2007) 1, pp. 35-42
Persistent link: https://www.econbiz.de/10003496706
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Institutional trading patterns and price impact around decimalization
Chakravarty, Sugato (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001915114
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Decimal trading and market impact
Chakravarty, Sugato (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001915143
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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
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The Flash Crash : Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders
Wood, Robert A. - 2013
During the Flash Crash on May 6, 2010, a short period of high stock market volatility, some stock prices declined to $0.01, while others increased to $100,000. Examining Intermarket Sweep Orders (ISO) before, on, and after May 6, we find that ISO use is substantially higher on May 6. For those...
Persistent link: https://www.econbiz.de/10013094620