Similar Search Results

Trading activity, volatility and transactions costs in spot FX markets

Payne, Richard - 2003

Persistent link: https://www.econbiz.de/10001769520

Benos, Evangelos; Huang, Wenqian; Menkveld, Albert J.; … - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 3581-3596

Persistent link: https://www.econbiz.de/10014551909

The cost of clearing fragmentation

Benos, Evangelos; Huang, Wenqian; Menkveld, Albert J.; … - 2019

Persistent link: https://www.econbiz.de/10012168738

The cost of clearing fragmentation

Benos, Evangelos; Huang, Wenqian; Menkveld, Albert J.; … - 2019

Persistent link: https://www.econbiz.de/10012201069

Banning short sales and market quality : the UK’s experience

Marsh, Ian; Payne, Richard - In: Journal of banking & finance 36 (2012) 7, pp. 1975-1986

Persistent link: https://www.econbiz.de/10009629770

Order-to-trade ratios and market liquidity

Friederich, Sylvain; Payne, Richard - In: Journal of banking & finance 50 (2015), pp. 214-223

Persistent link: https://www.econbiz.de/10010509557

Ultra-fast activity and intraday market quality

Cartea, Álvaro; Payne, Richard; Penalva, José; Tapia, … - In: Journal of banking & finance 99 (2019), pp. 157-181

Persistent link: https://www.econbiz.de/10012162376

Banning Short Sales and Market Quality : The U.K.'s Experience

Marsh, Ian - 2010

We study the effects that the ban on short sales of shares in financial firms introduced in late 2008 and removed early 2009 had on the microstructure and the quality of UK equity markets. We show that the ban did nothing to affect order flows: financial stocks were being more aggressively sold...

Persistent link: https://www.econbiz.de/10013140092

OTC premia

Cenedese, Gino; Ranaldo, Angelo; Vasios, Michalis - In: Journal of financial economics 136 (2020) 1, pp. 86-105

Persistent link: https://www.econbiz.de/10012545370

OTC microstructure in a period of stress : a multi‑layered network approach

Joseph, Andreas; Vasios, Michalis; Maizels, Olga; … - 2019

Persistent link: https://www.econbiz.de/10012202563