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Zabotina, Tatyana V. - 2002

Persistent link: https://www.econbiz.de/10003777581

Liquidity skewness in the London Stock Exchange

Hsieh, Tsung-Han; Li, Youwei; McKillop, Donal G.; Wu, … - In: International review of financial analysis 56 (2018), pp. 12-18

Persistent link: https://www.econbiz.de/10012006199

Hidden and fast liquidity : hidden orders and high-frequency trading

Lenczewski, Martins Carlos Jorge - In: Financial internet quarterly 16 (2020) 1, pp. 27-35

HFT, the actual knowledge on how they affect liquidity, prices, and market structure is still limited - especially if they … direction to what some of the goals that market regulators try to reach - transparency and increase of market liquidity …

Persistent link: https://www.econbiz.de/10012197220

Search costs and investor trading activity : evidence from limit order books

Lin, William; Tsai, Shih-chuan; Sun, David S. - In: Emerging markets finance & trade : a journal of the … 48 (2012) 3, pp. 4-30

Persistent link: https://www.econbiz.de/10009682772

Trading Costs and Priced Illiquidity in High Frequency Trading Markets

Barardehi, Yashar H.; Bernhardt, Dan; Davies, Ryan J. - 2021

, due to endogenous variation in liquidity provision and consumption. After controlling for this endogenity, price impacts …

Persistent link: https://www.econbiz.de/10013241217

Large-caps liquidity provision, market liquidity and high-frequency market makers’ trading behaviour

Ding, Mingfa; Suardi, Sandy; Xu, Caihong; Zhang, Dong - In: The European journal of finance 28 (2022) 16, pp. 1621-1641

Persistent link: https://www.econbiz.de/10013532254

Intraday liquidity patterns in limit order books

Malik, Azeem; Wing Lon Ng - In: Studies in economics and finance 31 (2014) 1, pp. 46-71

Persistent link: https://www.econbiz.de/10010258798

Does anonymity matter in electronic limit order markets?

Foucault, Thierry; Moinas, Sophie; Theissen, Erik - 2004 - This Draft: May, 2004

(resp. low). However the quality of this signal and market liquidity are different in each market design. We test these …

Persistent link: https://www.econbiz.de/10010361995

Dual traders in fully anonymous stock markets, Iceberg orders, and liquidity provision

Schiereck, Dirk; Voigt, Christian - In: The journal of trading 3 (2008) 4, pp. 24-46

Persistent link: https://www.econbiz.de/10003777831

The impact of iceberg orders in limit order books

Frey, Stefan; Sandås, Patrik - In: The quarterly journal of finance 7 (2017) 3, pp. 1-43

Persistent link: https://www.econbiz.de/10011774142