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Trader performance in a market experiment with human and computerized traders

Angerer, Martin; Huber, Jürgen; Kirchler, Michael - In: Schmalenbach business review : sbr 66 (2014) 3, pp. 224-244

Persistent link: https://www.econbiz.de/10010385086

Bid-Ask spread patterns and the optimal timing for discretionary liquidity traders on Xetra

Angerer, Martin; Peter, Georg; Stoeckl, Sebastian; … - In: Schmalenbach business review : sbr 70 (2018) 3, pp. 209-230

Persistent link: https://www.econbiz.de/10011888442

Arbitrage bots in experimental asset markets

Angerer, Martin; Neugebauer, Tibor; Shachat, Jason M. - In: Journal of economic behavior & organization : JEBO 206 (2023), pp. 262-278

Persistent link: https://www.econbiz.de/10014247343

On the effects of stock spam e-mails

Hanke, Michael; Hauser, Florian - In: Journal of financial markets 11 (2008) 1, pp. 57-83

Persistent link: https://www.econbiz.de/10003710497

Order flow imbalance effects on the German stock market

Hanke, Michael; Weigerding, Michael - In: Business research 8 (2015) 2, pp. 213-238

Order flow imbalance refers to the difference between market buy and sell orders during a given period. This paper is the first study to examine effects of order flow imbalance on returns of stocks traded on the German Xetra trading system on a daily basis. In contrast to previous studies on...

Persistent link: https://www.econbiz.de/10011488149

Order Flow Imbalance Effects on the German Stock Market

Hanke, Michael - 2016

Order flow imbalance refers to the difference between market buy and sell orders during a given period. This paper analyzes effects of order flow imbalance on returns of stocks traded on the German Xetra trading system on a daily basis. It is the first study examining this relation for the...

Persistent link: https://www.econbiz.de/10013007613