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High-frequency trading : review of the literature and regulatory initiatives around the world

Chung, Kee H.; Lee, Albert J. - In: Asia-Pacific journal of financial studies 45 (2016) 1, pp. 7-33

Persistent link: https://www.econbiz.de/10011483634

Liquidity shocks and intraday price reaction

Chen, Tao - In: The journal of financial research : the journal of the … 46 (2023) 2, pp. 573-599

Persistent link: https://www.econbiz.de/10014302399

Trade size, high-frequency trading, and colocation around the world

Aitken, Michael J.; Cumming, Douglas J.; Zhan, Feng - In: The European journal of finance 23 (2017) 7/9, pp. 781-801

Persistent link: https://www.econbiz.de/10011740206

Algorithmic trading effects on KOSPI

Kim, Hae-Young; Jung, Heon-Yong - In: International journal of applied business and economic … 16 (2018) 1, pp. 183-188

Persistent link: https://www.econbiz.de/10011981806

Competition, fragmentation and transaction costs in securities trading

Lutat, Marco - 2011

Persistent link: https://www.econbiz.de/10009378783

Global stock markets : microstructure, trading mechanisms and bid-ask spreads

Kühle, Martin P. - 2000

Persistent link: https://www.econbiz.de/10001519170

Complex interactions in financial markets

Finger, Karl - 2014

Persistent link: https://www.econbiz.de/10011305495

Liquidity risk in limit order book markets

Mayston, Daniel (contributor) - 2006

Persistent link: https://www.econbiz.de/10003494297

The information environment, informed trading, and volatility

Blasco, Natividad; Corredor, Pilar - In: The journal of behavioral finance : a publication of … 18 (2017) 2, pp. 202-218

Persistent link: https://www.econbiz.de/10012008698

The Pricing of Exchange Rate Risk and International Stock Market Segmentation

Cheung, C. Sherman - 2013

Empirical evidence by Eun and Resnick (1988), among others, has demonstrated the significance of exchange rate risk in the international asset allocation and they have noted that the risk is nondiversifiable. Yet, exchange rate risk was found by Jorion (1991) to be a risk factor that is not...

Persistent link: https://www.econbiz.de/10013080376