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Market quality of dealer versus hybrid markets for illiquid securities : new evidence from the FTSE AIM Index

Gregoriou, Andros - In: The European journal of finance 21 (2015) 4/6, pp. 466-485

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Cai, Charlie X.; Harris, Jeffrey H.; Hudson, Robert S.; … - In: European financial management : the journal of the … 21 (2015) 1, pp. 148-177

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Quantifying the high-frequency trading "arms race"

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Three essays in market microstructure

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The implications of a price anchoring effect at the upstairs market of the London Stock Exchange

Verousis, Thanos; Ap Gwilym, Owain - In: International review of financial analysis 32 (2014), pp. 37-46

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Trading Mechanisms and Market Quality : Evidence from the London Stock Exchange

Giouvris, Evangelos - 2023

concentrated on comparing changes in liquidity, volatility, trading volume and asymmetric information under different trading …

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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

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Liquid speed : on-demand fast trading at distributed exchanges

Brolley, Michael; Zoican, Marius - 2019

Trading activity surges associated with latency arbitrage are costly, as they lead to both lower liquidity and … inefficient investments in order processing capacity that remains idle 90% of the time. A congestion message fee on liquidity …

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

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The market quality of dealer versus hybrid markets: the case of moderately liquid securities

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