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One day in June, 1993 : a study of the working of Reuters 2000-2 electronic foreign exchange trading system

Goodhart, Charles A. E.; Itō, Takatoshi; Payne, Richard - 1995

Persistent link: https://www.econbiz.de/10000935050

One Day in June, 1994 : A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System

Goodhart, Charles; Ito, Takatoshi; Payne, Richard - 2021

The paper utilized foreign exchange data (bid, ask and transaction prices and quantities) collected from the screen of the electronic broking system (Reuter D2000-2) on June 16, 1993. The bid and ask quotes, which are `firm' in this data set, are compared with the Reuters FXFX page, which...

Persistent link: https://www.econbiz.de/10013221545

SETS, arbitrage activity, and stock price dynamics

Taylor, Nicholas (contributor) - 1999

Persistent link: https://www.econbiz.de/10001364933

The intra-day effect of program trades on stock returns : evidence from October 1987

Neal, Robert S. - In: Review of futures markets 12 (1994) 1, pp. 143-165

Persistent link: https://www.econbiz.de/10001183626

Overnight and daytime stock-return dynamics on the London Stock Exchange : the impacts of "Big Bang" and the 1987 stock-market crash

Masulis, Ronald W. - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 4, pp. 365-378

Persistent link: https://www.econbiz.de/10001190313

Order characteristics and stock price evolution : an application to program trading

Hasbrouck, Joel - In: Journal of financial economics 41 (1996) 1, pp. 129-149

Persistent link: https://www.econbiz.de/10001196552

Dealer versus auction markets : a paired comparison of execution costs on NASDAQ and the NYSE

Huang, Roger D. - In: Journal of financial economics 41 (1996) 3, pp. 313-357

Persistent link: https://www.econbiz.de/10001200411

Der Einsatz der Computertechnik an den europäischen Wertpapiermärkten, seine Auswirkungen auf den Aktien- und Aktienterminhandel und das zukünftige Erscheinungsbild der Börsen

Nottmeier, Horst - 1990

Persistent link: https://www.econbiz.de/10000848204

Symposium on market microstructure : focus on Nasdaq

Schwert, George William (contributor) - In: Journal of financial economics 45 (1997) 1

Persistent link: https://www.econbiz.de/10001224765

SETS, arbitrage activity, and stock price dynamics

Dijk, Dick van (contributor) - 1999

Persistent link: https://www.econbiz.de/10001472377

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