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Invariance in buy-sell switchi...
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1
Insider trading, stochastic
liquidity
, and equilibrium prices
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1441-1475
Persistent link: https://www.econbiz.de/10011611102
Saved in:
2
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
6
,
pp. 2163-2203
Persistent link: https://www.econbiz.de/10014445768
Saved in:
3
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494212
Saved in:
4
The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
Saved in:
5
Trading
liquidity
and funding liquidityin fixed income markets: implications of market microstructure
invariance
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494216
Saved in:
6
Microstructure
invariance
in U.S. stock market trades
Kyle, Albert S.
;
Obižaeva, Anna
;
Tuzun, Tugkan
- In:
Journal of financial markets
49
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013531193
Saved in:
7
Financial market
liquidity
: a review of contributions to the literature
Morris, Brandon C. L.
;
Larson, James E.
;
Egginton, Jared F.
- In:
Journal of financial education
44
(
2018
)
2
,
pp. 164-174
Persistent link: https://www.econbiz.de/10012051451
Saved in:
8
Do high-frequency traders anticipate buying and selling pressure?
Hirschey, Nicholas
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3321-3345
Persistent link: https://www.econbiz.de/10012606893
Saved in:
9
A reverse index futures split effect on
liquidity
and market dynamics
Athanasios, Fassas
;
Nikolas, Hourvouliades
- In:
International journal of bonds and derivatives
3
(
2017
)
3
,
pp. 235-252
Persistent link: https://www.econbiz.de/10011875992
Saved in:
10
Rule-based trading on an order-driven exchange : a reassessment
Isaac, Alan Glen
;
Ramaswamy, Vasudeva
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1871-1886
Persistent link: https://www.econbiz.de/10014452482
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