Showing 1 - 10 of 31,965
Persistent link: https://www.econbiz.de/10011538458
This paper analyzes brief episodes of high-intensity quotes turnover and revision-"bursts" in quotes-in the U.S. equity market. Such events occur very frequently, several hundred times a day for actively traded stocks. We find significant price impact associated with these market makers...
Persistent link: https://www.econbiz.de/10011516027
Persistent link: https://www.econbiz.de/10011923314
Persistent link: https://www.econbiz.de/10014326893
Persistent link: https://www.econbiz.de/10012547018
Persistent link: https://www.econbiz.de/10012820075
Persistent link: https://www.econbiz.de/10014483211
Persistent link: https://www.econbiz.de/10000981013
Persistent link: https://www.econbiz.de/10000983656
Persistent link: https://www.econbiz.de/10001364775