1

Low-latency trading

Year:
2013
Language:
english
File:
PDF, 478 KB
english, 2013
3

Hidden Liquidity: Some New Light on Dark Trading

Year:
2015
Language:
english
File:
PDF, 1.21 MB
english, 2015
5

High-frequency trading

Year:
2013
Language:
english
File:
PDF, 171 KB
english, 2013
7

The Competitive Landscape of High-Frequency Trading Firms

Year:
2018
Language:
english
File:
PDF, 1.35 MB
english, 2018
8

Dynamic Volume-Return Relation of Individual Stocks

Year:
2000
Language:
english
File:
PDF, 461 KB
english, 2000
9

Lifting the Veil: An Analysis of Pre-trade Transparency at the NYSE

Year:
2005
Language:
english
File:
PDF, 169 KB
english, 2005
10

Individual Investor Trading and Stock Returns

Year:
2008
Language:
english
File:
PDF, 216 KB
english, 2008
11

Technology and liquidity provision: The blurring of traditional definitions

Year:
2009
Language:
english
File:
PDF, 338 KB
english, 2009
12

Individual Investor Trading and Stock Returns

Year:
2008
Language:
english
File:
PDF, 5.04 MB
english, 2008
13

Lifting the Veil: An Analysis of Pre-Trade Transparency at the NYSE

Year:
2005
Language:
english
File:
PDF, 4.34 MB
english, 2005
14

Hidden Liquidity: Some New Light on Dark Trading

Year:
2012
Language:
english
File:
PDF, 432 KB
english, 2012
15

Relative Tick Size and the Trading Environment

Year:
2014
Language:
english
File:
PDF, 892 KB
english, 2014
16

High-Frequency Trading

Year:
2013
Language:
english
File:
PDF, 90 KB
english, 2013
17

Low-Latency Trading

Year:
2011
Language:
english
File:
PDF, 847 KB
english, 2011
19

Lack of Anonymity and the Inference from Order Flow

Year:
2012
Language:
english
File:
PDF, 235 KB
english, 2012
22

Price Impact Asymmetry of Block Trades: An Institutional Trading Explanation

Year:
2001
Language:
english
File:
PDF, 800 KB
english, 2001
23

Lack of Anonymity and the Inference from Order Flow

Year:
2012
Language:
english
File:
PDF, 3.27 MB
english, 2012
24

Asset Returns and the Listing Choice of Firms

Year:
2009
Language:
english
File:
PDF, 3.91 MB
english, 2009
25

Individual Investor Trading and Stock Returns

Year:
2006
Language:
english
File:
PDF, 755 KB
english, 2006
26

News, Influence, and the Evolution of Prices in Financial Markets

Year:
2014
Language:
english
File:
PDF, 666 KB
english, 2014
27

Price Impact Asymmetry of Block Trades: An Institutional Trading Explanation

Year:
2000
Language:
english
File:
PDF, 608 KB
english, 2000
29

Technology and Liquidity Provision: The Blurring of Traditional Definitions

Year:
2007
Language:
english
File:
PDF, 625 KB
english, 2007
31

Limit Orders and Volatility in a Hybrid Market: The Island ECN

Year:
2002
Language:
english
File:
PDF, 1.22 MB
english, 2002
32

Lifting the Veil: An Analysis of Pre-trade Transparency at the NYSE

Year:
2003
Language:
english
File:
PDF, 504 KB
english, 2003
33

The Competitive Landscape of High-Frequency Trading Firms

Year:
2017
Language:
english
File:
PDF, 486 KB
english, 2017
35

How Noise Trading Affects Markets: An Experimental Analysis

Year:
2007
Language:
english
File:
PDF, 1.44 MB
english, 2007