1

Competition for Order Flow and Smart Order Routing Systems

Year:
2008
Language:
english
File:
PDF, 275 KB
english, 2008
2

News Trading and Speed

Year:
2016
Language:
english
File:
PDF, 2.58 MB
english, 2016
3

Limit Order Book as a Market for Liquidity

Year:
2005
Language:
english
File:
PDF, 1.44 MB
english, 2005
4

Equilibrium High-Frequency Trading

Year:
2012
Language:
english
File:
PDF, 643 KB
english, 2012
5

Toxic Arbitrage

Year:
2014
Language:
english
File:
PDF, 654 KB
english, 2014
6

Individual Investors and Volatility

Year:
2011
Language:
english
File:
PDF, 310 KB
english, 2011
8

Equilibrium fast trading

Year:
2015
Language:
english
File:
PDF, 993 KB
english, 2015
9

Floors, dealer markets and limit order markets

Year:
1998
Language:
english
File:
PDF, 203 KB
english, 1998
10

Liquidity Cycles and Make/Take Fees in Electronic Markets

Year:
2013
Language:
english
File:
PDF, 524 KB
english, 2013
11

Learning from peers' stock prices and corporate investment

Year:
2014
Language:
english
File:
PDF, 1.48 MB
english, 2014
13

Competition for Order Flow and Smart Order Routing Systems

Year:
2008
Language:
english
File:
PDF, 4.97 MB
english, 2008
14

Data Abundance and Asset Price Informativeness

Year:
2018
Language:
english
File:
PDF, 3.96 MB
english, 2018
15

Noisy Stock Prices and Corporate Investment

Year:
2018
Language:
english
File:
PDF, 701 KB
english, 2018
17

Stock price informativeness, cross-listings, and investment decisions

Year:
2008
Language:
english
File:
PDF, 468 KB
english, 2008
18

Reputation-based pricing and price improvements

Year:
2005
Language:
english
File:
PDF, 368 KB
english, 2005
19

Order flow composition and trading costs in a dynamic limit order market

Year:
1999
Language:
english
File:
PDF, 298 KB
english, 1999
21

Illiquidity Contagion and Liquidity Crashes

Year:
2014
Language:
english
File:
PDF, 672 KB
english, 2014
23

Individual Investors and Volatility

Year:
2011
Language:
english
File:
PDF, 3.45 MB
english, 2011
25

Sale of Price Information by Exchanges: Does It Promote Price Discovery?

Year:
2014
Language:
english
File:
PDF, 465 KB
english, 2014
28

Minimum Price Variations, Time Priority, and Quote Dynamics

Year:
1999
Language:
english
File:
PDF, 175 KB
english, 1999
33

Trading Fees and Efficiency in Limit Order Markets

Year:
2012
Language:
english
File:
PDF, 534 KB
english, 2012
34

Does Anonymity Matter in Electronic Limit Order Markets?

Year:
2007
Language:
english
File:
PDF, 567 KB
english, 2007
35

Limit Order Book as a Market for Liquidity

Year:
2005
Language:
english
File:
PDF, 444 KB
english, 2005
36

Does Anonymity Matter in Electronic Limit Order Markets?

Year:
2007
Language:
english
File:
PDF, 1.08 MB
english, 2007
40

Competition for Listings

Year:
2004
Language:
english
File:
PDF, 807 KB
english, 2004
41

Trading Fees and Efficiency in Limit Order Markets

Year:
2012
Language:
english
File:
PDF, 2.52 MB
english, 2012
48

Corporate Strategy, Conformism, and the Stock Market

Year:
2018
Language:
english
File:
PDF, 739 KB
english, 2018
49

Individual Investors and Volatility

Year:
2009
Language:
english
File:
PDF, 352 KB
english, 2009
50

Illiquidity Contagion and Liquidity Crashes

Year:
2012
Language:
english
File:
PDF, 716 KB
english, 2012