Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
Algorithmic Pricing and Liquidity in Securities Markets |
0 |
0 |
6 |
6 |
0 |
2 |
5 |
5 |
Algorithmic Pricing and Liquidity in Securities Markets |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
Algorithmic Pricing and Liquidity in Securities Markets |
0 |
0 |
0 |
5 |
0 |
1 |
5 |
16 |
Algorithmic trading: issues and preliminary evidence |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
125 |
Asymétries d'information et marchés financiers: une synthèse de la littérature récente |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
31 |
Best Execution and Competition between Trading Venues |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
25 |
Chaining up noise traders |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
36 |
Competition among markets and liquidity: trading fees matter |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
21 |
Competition for Listings |
0 |
0 |
0 |
99 |
0 |
0 |
1 |
242 |
Competition for Listings |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
38 |
Competition for Listings |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
66 |
Competition for Listings |
0 |
0 |
0 |
46 |
0 |
1 |
4 |
278 |
Competition for Listings |
0 |
0 |
0 |
125 |
0 |
1 |
4 |
408 |
Competition for Order Flow Smart Order Routing Systems |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
14 |
Competition for Order Flow Smart Order Routing Systems |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
16 |
Competition for Order Flow and Smart Order Routing Systems |
0 |
1 |
2 |
2 |
0 |
1 |
3 |
69 |
Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
54 |
Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
0 |
189 |
0 |
1 |
1 |
740 |
Competition for order flow and smart order routing systems |
0 |
0 |
0 |
196 |
1 |
2 |
4 |
584 |
Consolidation et Fragmentation des Marchés Financiers: Coûts et Bénéfices |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
29 |
Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
21 |
Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
17 |
Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
70 |
Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
67 |
Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
46 |
Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
59 |
Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
40 |
Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
32 |
Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis |
0 |
0 |
0 |
42 |
0 |
1 |
9 |
297 |
Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
52 |
Data Abundance and Asset Price Informativeness |
0 |
0 |
3 |
20 |
3 |
5 |
13 |
94 |
Dealer Attention, liquidity spillovers, and endogenous market segmentation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
25 |
Dealer Attention, liquidity spillovers, and endogenous market segmentation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
30 |
Dealer Attention, liquidity spillovers, and endogenous market segmentation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
25 |
Dealer Attention, liquidity spillovers, and endogenous market segmentation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News |
1 |
1 |
1 |
42 |
1 |
2 |
5 |
111 |
Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
35 |
Displaced by Big Data |
0 |
0 |
0 |
0 |
0 |
2 |
15 |
24 |
Displaced by Big Data: Evidence from Active Fund Managers |
0 |
1 |
3 |
3 |
0 |
3 |
11 |
11 |
Does Alternative Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
4 |
46 |
1 |
9 |
42 |
169 |
Does Anonymity Matter in Electronic Limit Order Markets? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
30 |
Does Anonymity Matter in Electronic Limit Order Markets? |
0 |
0 |
0 |
177 |
0 |
0 |
0 |
1,219 |
Does Anonymity Matter in Electronic Limit Order Markets? |
0 |
0 |
0 |
64 |
0 |
0 |
0 |
317 |
Does Big Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
4 |
Does Big Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
0 |
23 |
0 |
1 |
5 |
52 |
Does Big Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
44 |
Does anonymity matter in electronic limit order markets ? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
25 |
Does anonymity matter in electronic limit order markets ? |
0 |
0 |
0 |
165 |
1 |
1 |
1 |
672 |
Does anonymity matter in electronic limit order markets ? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
29 |
Does anonymity matter in electronic limit order markets? |
0 |
0 |
2 |
17 |
0 |
1 |
3 |
110 |
Enseignement de la gestion: l'apport de la recherche |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
16 |
Equilibrium Data Mining |
0 |
0 |
0 |
1 |
0 |
2 |
3 |
8 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
15 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
1 |
2 |
0 |
0 |
2 |
2 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
19 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
2 |
0 |
1 |
6 |
52 |
Equilibrium Fast Traders |
0 |
1 |
1 |
18 |
1 |
3 |
4 |
62 |
Equilibrium Fast Trading |
0 |
0 |
0 |
48 |
1 |
2 |
4 |
216 |
Equilibrium Fast Trading |
0 |
1 |
1 |
22 |
0 |
1 |
4 |
82 |
Equilibrium Fast Trading |
0 |
0 |
0 |
25 |
0 |
1 |
6 |
178 |
Equilibrium fast trading |
0 |
0 |
0 |
2 |
1 |
2 |
8 |
104 |
Equity Trading Systems in Europe |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
28 |
Equity Trading Systems in Europe - A Survey of Recent Changes |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
23 |
Equity Trading Systems in Europe - A survey of recent changes |
0 |
0 |
1 |
414 |
0 |
0 |
1 |
1,264 |
Equity Trading Systems in Europe: A Survey of Recent Changes |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
20 |
False News, Informational Efficiency, and Price Reversals |
0 |
0 |
3 |
32 |
0 |
0 |
3 |
121 |
False News, Informational Efficiency, and Price Reversals |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
25 |
False News, Informational Efficiency, and Price Reversals |
0 |
0 |
1 |
59 |
1 |
3 |
10 |
157 |
Floors, dealer markets and limit order markets |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
41 |
Illiquidity Contagion and Liquidity Crashes |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
62 |
Imperfect Market Monitoring and SOES Trading |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
343 |
Imperfect Market Monitoring and SOES Trading |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
22 |
Imperfect Market Monitoring and SOES Trading |
0 |
0 |
0 |
40 |
0 |
1 |
3 |
398 |
Imperfect Market Monitoring and SOES Trading |
0 |
0 |
0 |
27 |
0 |
1 |
2 |
235 |
Implicit collusion on wide spreads |
0 |
0 |
0 |
18 |
0 |
2 |
3 |
265 |
Individual Investors and Volatility |
0 |
0 |
0 |
95 |
0 |
1 |
2 |
464 |
Individual Investors and Volatility |
0 |
0 |
1 |
2 |
1 |
2 |
11 |
98 |
Individual Investors and Volatility |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
36 |
Individual investors and volatility |
0 |
0 |
0 |
127 |
0 |
1 |
3 |
317 |
Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
230 |
Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
33 |
Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
42 |
Information sharing, liquidity and transaction costs in floor-based trading systems |
0 |
0 |
0 |
169 |
0 |
1 |
2 |
630 |
Insiders-Outsiders, Transparency and the Value of the Ticker |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
158 |
Insiders-Outsiders, Transparency and the Value of the Ticker |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
32 |
Insiders-Outsiders, Transparency and the Value of the Ticker |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
37 |
Insiders-outsiders, transparency and the value of the ticker |
1 |
1 |
1 |
5 |
1 |
1 |
1 |
50 |
Insiders-outsiders, transparency and the value of the ticker |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
164 |
Inventory Management, Dealers' Connections, and Prices in OTC Markets |
0 |
1 |
1 |
12 |
0 |
3 |
13 |
81 |
Inventory Management, Dealers' Connections, and Prices in OTC Markets |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
35 |
Inventory Management, Dealers' Connections, and Prices in OTC Markets |
0 |
0 |
0 |
31 |
0 |
0 |
5 |
82 |
Inventory management, dealers’ connections, and prices in OTC markets |
0 |
0 |
0 |
17 |
1 |
1 |
3 |
60 |
Is Trading Fast Dangerous? |
0 |
0 |
0 |
37 |
0 |
1 |
11 |
114 |
Learning from Prices, Liquidity Spillovers, and Market Segmentation |
0 |
0 |
0 |
35 |
0 |
1 |
2 |
148 |
Learning from peers' stock prices and corporate investment |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
167 |
Learning from prices, liquidity spillovers, and endogenous market segmentation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
35 |
Les limites de la titrisation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
25 |
Limit Order Book as a Market for Liquidity |
0 |
0 |
3 |
481 |
1 |
2 |
15 |
1,574 |
Limit Order Book as a Market for Liquidity |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
71 |
Limit Order Book as a Market for Liquidity |
0 |
0 |
0 |
0 |
2 |
4 |
14 |
77 |
Limit Order Book as a Market for Liquidity |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
148 |
Limit Order Book as a Market for Liquidity |
0 |
0 |
1 |
139 |
0 |
0 |
5 |
590 |
Limit Order Markets |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
22 |
Limit order book as a market for liquidity |
0 |
0 |
1 |
404 |
0 |
0 |
3 |
1,227 |
Linkage Principle, Multi-dimensional Signals and Blind Auctions |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
24 |
Linkage principle, Multi-dimensional Signals and Blind Auctions |
0 |
0 |
0 |
55 |
0 |
1 |
2 |
363 |
Liquidity Cycles and Made Take Fees in electronics markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
Liquidity Cycles and Make/Take Fees in Electronic Markets |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
43 |
Liquidity Cycles and Make/Take Fees in Electronic Markets |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
41 |
Liquidity cycles and make/take fees in electronic markets |
0 |
0 |
1 |
95 |
0 |
1 |
2 |
287 |
Liquidity cycles and make/take fees in electronic markets |
0 |
1 |
1 |
52 |
0 |
2 |
2 |
220 |
Liquidité, Coût du capital et organisation de la négociation des valeurs mobilières |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
26 |
Liquidité, coût du capital et organisation de la négociation des valeurs boursières |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
17 |
Market Liquidity: Theory, Evidence and Policy |
0 |
0 |
0 |
0 |
4 |
7 |
29 |
377 |
Market Making with Costly Monitoring: An Analysis of the SOES Controversy |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
36 |
Market Making with Costly Monitoring: An Analysis of the SOES Controversy |
0 |
0 |
0 |
79 |
0 |
0 |
0 |
442 |
Market Making with Costly Monitoring: An Analysis of the SOES Controversy |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
26 |
Market Transparency |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
119 |
Market microstructure: confronting many viewpoints |
0 |
0 |
0 |
1 |
1 |
4 |
10 |
116 |
Microstructure des marchés financiers: institutions, modèles et tests empiriques |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
113 |
Minimum Price Variations, Time Priority and Quote Dynamics |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
29 |
Minimum Price Variations, Time Priority and Quote Dynamics |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
29 |
Minimum Price Variations, Time Priority and Quote Dynamics |
0 |
0 |
0 |
91 |
0 |
0 |
1 |
640 |
Minimum price variations, time priority and quotes dynamics |
0 |
0 |
0 |
140 |
0 |
0 |
0 |
1,180 |
News Trading and Speed |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
45 |
News Trading and Speed |
1 |
1 |
1 |
88 |
1 |
3 |
5 |
239 |
News Trading and Speed |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
48 |
News Trading and Speed |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
27 |
News Trading and Speed |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
44 |
Noisy Stock Prices and Corporate Investment |
0 |
1 |
1 |
36 |
0 |
1 |
1 |
104 |
Non-Standard Errors |
2 |
2 |
3 |
44 |
5 |
12 |
52 |
438 |
Non-Standard Errors |
0 |
0 |
4 |
27 |
0 |
6 |
76 |
145 |
Nonstandard Errors |
0 |
0 |
2 |
2 |
5 |
5 |
19 |
19 |
Nonstandard errors |
0 |
0 |
11 |
11 |
0 |
5 |
44 |
44 |
Order Flow Composition and Trading Costs in Dynamic Limit Order Markets |
0 |
0 |
0 |
420 |
0 |
0 |
5 |
1,052 |
Order Flow Composition and Trading Costs in a Dynamic Limit Order Market |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
68 |
Order flow composition and trading costs in a dynamic limit order market |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
82 |
Price Improvements in Financial Markets as a Screening Device |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
14 |
Price Improvements in Financial Markets as a Screening Device |
0 |
0 |
0 |
17 |
0 |
1 |
2 |
105 |
Price formation and order placement strategies in a dynamic order driven market |
0 |
0 |
0 |
62 |
0 |
0 |
2 |
293 |
Reputation-Based Pricing and Price Improvements in Dealership Markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
17 |
Reputation-Based Pricing and Price Improvements in Dealership Markets |
0 |
0 |
0 |
54 |
0 |
1 |
1 |
381 |
Reputation-based pricing and price improvements in dealership markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
19 |
Reputation-based pricing and price improvements in dealership markets |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
459 |
Ripple Effects of Noise on Corporate Investment |
0 |
1 |
1 |
24 |
0 |
2 |
2 |
107 |
Ripple Effects of Noise on Corporate Investment |
0 |
1 |
1 |
26 |
1 |
6 |
6 |
138 |
Ripple Effects of Noise on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
42 |
Stock Price Informativeness, Cross-Listings and Investment Decisions |
0 |
0 |
0 |
159 |
1 |
1 |
6 |
641 |
Stock Price Informativeness, Cross-Listings and Investment Decisions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
35 |
Stock Price Informativeness, Cross-Listings and Investment Decisions |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
41 |
Stock price informativeness, cross-listings and investment decisions |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
61 |
Stock price informativeness, cross-listings and investment decisions |
0 |
0 |
0 |
215 |
1 |
1 |
1 |
620 |
The Horizon of Investors' Information and Corporate Investment |
0 |
0 |
0 |
10 |
0 |
1 |
3 |
8 |
The Horizon of Investors' Information and Corporate Investment |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
13 |
The Horizon of Investors' Information and Corporate Investment |
0 |
0 |
8 |
8 |
0 |
0 |
6 |
6 |
Toxic Arbitrage |
0 |
1 |
1 |
17 |
0 |
1 |
4 |
71 |
Toxic Arbitrage |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
32 |
Toxic Arbitrage |
0 |
0 |
0 |
35 |
0 |
1 |
1 |
109 |
Trading Fees and Efficiency in Limit Order Markets |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
141 |
Trading Fees and Efficiency in Limit Order Markets |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
Trading Fees and Efficiency in Limit Order Markets |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
23 |
Trading fees and efficiency in limit order markets |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
45 |
Total Working Papers |
5 |
15 |
72 |
5,531 |
40 |
174 |
694 |
26,984 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
12e atelier annuel de banque centrale sur la microstructure des marchés financiers - 29-30 septembre 2016, Banque de France |
0 |
0 |
1 |
9 |
0 |
0 |
3 |
55 |
12th Annual Central Bank Workshop on the Microstructure of Financial Markets 29-30 September 2016, Banque de France (Non-technical summary) |
0 |
0 |
1 |
9 |
0 |
0 |
3 |
51 |
Asymétrie d’information et marchés financiers: une synthèse de la littérature récente |
0 |
0 |
1 |
56 |
0 |
2 |
7 |
256 |
Competition for Listings |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
275 |
Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
3 |
170 |
1 |
2 |
10 |
515 |
Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
0 |
5 |
0 |
1 |
4 |
39 |
Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis |
0 |
1 |
2 |
46 |
2 |
5 |
11 |
230 |
Data abundance and asset price informativeness |
0 |
0 |
2 |
53 |
5 |
7 |
13 |
251 |
Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News |
1 |
1 |
4 |
10 |
2 |
3 |
9 |
25 |
Does Alternative Data Improve Financial Forecasting? The Horizon Effect |
2 |
2 |
11 |
11 |
3 |
6 |
29 |
29 |
Does Anonymity Matter in Electronic Limit Order Markets? |
0 |
0 |
4 |
99 |
0 |
0 |
9 |
300 |
Equilibrium fast trading |
3 |
5 |
22 |
169 |
6 |
10 |
55 |
549 |
Equity Trading Systems in Europe: A Survey of Recent Changes |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
57 |
Floors, dealer markets and limit order markets |
2 |
2 |
3 |
138 |
2 |
4 |
6 |
300 |
HFT and Market Quality |
1 |
1 |
23 |
501 |
1 |
1 |
74 |
1,533 |
Illiquidity Contagion and Liquidity Crashes |
0 |
1 |
5 |
62 |
0 |
1 |
10 |
177 |
Individual Investors and Volatility |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
276 |
Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets |
0 |
0 |
0 |
6 |
1 |
1 |
4 |
38 |
Learning from peers' stock prices and corporate investment |
1 |
1 |
2 |
179 |
2 |
5 |
26 |
719 |
Limit Order Book as a Market for Liquidity |
0 |
0 |
10 |
344 |
5 |
6 |
32 |
935 |
Liquidity Cycles and Make/Take Fees in Electronic Markets |
0 |
0 |
2 |
32 |
0 |
1 |
13 |
162 |
Liquidity, cost of capital and the organization of trading in stock markets |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
54 |
Liquidité, coût du capital et organisation de la négociation des valeurs boursières |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
47 |
Market Making with Costly Monitoring: An Analysis of the SOES Controversy |
0 |
1 |
5 |
58 |
1 |
3 |
10 |
282 |
Minimum Price Variations, Time Priority, and Quote Dynamics |
0 |
0 |
0 |
68 |
0 |
0 |
0 |
406 |
News Trading and Speed |
0 |
0 |
0 |
32 |
0 |
0 |
5 |
156 |
Noisy Stock Prices and Corporate Investment |
0 |
0 |
6 |
55 |
0 |
1 |
19 |
178 |
Nonstandard Errors |
5 |
7 |
36 |
36 |
8 |
20 |
118 |
118 |
Order flow composition and trading costs in a dynamic limit order market1 |
0 |
0 |
2 |
481 |
0 |
0 |
6 |
990 |
Reputation-based pricing and price improvements |
0 |
0 |
0 |
20 |
0 |
1 |
3 |
83 |
Sale of Price Information by Exchanges: Does It Promote Price Discovery? |
0 |
1 |
1 |
6 |
0 |
2 |
5 |
47 |
Stock price informativeness, cross-listings, and investment decisions |
2 |
4 |
9 |
500 |
3 |
6 |
15 |
864 |
Toxic Arbitrage |
0 |
1 |
6 |
46 |
0 |
1 |
18 |
171 |
Trading Fees and Efficiency in Limit Order Markets |
0 |
0 |
2 |
49 |
0 |
0 |
3 |
137 |
Where are the risks in high frequency trading? |
0 |
3 |
9 |
136 |
1 |
7 |
23 |
484 |
Total Journal Articles |
17 |
31 |
172 |
3,404 |
43 |
99 |
558 |
10,789 |