| 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 |
0 |
5 |
1 |
5 |
7 |
23 |
| Algorithmic Pricing and Liquidity in Securities Markets |
1 |
1 |
4 |
10 |
3 |
10 |
20 |
24 |
| Algorithmic Pricing and Liquidity in Securities Markets |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
| Algorithmic trading: issues and preliminary evidence |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
132 |
| Asymétries d'information et marchés financiers: une synthèse de la littérature récente |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
31 |
| Best Execution and Competition between Trading Venues |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
25 |
| Chaining up noise traders |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
39 |
| Competition among markets and liquidity: trading fees matter |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
21 |
| Competition for Listings |
0 |
0 |
0 |
0 |
3 |
4 |
6 |
72 |
| Competition for Listings |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
42 |
| Competition for Listings |
0 |
0 |
0 |
99 |
2 |
6 |
9 |
251 |
| Competition for Listings |
0 |
0 |
0 |
125 |
0 |
3 |
6 |
414 |
| Competition for Listings |
0 |
0 |
0 |
46 |
1 |
5 |
8 |
286 |
| Competition for Order Flow Smart Order Routing Systems |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
18 |
| Competition for Order Flow Smart Order Routing Systems |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
19 |
| Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
0 |
0 |
0 |
11 |
12 |
66 |
| Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
0 |
2 |
0 |
4 |
8 |
77 |
| Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
0 |
189 |
1 |
5 |
15 |
754 |
| Competition for order flow and smart order routing systems |
0 |
0 |
0 |
196 |
0 |
6 |
11 |
594 |
| Consolidation et Fragmentation des Marchés Financiers: Coûts et Bénéfices |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
31 |
| Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
23 |
| Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
0 |
4 |
1 |
8 |
10 |
27 |
| Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
0 |
3 |
1 |
7 |
10 |
80 |
| Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
0 |
17 |
0 |
2 |
2 |
69 |
| Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
3 |
12 |
16 |
62 |
| Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
2 |
5 |
7 |
65 |
| Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
1 |
4 |
8 |
47 |
| Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
39 |
| Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis |
0 |
0 |
0 |
42 |
3 |
11 |
16 |
312 |
| Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis |
0 |
0 |
0 |
0 |
2 |
6 |
15 |
65 |
| Data Abundance and Asset Price Informativeness |
0 |
0 |
1 |
21 |
2 |
6 |
12 |
102 |
| Dealer Attention, liquidity spillovers, and endogenous market segmentation |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
18 |
| Dealer Attention, liquidity spillovers, and endogenous market segmentation |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
33 |
| Dealer Attention, liquidity spillovers, and endogenous market segmentation |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
27 |
| Dealer Attention, liquidity spillovers, and endogenous market segmentation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
26 |
| Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News |
0 |
0 |
0 |
0 |
2 |
6 |
10 |
45 |
| Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News |
0 |
0 |
1 |
42 |
2 |
6 |
11 |
121 |
| Displaced by Big Data |
0 |
0 |
0 |
0 |
2 |
4 |
10 |
33 |
| Displaced by Big Data: Evidence from Active Fund Managers |
0 |
1 |
3 |
6 |
3 |
14 |
28 |
38 |
| Does Alternative Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
2 |
48 |
5 |
11 |
39 |
203 |
| Does Anonymity Matter in Electronic Limit Order Markets? |
0 |
0 |
0 |
64 |
0 |
6 |
9 |
326 |
| Does Anonymity Matter in Electronic Limit Order Markets? |
0 |
0 |
0 |
177 |
0 |
6 |
8 |
1,227 |
| Does Anonymity Matter in Electronic Limit Order Markets? |
0 |
0 |
0 |
0 |
3 |
10 |
11 |
41 |
| Does Big Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
1 |
1 |
0 |
2 |
6 |
9 |
| Does Big Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
0 |
0 |
0 |
5 |
12 |
53 |
| Does Big Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
1 |
24 |
2 |
5 |
9 |
60 |
| Does anonymity matter in electronic limit order markets ? |
0 |
0 |
0 |
165 |
7 |
16 |
19 |
690 |
| Does anonymity matter in electronic limit order markets ? |
0 |
0 |
0 |
0 |
1 |
5 |
6 |
31 |
| Does anonymity matter in electronic limit order markets ? |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
35 |
| Does anonymity matter in electronic limit order markets? |
0 |
0 |
0 |
17 |
1 |
7 |
11 |
120 |
| Enseignement de la gestion: l'apport de la recherche |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
19 |
| Equilibrium Data Mining |
0 |
0 |
0 |
1 |
0 |
2 |
3 |
10 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
2 |
0 |
3 |
8 |
10 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
4 |
8 |
8 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
2 |
2 |
8 |
11 |
63 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
1 |
5 |
8 |
10 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
2 |
6 |
9 |
27 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
1 |
3 |
7 |
21 |
| Equilibrium Fast Traders |
0 |
0 |
2 |
19 |
1 |
2 |
6 |
66 |
| Equilibrium Fast Trading |
0 |
0 |
1 |
49 |
13 |
80 |
84 |
299 |
| Equilibrium Fast Trading |
0 |
0 |
0 |
25 |
3 |
11 |
16 |
194 |
| Equilibrium Fast Trading |
0 |
1 |
1 |
23 |
1 |
11 |
13 |
95 |
| Equilibrium fast trading |
0 |
0 |
0 |
2 |
2 |
9 |
14 |
116 |
| Equity Trading Systems in Europe |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
28 |
| Equity Trading Systems in Europe - A Survey of Recent Changes |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
25 |
| Equity Trading Systems in Europe - A survey of recent changes |
0 |
0 |
0 |
414 |
0 |
6 |
7 |
1,271 |
| Equity Trading Systems in Europe: A Survey of Recent Changes |
0 |
0 |
0 |
0 |
0 |
7 |
8 |
28 |
| False News, Informational Efficiency, and Price Reversals |
0 |
0 |
0 |
0 |
0 |
7 |
8 |
33 |
| False News, Informational Efficiency, and Price Reversals |
0 |
0 |
0 |
59 |
2 |
10 |
15 |
170 |
| False News, Informational Efficiency, and Price Reversals |
0 |
0 |
0 |
32 |
0 |
12 |
16 |
137 |
| Floors, dealer markets and limit order markets |
0 |
0 |
0 |
0 |
1 |
4 |
7 |
48 |
| Illiquidity Contagion and Liquidity Crashes |
0 |
0 |
0 |
0 |
0 |
5 |
11 |
73 |
| Imperfect Market Monitoring and SOES Trading |
0 |
0 |
0 |
35 |
1 |
3 |
5 |
348 |
| Imperfect Market Monitoring and SOES Trading |
0 |
0 |
0 |
27 |
1 |
4 |
8 |
243 |
| Imperfect Market Monitoring and SOES Trading |
0 |
0 |
0 |
40 |
3 |
5 |
8 |
406 |
| Imperfect Market Monitoring and SOES Trading |
0 |
0 |
0 |
0 |
1 |
8 |
9 |
31 |
| Implicit collusion on wide spreads |
0 |
0 |
1 |
19 |
0 |
7 |
10 |
275 |
| Individual Investors and Volatility |
0 |
0 |
0 |
0 |
0 |
9 |
12 |
47 |
| Individual Investors and Volatility |
0 |
0 |
0 |
2 |
5 |
12 |
17 |
113 |
| Individual Investors and Volatility |
0 |
0 |
0 |
95 |
1 |
5 |
8 |
471 |
| Individual investors and volatility |
0 |
0 |
0 |
127 |
1 |
7 |
9 |
325 |
| Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems |
0 |
1 |
1 |
15 |
2 |
6 |
8 |
238 |
| Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems |
0 |
0 |
0 |
0 |
0 |
4 |
9 |
40 |
| Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems |
0 |
0 |
0 |
0 |
1 |
6 |
12 |
54 |
| Information sharing, liquidity and transaction costs in floor-based trading systems |
0 |
0 |
2 |
171 |
0 |
6 |
13 |
642 |
| Insiders-Outsiders, Transparency and the Value of the Ticker |
0 |
0 |
0 |
0 |
2 |
7 |
10 |
47 |
| Insiders-Outsiders, Transparency and the Value of the Ticker |
0 |
0 |
0 |
4 |
0 |
2 |
10 |
41 |
| Insiders-Outsiders, Transparency and the Value of the Ticker |
0 |
0 |
0 |
30 |
1 |
5 |
5 |
163 |
| Insiders-outsiders, transparency and the value of the ticker |
0 |
0 |
0 |
33 |
1 |
4 |
7 |
171 |
| Insiders-outsiders, transparency and the value of the ticker |
0 |
0 |
1 |
5 |
0 |
9 |
11 |
60 |
| Inventory Management, Dealers' Connections, and Prices in OTC Markets |
0 |
0 |
0 |
0 |
1 |
8 |
12 |
46 |
| Inventory Management, Dealers' Connections, and Prices in OTC Markets |
0 |
0 |
3 |
14 |
0 |
4 |
16 |
94 |
| Inventory Management, Dealers' Connections, and Prices in OTC Markets |
0 |
0 |
0 |
31 |
4 |
12 |
15 |
97 |
| Inventory management, dealers’ connections, and prices in OTC markets |
0 |
0 |
0 |
17 |
0 |
4 |
6 |
65 |
| Investors as a Liquidity Backstop in Corporate Bond Markets |
0 |
0 |
0 |
0 |
1 |
4 |
11 |
11 |
| Investors as a Liquidity Backstop in Corporate Bond Markets |
0 |
0 |
0 |
0 |
1 |
5 |
7 |
7 |
| Investors as a liquidity backstop in corporate bond markets |
1 |
1 |
5 |
5 |
3 |
12 |
28 |
28 |
| Is Trading Fast Dangerous? |
0 |
0 |
1 |
38 |
0 |
11 |
14 |
127 |
| Learning from Prices, Liquidity Spillovers, and Market Segmentation |
0 |
0 |
0 |
35 |
1 |
3 |
5 |
153 |
| Learning from Prices, Liquidity Spillovers, and Market Segmentation |
0 |
1 |
1 |
43 |
1 |
5 |
7 |
164 |
| Learning from peers' stock prices and corporate investment |
0 |
0 |
0 |
0 |
3 |
8 |
15 |
181 |
| Learning from prices, liquidity spillovers, and endogenous market segmentation |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
42 |
| Les limites de la titrisation |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
26 |
| Limit Order Book as a Market for Liquidity |
0 |
0 |
0 |
1 |
0 |
2 |
5 |
75 |
| Limit Order Book as a Market for Liquidity |
0 |
1 |
3 |
484 |
1 |
8 |
18 |
1,591 |
| Limit Order Book as a Market for Liquidity |
0 |
0 |
0 |
0 |
1 |
6 |
9 |
84 |
| Limit Order Book as a Market for Liquidity |
0 |
0 |
0 |
139 |
2 |
9 |
15 |
605 |
| Limit Order Book as a Market for Liquidity |
0 |
0 |
0 |
0 |
0 |
8 |
13 |
161 |
| Limit Order Markets |
0 |
0 |
0 |
0 |
1 |
4 |
6 |
28 |
| Limit order book as a market for liquidity |
0 |
0 |
0 |
404 |
2 |
8 |
11 |
1,238 |
| Linkage Principle, Multi-dimensional Signals and Blind Auctions |
0 |
0 |
0 |
0 |
1 |
5 |
6 |
30 |
| Linkage principle, Multi-dimensional Signals and Blind Auctions |
0 |
0 |
0 |
55 |
0 |
1 |
2 |
365 |
| Liquidity Cycles and Made Take Fees in electronics markets |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
19 |
| Liquidity Cycles and Make/Take Fees in Electronic Markets |
0 |
0 |
0 |
1 |
0 |
2 |
6 |
49 |
| Liquidity Cycles and Make/Take Fees in Electronic Markets |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
47 |
| Liquidity cycles and make/take fees in electronic markets |
0 |
0 |
0 |
95 |
0 |
4 |
8 |
294 |
| Liquidity cycles and make/take fees in electronic markets |
0 |
0 |
1 |
52 |
3 |
16 |
19 |
238 |
| Liquidité, Coût du capital et organisation de la négociation des valeurs mobilières |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
28 |
| Liquidité, coût du capital et organisation de la négociation des valeurs boursières |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
21 |
| Market Liquidity: Theory, Evidence and Policy |
0 |
0 |
0 |
0 |
12 |
45 |
62 |
434 |
| Market Making with Costly Monitoring: An Analysis of the SOES Controversy |
0 |
0 |
0 |
0 |
1 |
6 |
8 |
34 |
| Market Making with Costly Monitoring: An Analysis of the SOES Controversy |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
41 |
| Market Making with Costly Monitoring: An Analysis of the SOES Controversy |
0 |
0 |
2 |
81 |
0 |
8 |
12 |
454 |
| Market Transparency |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
121 |
| Market microstructure: confronting many viewpoints |
0 |
0 |
0 |
1 |
0 |
8 |
15 |
128 |
| Microstructure des marchés financiers: institutions, modèles et tests empiriques |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
115 |
| Minimum Price Variations, Time Priority and Quote Dynamics |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
32 |
| Minimum Price Variations, Time Priority and Quote Dynamics |
0 |
0 |
0 |
91 |
0 |
7 |
9 |
649 |
| Minimum Price Variations, Time Priority and Quote Dynamics |
0 |
0 |
0 |
0 |
1 |
4 |
7 |
36 |
| Minimum price variations, time priority and quotes dynamics |
0 |
0 |
0 |
140 |
0 |
6 |
7 |
1,187 |
| News Trading and Speed |
0 |
0 |
2 |
89 |
0 |
5 |
10 |
248 |
| News Trading and Speed |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
54 |
| News Trading and Speed |
0 |
0 |
0 |
0 |
0 |
6 |
9 |
53 |
| News Trading and Speed |
0 |
0 |
0 |
0 |
0 |
4 |
6 |
50 |
| News Trading and Speed |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
32 |
| Noisy Stock Prices and Corporate Investment |
0 |
0 |
1 |
36 |
0 |
8 |
16 |
119 |
| Non-Standard Errors |
0 |
0 |
0 |
27 |
0 |
6 |
20 |
163 |
| Non-Standard Errors |
0 |
0 |
2 |
44 |
4 |
18 |
38 |
470 |
| Nonstandard Errors |
0 |
1 |
2 |
4 |
1 |
10 |
25 |
39 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
1 |
8 |
16 |
16 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
0 |
5 |
23 |
23 |
| Nonstandard errors |
0 |
0 |
1 |
12 |
2 |
11 |
28 |
71 |
| Order Flow Composition and Trading Costs in Dynamic Limit Order Markets |
0 |
0 |
0 |
420 |
2 |
14 |
16 |
1,068 |
| Order Flow Composition and Trading Costs in a Dynamic Limit Order Market |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
76 |
| Order flow composition and trading costs in a dynamic limit order market |
0 |
0 |
0 |
0 |
1 |
3 |
9 |
91 |
| Price Improvements in Financial Markets as a Screening Device |
0 |
0 |
0 |
17 |
0 |
3 |
5 |
110 |
| Price Improvements in Financial Markets as a Screening Device |
0 |
0 |
0 |
0 |
0 |
5 |
6 |
20 |
| Price formation and order placement strategies in a dynamic order driven market |
0 |
0 |
0 |
62 |
1 |
5 |
9 |
302 |
| Reputation-Based Pricing and Price Improvements in Dealership Markets |
0 |
0 |
0 |
0 |
0 |
4 |
6 |
23 |
| Reputation-Based Pricing and Price Improvements in Dealership Markets |
0 |
0 |
1 |
55 |
0 |
2 |
4 |
385 |
| Reputation-based pricing and price improvements in dealership markets |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
23 |
| Reputation-based pricing and price improvements in dealership markets |
0 |
0 |
0 |
44 |
1 |
5 |
5 |
464 |
| Ripple Effects of Noise on Corporate Investment |
0 |
0 |
0 |
24 |
0 |
4 |
6 |
112 |
| Ripple Effects of Noise on Corporate Investment |
0 |
0 |
0 |
26 |
1 |
4 |
8 |
143 |
| Ripple Effects of Noise on Corporate Investment |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
44 |
| Stock Price Informativeness, Cross-Listings and Investment Decisions |
0 |
0 |
0 |
0 |
6 |
9 |
9 |
44 |
| Stock Price Informativeness, Cross-Listings and Investment Decisions |
0 |
0 |
0 |
0 |
1 |
7 |
11 |
51 |
| Stock Price Informativeness, Cross-Listings and Investment Decisions |
0 |
0 |
0 |
159 |
1 |
5 |
12 |
652 |
| Stock price informativeness, cross-listings and investment decisions |
0 |
0 |
0 |
0 |
0 |
7 |
8 |
69 |
| Stock price informativeness, cross-listings and investment decisions |
0 |
0 |
0 |
215 |
1 |
7 |
10 |
629 |
| The Horizon of Investors' Information and Corporate Investment |
0 |
0 |
0 |
8 |
0 |
2 |
7 |
13 |
| The Horizon of Investors' Information and Corporate Investment |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
16 |
| The Horizon of Investors' Information and Corporate Investment |
0 |
2 |
2 |
12 |
1 |
3 |
7 |
14 |
| Toxic Arbitrage |
0 |
0 |
0 |
0 |
0 |
4 |
9 |
41 |
| Toxic Arbitrage |
0 |
0 |
0 |
35 |
7 |
16 |
17 |
126 |
| Toxic Arbitrage |
0 |
0 |
1 |
17 |
5 |
13 |
17 |
87 |
| Trading Fees and Efficiency in Limit Order Markets |
0 |
0 |
0 |
45 |
0 |
9 |
12 |
153 |
| Trading Fees and Efficiency in Limit Order Markets |
0 |
0 |
0 |
1 |
3 |
4 |
7 |
30 |
| Trading Fees and Efficiency in Limit Order Markets |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
14 |
| Trading fees and efficiency in limit order markets |
0 |
0 |
0 |
0 |
3 |
7 |
9 |
54 |
| Total Working Papers |
2 |
10 |
50 |
5,613 |
194 |
1,046 |
1,726 |
28,763 |
| 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 |
10 |
0 |
3 |
5 |
60 |
| 12th Annual Central Bank Workshop on the Microstructure of Financial Markets 29-30 September 2016, Banque de France (Non-technical summary) |
0 |
0 |
0 |
9 |
2 |
4 |
7 |
58 |
| Asymétrie d’information et marchés financiers: une synthèse de la littérature récente |
0 |
0 |
0 |
56 |
14 |
20 |
23 |
277 |
| Competition for Listings |
0 |
0 |
0 |
0 |
3 |
6 |
7 |
282 |
| Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
1 |
171 |
0 |
6 |
15 |
529 |
| Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
0 |
5 |
1 |
4 |
7 |
45 |
| Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis |
1 |
1 |
3 |
48 |
2 |
12 |
26 |
253 |
| Data abundance and asset price informativeness |
0 |
0 |
0 |
53 |
3 |
8 |
17 |
263 |
| Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News |
0 |
0 |
2 |
11 |
1 |
6 |
15 |
37 |
| Does Alternative Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
6 |
15 |
2 |
14 |
42 |
67 |
| Does Anonymity Matter in Electronic Limit Order Markets? |
0 |
0 |
0 |
99 |
1 |
6 |
8 |
308 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
1 |
1 |
4 |
10 |
17 |
23 |
| Equilibrium fast trading |
4 |
6 |
21 |
186 |
13 |
26 |
74 |
615 |
| Equity Trading Systems in Europe: A Survey of Recent Changes |
0 |
0 |
0 |
4 |
0 |
2 |
3 |
60 |
| Floors, dealer markets and limit order markets |
0 |
0 |
2 |
138 |
2 |
11 |
16 |
313 |
| HFT and Market Quality |
1 |
4 |
15 |
515 |
4 |
20 |
47 |
1,579 |
| Illiquidity Contagion and Liquidity Crashes |
1 |
1 |
1 |
63 |
1 |
4 |
6 |
183 |
| Individual Investors and Volatility |
0 |
0 |
0 |
0 |
1 |
8 |
11 |
286 |
| Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets |
0 |
0 |
0 |
6 |
2 |
6 |
11 |
48 |
| Learning from peers' stock prices and corporate investment |
0 |
3 |
4 |
182 |
1 |
12 |
25 |
741 |
| Limit Order Book as a Market for Liquidity |
0 |
3 |
3 |
347 |
1 |
16 |
36 |
966 |
| Liquidity Cycles and Make/Take Fees in Electronic Markets |
0 |
0 |
2 |
34 |
2 |
6 |
11 |
173 |
| Liquidity, cost of capital and the organization of trading in stock markets |
0 |
0 |
0 |
9 |
0 |
1 |
1 |
55 |
| Liquidité, coût du capital et organisation de la négociation des valeurs boursières |
0 |
0 |
0 |
5 |
0 |
3 |
4 |
51 |
| Market Making with Costly Monitoring: An Analysis of the SOES Controversy |
0 |
0 |
2 |
59 |
0 |
5 |
11 |
291 |
| Minimum Price Variations, Time Priority, and Quote Dynamics |
0 |
0 |
0 |
68 |
2 |
8 |
10 |
416 |
| News Trading and Speed |
0 |
0 |
2 |
34 |
1 |
5 |
14 |
170 |
| Noisy Stock Prices and Corporate Investment |
0 |
0 |
3 |
58 |
0 |
8 |
20 |
198 |
| Nonstandard Errors |
0 |
1 |
11 |
42 |
6 |
16 |
61 |
167 |
| Order flow composition and trading costs in a dynamic limit order market1 |
0 |
2 |
4 |
485 |
4 |
19 |
25 |
1,015 |
| Reputation-based pricing and price improvements |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
83 |
| Sale of Price Information by Exchanges: Does It Promote Price Discovery? |
0 |
0 |
0 |
6 |
1 |
4 |
9 |
56 |
| Stock price informativeness, cross-listings, and investment decisions |
0 |
2 |
15 |
513 |
1 |
10 |
28 |
889 |
| Toxic Arbitrage |
1 |
3 |
4 |
50 |
3 |
11 |
19 |
190 |
| Trading Fees and Efficiency in Limit Order Markets |
0 |
1 |
2 |
51 |
3 |
17 |
21 |
158 |
| Where are the risks in high frequency trading? |
0 |
0 |
3 |
137 |
1 |
24 |
40 |
519 |
| Total Journal Articles |
8 |
27 |
108 |
3,490 |
82 |
341 |
692 |
11,424 |
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