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 |
1 |
1 |
4 |
4 |
Algorithmic Pricing and Liquidity in Securities Markets |
0 |
0 |
1 |
5 |
1 |
1 |
8 |
16 |
Algorithmic Pricing and Liquidity in Securities Markets |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
Algorithmic trading: issues and preliminary evidence |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
124 |
Asymétries d'information et marchés financiers: une synthèse de la littérature récente |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
30 |
Best Execution and Competition between Trading Venues |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
25 |
Chaining up noise traders |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
35 |
Competition among markets and liquidity: trading fees matter |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
21 |
Competition for Listings |
0 |
0 |
1 |
99 |
0 |
0 |
2 |
242 |
Competition for Listings |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
38 |
Competition for Listings |
0 |
0 |
1 |
125 |
1 |
3 |
6 |
408 |
Competition for Listings |
0 |
0 |
0 |
46 |
1 |
1 |
5 |
278 |
Competition for Listings |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
66 |
Competition for Order Flow Smart Order Routing Systems |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
16 |
Competition for Order Flow Smart Order Routing Systems |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
0 |
189 |
0 |
0 |
3 |
739 |
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 |
1 |
1 |
2 |
2 |
1 |
1 |
3 |
69 |
Competition for order flow and smart order routing systems |
0 |
0 |
0 |
196 |
1 |
1 |
3 |
583 |
Consolidation et Fragmentation des Marchés Financiers: Coûts et Bénéfices |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
29 |
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 |
0 |
0 |
0 |
0 |
21 |
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 |
1 |
58 |
Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
32 |
Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
39 |
Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
46 |
Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
50 |
Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis |
0 |
0 |
0 |
42 |
0 |
1 |
11 |
296 |
Data Abundance and Asset Price Informativeness |
0 |
0 |
4 |
20 |
1 |
2 |
10 |
90 |
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 |
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 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
35 |
Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News |
0 |
0 |
0 |
41 |
1 |
1 |
4 |
110 |
Displaced by Big Data |
0 |
0 |
0 |
0 |
1 |
4 |
21 |
23 |
Displaced by Big Data: Evidence from Active Fund Managers |
1 |
1 |
3 |
3 |
2 |
3 |
10 |
10 |
Does Alternative Data Improve Financial Forecasting? The Horizon Effect |
0 |
2 |
9 |
46 |
4 |
9 |
53 |
164 |
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 |
1 |
317 |
Does Anonymity Matter in Electronic Limit Order Markets? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
30 |
Does Big Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
3 |
Does Big Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
41 |
Does Big Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
0 |
23 |
0 |
0 |
5 |
51 |
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 |
0 |
0 |
0 |
0 |
1 |
25 |
Does anonymity matter in electronic limit order markets ? |
0 |
0 |
0 |
165 |
0 |
0 |
0 |
671 |
Does anonymity matter in electronic limit order markets? |
0 |
0 |
2 |
17 |
0 |
0 |
2 |
109 |
Enseignement de la gestion: l'apport de la recherche |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
Equilibrium Data Mining |
0 |
0 |
1 |
1 |
1 |
2 |
3 |
7 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
1 |
2 |
0 |
0 |
2 |
2 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
2 |
1 |
2 |
7 |
52 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
18 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
14 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
Equilibrium Fast Traders |
0 |
0 |
0 |
17 |
1 |
1 |
3 |
60 |
Equilibrium Fast Trading |
1 |
1 |
1 |
22 |
1 |
1 |
5 |
82 |
Equilibrium Fast Trading |
0 |
0 |
0 |
48 |
1 |
1 |
3 |
215 |
Equilibrium Fast Trading |
0 |
0 |
0 |
25 |
1 |
3 |
10 |
178 |
Equilibrium fast trading |
0 |
0 |
0 |
2 |
0 |
0 |
7 |
102 |
Equity Trading Systems in Europe |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
28 |
Equity Trading Systems in Europe - A Survey of Recent Changes |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
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 |
0 |
0 |
0 |
2 |
4 |
25 |
False News, Informational Efficiency, and Price Reversals |
0 |
1 |
1 |
59 |
1 |
3 |
8 |
155 |
False News, Informational Efficiency, and Price Reversals |
0 |
2 |
3 |
32 |
0 |
2 |
4 |
121 |
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 |
1 |
3 |
62 |
Imperfect Market Monitoring and SOES Trading |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
22 |
Imperfect Market Monitoring and SOES Trading |
0 |
0 |
0 |
27 |
1 |
1 |
2 |
235 |
Imperfect Market Monitoring and SOES Trading |
0 |
0 |
0 |
40 |
1 |
2 |
3 |
398 |
Imperfect Market Monitoring and SOES Trading |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
343 |
Implicit collusion on wide spreads |
0 |
0 |
0 |
18 |
2 |
3 |
3 |
265 |
Individual Investors and Volatility |
0 |
0 |
0 |
95 |
0 |
0 |
1 |
463 |
Individual Investors and Volatility |
0 |
0 |
1 |
2 |
0 |
3 |
11 |
96 |
Individual Investors and Volatility |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
35 |
Individual investors and volatility |
0 |
0 |
0 |
127 |
0 |
0 |
2 |
316 |
Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
230 |
Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
31 |
Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
42 |
Information sharing, liquidity and transaction costs in floor-based trading systems |
0 |
0 |
0 |
169 |
0 |
0 |
1 |
629 |
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 |
0 |
0 |
31 |
Insiders-Outsiders, Transparency and the Value of the Ticker |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
37 |
Insiders-outsiders, transparency and the value of the ticker |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
49 |
Insiders-outsiders, transparency and the value of the ticker |
0 |
0 |
0 |
33 |
0 |
1 |
1 |
164 |
Inventory Management, Dealers' Connections, and Prices in OTC Markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
34 |
Inventory Management, Dealers' Connections, and Prices in OTC Markets |
0 |
0 |
0 |
11 |
0 |
2 |
11 |
78 |
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 |
0 |
1 |
2 |
59 |
Is Trading Fast Dangerous? |
0 |
0 |
0 |
37 |
0 |
4 |
10 |
113 |
Learning from Prices, Liquidity Spillovers, and Market Segmentation |
0 |
0 |
0 |
35 |
1 |
1 |
3 |
148 |
Learning from peers' stock prices and corporate investment |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
166 |
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 |
1 |
25 |
Limit Order Book as a Market for Liquidity |
0 |
0 |
3 |
481 |
1 |
3 |
17 |
1,573 |
Limit Order Book as a Market for Liquidity |
0 |
0 |
1 |
139 |
0 |
0 |
5 |
590 |
Limit Order Book as a Market for Liquidity |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
70 |
Limit Order Book as a Market for Liquidity |
0 |
0 |
0 |
0 |
2 |
3 |
12 |
75 |
Limit Order Book as a Market for Liquidity |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
148 |
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 |
3 |
24 |
Linkage principle, Multi-dimensional Signals and Blind Auctions |
0 |
0 |
0 |
55 |
1 |
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 |
0 |
1 |
1 |
1 |
41 |
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 |
51 |
1 |
1 |
1 |
219 |
Liquidity cycles and make/take fees in electronic markets |
0 |
0 |
1 |
95 |
0 |
0 |
1 |
286 |
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 |
2 |
3 |
35 |
372 |
Market Making with Costly Monitoring: An Analysis of the SOES Controversy |
0 |
0 |
0 |
79 |
0 |
0 |
1 |
442 |
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 |
0 |
0 |
0 |
2 |
26 |
Market Transparency |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
118 |
Market microstructure: confronting many viewpoints |
0 |
0 |
0 |
1 |
1 |
2 |
10 |
113 |
Microstructure des marchés financiers: institutions, modèles et tests empiriques |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
113 |
Minimum Price Variations, Time Priority and Quote Dynamics |
0 |
0 |
0 |
91 |
0 |
0 |
1 |
640 |
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 |
1 |
1 |
29 |
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 |
0 |
0 |
0 |
44 |
News Trading and Speed |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
27 |
News Trading and Speed |
0 |
0 |
0 |
87 |
2 |
2 |
4 |
238 |
News Trading and Speed |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
44 |
News Trading and Speed |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
47 |
Noisy Stock Prices and Corporate Investment |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
103 |
Non-Standard Errors |
0 |
0 |
1 |
42 |
6 |
12 |
56 |
432 |
Non-Standard Errors |
0 |
1 |
4 |
27 |
4 |
16 |
81 |
143 |
Nonstandard Errors |
0 |
2 |
2 |
2 |
0 |
11 |
14 |
14 |
Nonstandard errors |
0 |
1 |
11 |
11 |
4 |
11 |
43 |
43 |
Order Flow Composition and Trading Costs in Dynamic Limit Order Markets |
0 |
0 |
0 |
420 |
0 |
1 |
5 |
1,052 |
Order Flow Composition and Trading Costs in a Dynamic Limit Order Market |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
68 |
Order flow composition and trading costs in a dynamic limit order market |
0 |
0 |
0 |
0 |
1 |
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 |
1 |
2 |
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 |
1 |
1 |
1 |
381 |
Reputation-based pricing and price improvements in dealership markets |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
459 |
Reputation-based pricing and price improvements in dealership markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
19 |
Ripple Effects of Noise on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
41 |
Ripple Effects of Noise on Corporate Investment |
1 |
1 |
1 |
26 |
3 |
3 |
5 |
135 |
Ripple Effects of Noise on Corporate Investment |
1 |
1 |
1 |
24 |
1 |
1 |
1 |
106 |
Stock Price Informativeness, Cross-Listings and Investment Decisions |
0 |
0 |
0 |
159 |
0 |
2 |
6 |
640 |
Stock Price Informativeness, Cross-Listings and Investment Decisions |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
35 |
Stock Price Informativeness, Cross-Listings and Investment Decisions |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
40 |
Stock price informativeness, cross-listings and investment decisions |
0 |
0 |
0 |
215 |
0 |
0 |
1 |
619 |
Stock price informativeness, cross-listings and investment decisions |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
61 |
The Horizon of Investors' Information and Corporate Investment |
0 |
0 |
0 |
10 |
0 |
1 |
3 |
7 |
The Horizon of Investors' Information and Corporate Investment |
0 |
0 |
8 |
8 |
0 |
2 |
6 |
6 |
The Horizon of Investors' Information and Corporate Investment |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
12 |
Toxic Arbitrage |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
32 |
Toxic Arbitrage |
0 |
0 |
0 |
16 |
0 |
2 |
3 |
70 |
Toxic Arbitrage |
0 |
0 |
1 |
35 |
1 |
1 |
2 |
109 |
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 |
45 |
0 |
0 |
0 |
141 |
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 |
14 |
73 |
5,521 |
70 |
172 |
712 |
26,880 |
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 |
2 |
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 |
1 |
3 |
51 |
Asymétrie d’information et marchés financiers: une synthèse de la littérature récente |
0 |
0 |
1 |
56 |
0 |
2 |
5 |
254 |
Competition for Listings |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
275 |
Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
3 |
170 |
1 |
2 |
10 |
514 |
Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
0 |
5 |
0 |
2 |
3 |
38 |
Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis |
0 |
0 |
1 |
45 |
2 |
3 |
11 |
227 |
Data abundance and asset price informativeness |
0 |
0 |
3 |
53 |
2 |
2 |
14 |
246 |
Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News |
0 |
0 |
4 |
9 |
0 |
0 |
7 |
22 |
Does Alternative Data Improve Financial Forecasting? The Horizon Effect |
0 |
1 |
9 |
9 |
2 |
4 |
25 |
25 |
Does Anonymity Matter in Electronic Limit Order Markets? |
0 |
0 |
4 |
99 |
0 |
1 |
10 |
300 |
Equilibrium fast trading |
1 |
4 |
22 |
165 |
2 |
9 |
64 |
541 |
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 |
0 |
0 |
1 |
136 |
1 |
1 |
4 |
297 |
HFT and Market Quality |
0 |
4 |
28 |
500 |
0 |
24 |
83 |
1,532 |
Illiquidity Contagion and Liquidity Crashes |
1 |
4 |
6 |
62 |
1 |
4 |
13 |
177 |
Individual Investors and Volatility |
0 |
0 |
0 |
0 |
1 |
2 |
8 |
275 |
Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets |
0 |
0 |
0 |
6 |
0 |
1 |
3 |
37 |
Learning from peers' stock prices and corporate investment |
0 |
0 |
2 |
178 |
2 |
4 |
28 |
716 |
Limit Order Book as a Market for Liquidity |
0 |
1 |
12 |
344 |
1 |
3 |
31 |
930 |
Liquidity Cycles and Make/Take Fees in Electronic Markets |
0 |
0 |
2 |
32 |
1 |
2 |
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 |
57 |
1 |
2 |
9 |
280 |
Minimum Price Variations, Time Priority, and Quote Dynamics |
0 |
0 |
0 |
68 |
0 |
0 |
0 |
406 |
News Trading and Speed |
0 |
0 |
1 |
32 |
0 |
0 |
7 |
156 |
Noisy Stock Prices and Corporate Investment |
0 |
3 |
8 |
55 |
1 |
8 |
23 |
178 |
Nonstandard Errors |
2 |
7 |
31 |
31 |
8 |
24 |
106 |
106 |
Order flow composition and trading costs in a dynamic limit order market1 |
0 |
0 |
4 |
481 |
0 |
0 |
8 |
990 |
Reputation-based pricing and price improvements |
0 |
0 |
0 |
20 |
1 |
1 |
4 |
83 |
Sale of Price Information by Exchanges: Does It Promote Price Discovery? |
1 |
1 |
1 |
6 |
2 |
2 |
5 |
47 |
Stock price informativeness, cross-listings, and investment decisions |
2 |
6 |
7 |
498 |
3 |
8 |
13 |
861 |
Toxic Arbitrage |
1 |
3 |
7 |
46 |
1 |
6 |
24 |
171 |
Trading Fees and Efficiency in Limit Order Markets |
0 |
0 |
3 |
49 |
0 |
1 |
4 |
137 |
Where are the risks in high frequency trading? |
1 |
3 |
9 |
134 |
2 |
5 |
24 |
479 |
Total Journal Articles |
9 |
38 |
176 |
3,382 |
36 |
127 |
574 |
10,726 |