Working Paper |
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Abstract Views |
Last month |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |
Algorithmic Pricing and Liquidity in Securities Markets |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
Algorithmic Pricing and Liquidity in Securities Markets |
1 |
1 |
4 |
7 |
2 |
2 |
5 |
8 |
Algorithmic Pricing and Liquidity in Securities Markets |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
16 |
Algorithmic trading: issues and preliminary evidence |
0 |
0 |
0 |
0 |
2 |
2 |
9 |
129 |
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 |
0 |
0 |
2 |
36 |
Competition among markets and liquidity: trading fees matter |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
21 |
Competition for Listings |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
67 |
Competition for Listings |
0 |
0 |
0 |
46 |
0 |
0 |
4 |
278 |
Competition for Listings |
0 |
0 |
0 |
99 |
0 |
1 |
1 |
243 |
Competition for Listings |
0 |
0 |
0 |
125 |
0 |
1 |
6 |
410 |
Competition for Listings |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
39 |
Competition for Order Flow Smart Order Routing Systems |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
17 |
Competition for Order Flow Smart Order Routing Systems |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
15 |
Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
54 |
Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
0 |
189 |
1 |
3 |
4 |
743 |
Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
69 |
Competition for order flow and smart order routing systems |
0 |
0 |
0 |
196 |
1 |
1 |
4 |
586 |
Consolidation et Fragmentation des Marchés Financiers: Coûts et Bénéfices |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
29 |
Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
23 |
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 |
0 |
67 |
Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
17 |
Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
40 |
Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
47 |
Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
59 |
Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
33 |
Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis |
0 |
0 |
0 |
42 |
1 |
2 |
8 |
299 |
Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
56 |
Data Abundance and Asset Price Informativeness |
0 |
0 |
0 |
20 |
1 |
1 |
7 |
95 |
Dealer Attention, liquidity spillovers, and endogenous market segmentation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
26 |
Dealer Attention, liquidity spillovers, and endogenous market segmentation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
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 |
Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
37 |
Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News |
0 |
0 |
1 |
42 |
0 |
2 |
6 |
114 |
Displaced by Big Data |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
26 |
Displaced by Big Data: Evidence from Active Fund Managers |
1 |
1 |
2 |
4 |
4 |
6 |
15 |
19 |
Does Alternative Data Improve Financial Forecasting? The Horizon Effect |
0 |
1 |
4 |
47 |
1 |
5 |
32 |
180 |
Does Anonymity Matter in Electronic Limit Order Markets? |
0 |
0 |
0 |
177 |
0 |
1 |
1 |
1,220 |
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 |
64 |
1 |
1 |
1 |
318 |
Does Big Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
1 |
24 |
0 |
0 |
3 |
54 |
Does Big Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
0 |
0 |
0 |
4 |
7 |
48 |
Does Big Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
1 |
1 |
0 |
0 |
6 |
6 |
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 |
1 |
672 |
Does anonymity matter in electronic limit order markets ? |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
30 |
Does anonymity matter in electronic limit order markets? |
0 |
0 |
0 |
17 |
1 |
1 |
2 |
111 |
Enseignement de la gestion: l'apport de la recherche |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
16 |
Equilibrium Data Mining |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
8 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
2 |
1 |
1 |
5 |
53 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
16 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
21 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
5 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Equilibrium Data Mining and Data Abundance |
0 |
0 |
1 |
2 |
2 |
3 |
4 |
5 |
Equilibrium Fast Traders |
0 |
0 |
1 |
18 |
0 |
0 |
3 |
62 |
Equilibrium Fast Trading |
0 |
0 |
1 |
22 |
0 |
1 |
3 |
83 |
Equilibrium Fast Trading |
0 |
0 |
0 |
25 |
0 |
0 |
5 |
179 |
Equilibrium Fast Trading |
1 |
1 |
1 |
49 |
1 |
1 |
4 |
218 |
Equilibrium fast trading |
0 |
0 |
0 |
2 |
1 |
2 |
6 |
107 |
Equity Trading Systems in Europe |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
28 |
Equity Trading Systems in Europe - A Survey of Recent Changes |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
24 |
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 |
0 |
3 |
25 |
False News, Informational Efficiency, and Price Reversals |
0 |
0 |
2 |
32 |
0 |
0 |
3 |
122 |
False News, Informational Efficiency, and Price Reversals |
0 |
0 |
1 |
59 |
0 |
1 |
9 |
159 |
Floors, dealer markets and limit order markets |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
42 |
Illiquidity Contagion and Liquidity Crashes |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
63 |
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 |
27 |
1 |
1 |
2 |
236 |
Imperfect Market Monitoring and SOES Trading |
0 |
0 |
0 |
40 |
0 |
1 |
4 |
399 |
Implicit collusion on wide spreads |
0 |
0 |
1 |
19 |
1 |
2 |
6 |
268 |
Individual Investors and Volatility |
0 |
0 |
0 |
95 |
0 |
1 |
2 |
465 |
Individual Investors and Volatility |
0 |
0 |
1 |
2 |
0 |
0 |
8 |
99 |
Individual Investors and Volatility |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
37 |
Individual investors and volatility |
0 |
0 |
0 |
127 |
0 |
1 |
3 |
318 |
Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
230 |
Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
34 |
Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
43 |
Information sharing, liquidity and transaction costs in floor-based trading systems |
0 |
1 |
1 |
170 |
0 |
1 |
4 |
632 |
Insiders-Outsiders, Transparency and the Value of the Ticker |
0 |
0 |
0 |
4 |
0 |
3 |
4 |
35 |
Insiders-Outsiders, Transparency and the Value of the Ticker |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
38 |
Insiders-Outsiders, Transparency and the Value of the Ticker |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
158 |
Insiders-outsiders, transparency and the value of the ticker |
0 |
0 |
1 |
5 |
0 |
0 |
1 |
50 |
Insiders-outsiders, transparency and the value of the ticker |
0 |
0 |
0 |
33 |
1 |
1 |
2 |
165 |
Inventory Management, Dealers' Connections, and Prices in OTC Markets |
0 |
0 |
0 |
31 |
0 |
1 |
2 |
83 |
Inventory Management, Dealers' Connections, and Prices in OTC Markets |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
36 |
Inventory Management, Dealers' Connections, and Prices in OTC Markets |
0 |
0 |
1 |
12 |
0 |
1 |
11 |
84 |
Inventory management, dealers’ connections, and prices in OTC markets |
0 |
0 |
0 |
17 |
0 |
0 |
3 |
60 |
Investors as a Liquidity Backstop in Corporate Bond Markets |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
Investors as a liquidity backstop in corporate bond markets |
0 |
1 |
3 |
3 |
1 |
5 |
7 |
7 |
Is Trading Fast Dangerous? |
0 |
0 |
1 |
38 |
1 |
1 |
9 |
116 |
Learning from Prices, Liquidity Spillovers, and Market Segmentation |
0 |
0 |
0 |
35 |
0 |
0 |
2 |
148 |
Learning from peers' stock prices and corporate investment |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
169 |
Learning from prices, liquidity spillovers, and endogenous market segmentation |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
37 |
Les limites de la titrisation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
25 |
Limit Order Book as a Market for Liquidity |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
150 |
Limit Order Book as a Market for Liquidity |
0 |
0 |
0 |
139 |
0 |
1 |
3 |
591 |
Limit Order Book as a Market for Liquidity |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
78 |
Limit Order Book as a Market for Liquidity |
0 |
0 |
1 |
482 |
0 |
2 |
11 |
1,580 |
Limit Order Book as a Market for Liquidity |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
72 |
Limit Order Markets |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
23 |
Limit order book as a market for liquidity |
0 |
0 |
0 |
404 |
0 |
0 |
2 |
1,228 |
Linkage Principle, Multi-dimensional Signals and Blind Auctions |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
24 |
Linkage principle, Multi-dimensional Signals and Blind Auctions |
0 |
0 |
0 |
55 |
0 |
0 |
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 |
0 |
43 |
Liquidity Cycles and Make/Take Fees in Electronic Markets |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
44 |
Liquidity cycles and make/take fees in electronic markets |
0 |
0 |
1 |
52 |
0 |
1 |
3 |
221 |
Liquidity cycles and make/take fees in electronic markets |
0 |
0 |
0 |
95 |
0 |
1 |
2 |
288 |
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 |
1 |
1 |
1 |
18 |
Market Liquidity: Theory, Evidence and Policy |
0 |
0 |
0 |
0 |
1 |
3 |
27 |
386 |
Market Making with Costly Monitoring: An Analysis of the SOES Controversy |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
38 |
Market Making with Costly Monitoring: An Analysis of the SOES Controversy |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
26 |
Market Making with Costly Monitoring: An Analysis of the SOES Controversy |
0 |
2 |
2 |
81 |
0 |
3 |
3 |
445 |
Market Transparency |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
119 |
Market microstructure: confronting many viewpoints |
0 |
0 |
0 |
1 |
0 |
1 |
9 |
118 |
Microstructure des marchés financiers: institutions, modèles et tests empiriques |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
113 |
Minimum Price Variations, Time Priority and Quote Dynamics |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
29 |
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 |
2 |
30 |
Minimum price variations, time priority and quotes dynamics |
0 |
0 |
0 |
140 |
0 |
0 |
0 |
1,180 |
News Trading and Speed |
0 |
0 |
2 |
89 |
0 |
0 |
4 |
240 |
News Trading and Speed |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
46 |
News Trading and Speed |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
28 |
News Trading and Speed |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
44 |
News Trading and Speed |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
48 |
Noisy Stock Prices and Corporate Investment |
0 |
0 |
1 |
36 |
0 |
1 |
2 |
105 |
Non-Standard Errors |
0 |
0 |
1 |
27 |
2 |
4 |
30 |
154 |
Non-Standard Errors |
0 |
0 |
2 |
44 |
2 |
6 |
34 |
446 |
Nonstandard Errors |
0 |
0 |
0 |
0 |
5 |
6 |
11 |
11 |
Nonstandard Errors |
0 |
0 |
3 |
3 |
3 |
3 |
23 |
23 |
Nonstandard Errors |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
3 |
Nonstandard errors |
1 |
1 |
2 |
12 |
4 |
9 |
28 |
56 |
Order Flow Composition and Trading Costs in Dynamic Limit Order Markets |
0 |
0 |
0 |
420 |
0 |
1 |
3 |
1,053 |
Order Flow Composition and Trading Costs in a Dynamic Limit Order Market |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
71 |
Order flow composition and trading costs in a dynamic limit order market |
0 |
0 |
0 |
0 |
0 |
5 |
8 |
88 |
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 |
0 |
3 |
106 |
Price formation and order placement strategies in a dynamic order driven market |
0 |
0 |
0 |
62 |
0 |
2 |
2 |
295 |
Reputation-Based Pricing and Price Improvements in Dealership Markets |
0 |
0 |
1 |
55 |
0 |
1 |
3 |
383 |
Reputation-Based Pricing and Price Improvements in Dealership Markets |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
18 |
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 |
1 |
24 |
0 |
0 |
2 |
107 |
Ripple Effects of Noise on Corporate Investment |
0 |
0 |
1 |
26 |
0 |
0 |
6 |
138 |
Ripple Effects of Noise on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
42 |
Stock Price Informativeness, Cross-Listings and Investment Decisions |
0 |
0 |
0 |
159 |
1 |
3 |
6 |
644 |
Stock Price Informativeness, Cross-Listings and Investment Decisions |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
41 |
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 |
0 |
0 |
2 |
61 |
Stock price informativeness, cross-listings and investment decisions |
0 |
0 |
0 |
215 |
0 |
1 |
2 |
621 |
The Horizon of Investors' Information and Corporate Investment |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
13 |
The Horizon of Investors' Information and Corporate Investment |
0 |
0 |
0 |
10 |
0 |
0 |
3 |
8 |
The Horizon of Investors' Information and Corporate Investment |
0 |
0 |
5 |
8 |
0 |
2 |
7 |
9 |
Toxic Arbitrage |
0 |
0 |
1 |
17 |
0 |
0 |
3 |
71 |
Toxic Arbitrage |
0 |
0 |
0 |
35 |
1 |
1 |
2 |
110 |
Toxic Arbitrage |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
33 |
Trading Fees and Efficiency in Limit Order Markets |
0 |
0 |
0 |
45 |
0 |
1 |
1 |
142 |
Trading Fees and Efficiency in Limit Order Markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
Trading Fees and Efficiency in Limit Order Markets |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
24 |
Trading fees and efficiency in limit order markets |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
46 |
Total Working Papers |
4 |
9 |
55 |
5,550 |
53 |
161 |
633 |
27,229 |
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 |
1 |
1 |
10 |
0 |
1 |
3 |
56 |
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 |
5 |
54 |
Asymétrie d’information et marchés financiers: une synthèse de la littérature récente |
0 |
0 |
0 |
56 |
0 |
1 |
5 |
257 |
Competition for Listings |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
275 |
Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
3 |
171 |
1 |
3 |
12 |
519 |
Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
0 |
5 |
0 |
1 |
5 |
40 |
Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis |
1 |
1 |
3 |
47 |
5 |
5 |
15 |
236 |
Data abundance and asset price informativeness |
0 |
0 |
0 |
53 |
1 |
2 |
12 |
254 |
Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News |
0 |
0 |
1 |
10 |
1 |
2 |
8 |
28 |
Does Alternative Data Improve Financial Forecasting? The Horizon Effect |
0 |
1 |
7 |
12 |
3 |
6 |
23 |
41 |
Does Anonymity Matter in Electronic Limit Order Markets? |
0 |
0 |
1 |
99 |
0 |
0 |
5 |
300 |
Equilibrium Data Mining and Data Abundance |
0 |
1 |
1 |
1 |
1 |
2 |
10 |
10 |
Equilibrium fast trading |
1 |
3 |
22 |
179 |
8 |
17 |
60 |
579 |
Equity Trading Systems in Europe: A Survey of Recent Changes |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
58 |
Floors, dealer markets and limit order markets |
0 |
0 |
2 |
138 |
0 |
0 |
4 |
300 |
HFT and Market Quality |
0 |
0 |
15 |
505 |
0 |
9 |
56 |
1,549 |
Illiquidity Contagion and Liquidity Crashes |
0 |
0 |
5 |
62 |
1 |
2 |
10 |
179 |
Individual Investors and Volatility |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
277 |
Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets |
0 |
0 |
0 |
6 |
1 |
2 |
4 |
40 |
Learning from peers' stock prices and corporate investment |
0 |
0 |
1 |
179 |
1 |
6 |
17 |
726 |
Limit Order Book as a Market for Liquidity |
0 |
0 |
2 |
344 |
1 |
4 |
20 |
944 |
Liquidity Cycles and Make/Take Fees in Electronic Markets |
0 |
0 |
2 |
34 |
1 |
2 |
7 |
167 |
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 |
0 |
47 |
Market Making with Costly Monitoring: An Analysis of the SOES Controversy |
0 |
1 |
5 |
59 |
1 |
3 |
11 |
285 |
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 |
3 |
5 |
160 |
Noisy Stock Prices and Corporate Investment |
0 |
0 |
4 |
56 |
0 |
1 |
15 |
181 |
Nonstandard Errors |
1 |
1 |
23 |
39 |
4 |
11 |
88 |
138 |
Order flow composition and trading costs in a dynamic limit order market1 |
0 |
1 |
3 |
483 |
0 |
1 |
4 |
993 |
Reputation-based pricing and price improvements |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
83 |
Sale of Price Information by Exchanges: Does It Promote Price Discovery? |
0 |
0 |
1 |
6 |
0 |
2 |
5 |
49 |
Stock price informativeness, cross-listings, and investment decisions |
1 |
5 |
17 |
509 |
2 |
6 |
22 |
874 |
Toxic Arbitrage |
0 |
0 |
5 |
47 |
0 |
2 |
11 |
175 |
Trading Fees and Efficiency in Limit Order Markets |
0 |
0 |
0 |
49 |
0 |
2 |
3 |
139 |
Where are the risks in high frequency trading? |
0 |
0 |
5 |
136 |
2 |
4 |
19 |
489 |
Total Journal Articles |
4 |
15 |
130 |
3,442 |
34 |
102 |
472 |
10,962 |