| 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 |
2 |
3 |
9 |
3 |
9 |
14 |
17 |
| Algorithmic Pricing and Liquidity in Securities Markets |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
| Algorithmic Pricing and Liquidity in Securities Markets |
0 |
0 |
0 |
5 |
4 |
6 |
7 |
22 |
| Algorithmic trading: issues and preliminary evidence |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
131 |
| 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 |
1 |
3 |
37 |
| Competition among markets and liquidity: trading fees matter |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
21 |
| Competition for Listings |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
40 |
| Competition for Listings |
0 |
0 |
0 |
46 |
4 |
7 |
8 |
285 |
| Competition for Listings |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
68 |
| Competition for Listings |
0 |
0 |
0 |
125 |
0 |
1 |
6 |
411 |
| Competition for Listings |
0 |
0 |
0 |
99 |
1 |
3 |
4 |
246 |
| Competition for Order Flow Smart Order Routing Systems |
0 |
0 |
0 |
0 |
1 |
3 |
5 |
18 |
| Competition for Order Flow Smart Order Routing Systems |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
18 |
| Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
0 |
189 |
1 |
7 |
11 |
750 |
| Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
55 |
| Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
1 |
2 |
1 |
5 |
6 |
74 |
| Competition for order flow and smart order routing systems |
0 |
0 |
0 |
196 |
3 |
5 |
9 |
591 |
| Consolidation et Fragmentation des Marchés Financiers: Coûts et Bénéfices |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
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 |
17 |
1 |
1 |
1 |
68 |
| Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
0 |
3 |
3 |
6 |
6 |
76 |
| Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
0 |
4 |
2 |
4 |
4 |
21 |
| Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
0 |
5 |
7 |
38 |
| Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
1 |
4 |
6 |
44 |
| Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
3 |
6 |
8 |
53 |
| Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
60 |
| Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis |
0 |
0 |
0 |
0 |
2 |
5 |
11 |
61 |
| Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis |
0 |
0 |
0 |
42 |
4 |
6 |
9 |
305 |
| Data Abundance and Asset Price Informativeness |
0 |
1 |
1 |
21 |
1 |
2 |
8 |
97 |
| 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 |
1 |
26 |
| Dealer Attention, liquidity spillovers, and endogenous market segmentation |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
26 |
| Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News |
0 |
0 |
0 |
0 |
1 |
3 |
5 |
40 |
| Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News |
0 |
0 |
1 |
42 |
1 |
2 |
7 |
116 |
| Displaced by Big Data |
0 |
0 |
0 |
0 |
1 |
4 |
9 |
30 |
| Displaced by Big Data: Evidence from Active Fund Managers |
1 |
2 |
4 |
6 |
7 |
12 |
23 |
31 |
| Does Alternative Data Improve Financial Forecasting? The Horizon Effect |
0 |
1 |
2 |
48 |
3 |
15 |
36 |
195 |
| Does Anonymity Matter in Electronic Limit Order Markets? |
0 |
0 |
0 |
177 |
1 |
2 |
3 |
1,222 |
| Does Anonymity Matter in Electronic Limit Order Markets? |
0 |
0 |
0 |
0 |
3 |
4 |
4 |
34 |
| Does Anonymity Matter in Electronic Limit Order Markets? |
0 |
0 |
0 |
64 |
2 |
4 |
5 |
322 |
| Does Big Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
0 |
0 |
5 |
5 |
12 |
53 |
| Does Big Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
1 |
24 |
2 |
3 |
6 |
57 |
| Does Big Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
1 |
1 |
0 |
1 |
6 |
7 |
| Does anonymity matter in electronic limit order markets ? |
0 |
0 |
0 |
165 |
4 |
6 |
7 |
678 |
| Does anonymity matter in electronic limit order markets ? |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
33 |
| Does anonymity matter in electronic limit order markets ? |
0 |
0 |
0 |
0 |
3 |
4 |
4 |
29 |
| Does anonymity matter in electronic limit order markets? |
0 |
0 |
0 |
17 |
2 |
4 |
6 |
115 |
| Enseignement de la gestion: l'apport de la recherche |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
17 |
| Equilibrium Data Mining |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
9 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
23 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
6 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
2 |
1 |
3 |
6 |
8 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
1 |
4 |
5 |
5 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
2 |
1 |
3 |
5 |
56 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
3 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
3 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
1 |
3 |
5 |
19 |
| Equilibrium Fast Traders |
0 |
1 |
2 |
19 |
0 |
2 |
5 |
64 |
| Equilibrium Fast Trading |
0 |
0 |
1 |
22 |
4 |
5 |
7 |
88 |
| Equilibrium Fast Trading |
0 |
0 |
0 |
25 |
1 |
5 |
7 |
184 |
| Equilibrium Fast Trading |
0 |
0 |
1 |
49 |
38 |
39 |
43 |
257 |
| Equilibrium fast trading |
0 |
0 |
0 |
2 |
3 |
3 |
8 |
110 |
| Equity Trading Systems in Europe |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
28 |
| Equity Trading Systems in Europe - A Survey of Recent Changes |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
24 |
| Equity Trading Systems in Europe - A survey of recent changes |
0 |
0 |
0 |
414 |
1 |
2 |
2 |
1,266 |
| Equity Trading Systems in Europe: A Survey of Recent Changes |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
22 |
| False News, Informational Efficiency, and Price Reversals |
0 |
0 |
0 |
0 |
3 |
4 |
5 |
29 |
| False News, Informational Efficiency, and Price Reversals |
0 |
0 |
2 |
32 |
6 |
9 |
12 |
131 |
| False News, Informational Efficiency, and Price Reversals |
0 |
0 |
1 |
59 |
4 |
5 |
12 |
164 |
| Floors, dealer markets and limit order markets |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
45 |
| Illiquidity Contagion and Liquidity Crashes |
0 |
0 |
0 |
0 |
2 |
7 |
9 |
70 |
| Imperfect Market Monitoring and SOES Trading |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
25 |
| Imperfect Market Monitoring and SOES Trading |
0 |
0 |
0 |
27 |
1 |
4 |
6 |
240 |
| Imperfect Market Monitoring and SOES Trading |
0 |
0 |
0 |
35 |
0 |
2 |
2 |
345 |
| Imperfect Market Monitoring and SOES Trading |
0 |
0 |
0 |
40 |
1 |
3 |
5 |
402 |
| Implicit collusion on wide spreads |
0 |
0 |
1 |
19 |
1 |
1 |
6 |
269 |
| Individual Investors and Volatility |
0 |
0 |
0 |
2 |
0 |
2 |
7 |
101 |
| Individual Investors and Volatility |
0 |
0 |
0 |
95 |
2 |
3 |
5 |
468 |
| Individual Investors and Volatility |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
39 |
| Individual investors and volatility |
0 |
0 |
0 |
127 |
4 |
4 |
6 |
322 |
| Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems |
0 |
0 |
0 |
14 |
2 |
4 |
4 |
234 |
| Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems |
0 |
0 |
0 |
0 |
2 |
4 |
7 |
38 |
| Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems |
0 |
0 |
0 |
0 |
2 |
7 |
9 |
50 |
| Information sharing, liquidity and transaction costs in floor-based trading systems |
0 |
1 |
2 |
171 |
2 |
6 |
9 |
638 |
| Insiders-Outsiders, Transparency and the Value of the Ticker |
0 |
0 |
0 |
30 |
2 |
2 |
2 |
160 |
| Insiders-Outsiders, Transparency and the Value of the Ticker |
0 |
0 |
0 |
4 |
0 |
4 |
8 |
39 |
| Insiders-Outsiders, Transparency and the Value of the Ticker |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
41 |
| Insiders-outsiders, transparency and the value of the ticker |
0 |
0 |
1 |
5 |
1 |
2 |
3 |
52 |
| Insiders-outsiders, transparency and the value of the ticker |
0 |
0 |
0 |
33 |
1 |
3 |
5 |
168 |
| Inventory Management, Dealers' Connections, and Prices in OTC Markets |
0 |
2 |
3 |
14 |
1 |
7 |
14 |
91 |
| Inventory Management, Dealers' Connections, and Prices in OTC Markets |
0 |
0 |
0 |
0 |
1 |
3 |
5 |
39 |
| Inventory Management, Dealers' Connections, and Prices in OTC Markets |
0 |
0 |
0 |
31 |
3 |
5 |
6 |
88 |
| Inventory management, dealers’ connections, and prices in OTC markets |
0 |
0 |
0 |
17 |
1 |
2 |
4 |
62 |
| Investors as a Liquidity Backstop in Corporate Bond Markets |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| Investors as a Liquidity Backstop in Corporate Bond Markets |
0 |
0 |
0 |
0 |
1 |
7 |
8 |
8 |
| Investors as a liquidity backstop in corporate bond markets |
0 |
1 |
4 |
4 |
3 |
12 |
19 |
19 |
| Is Trading Fast Dangerous? |
0 |
0 |
1 |
38 |
4 |
4 |
9 |
120 |
| Learning from Prices, Liquidity Spillovers, and Market Segmentation |
0 |
0 |
0 |
42 |
3 |
4 |
5 |
162 |
| Learning from Prices, Liquidity Spillovers, and Market Segmentation |
0 |
0 |
0 |
35 |
0 |
2 |
3 |
150 |
| Learning from peers' stock prices and corporate investment |
0 |
0 |
0 |
0 |
5 |
9 |
12 |
178 |
| Learning from prices, liquidity spillovers, and endogenous market segmentation |
0 |
0 |
0 |
0 |
2 |
4 |
6 |
41 |
| 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 |
3 |
6 |
8 |
156 |
| Limit Order Book as a Market for Liquidity |
0 |
1 |
2 |
483 |
2 |
5 |
13 |
1,585 |
| Limit Order Book as a Market for Liquidity |
0 |
0 |
0 |
1 |
1 |
2 |
4 |
74 |
| Limit Order Book as a Market for Liquidity |
0 |
0 |
0 |
0 |
2 |
2 |
8 |
80 |
| Limit Order Book as a Market for Liquidity |
0 |
0 |
0 |
139 |
3 |
8 |
9 |
599 |
| Limit Order Markets |
0 |
0 |
0 |
0 |
3 |
4 |
5 |
27 |
| Limit order book as a market for liquidity |
0 |
0 |
0 |
404 |
2 |
4 |
5 |
1,232 |
| Linkage Principle, Multi-dimensional Signals and Blind Auctions |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
25 |
| Linkage principle, Multi-dimensional Signals and Blind Auctions |
0 |
0 |
0 |
55 |
0 |
1 |
2 |
364 |
| Liquidity Cycles and Made Take Fees in electronics markets |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
19 |
| Liquidity Cycles and Make/Take Fees in Electronic Markets |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
44 |
| Liquidity Cycles and Make/Take Fees in Electronic Markets |
0 |
0 |
0 |
1 |
1 |
5 |
5 |
48 |
| Liquidity cycles and make/take fees in electronic markets |
0 |
0 |
1 |
52 |
6 |
7 |
10 |
228 |
| Liquidity cycles and make/take fees in electronic markets |
0 |
0 |
0 |
95 |
0 |
2 |
4 |
290 |
| 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 |
2 |
19 |
| Market Liquidity: Theory, Evidence and Policy |
0 |
0 |
0 |
0 |
14 |
17 |
34 |
403 |
| Market Making with Costly Monitoring: An Analysis of the SOES Controversy |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
39 |
| Market Making with Costly Monitoring: An Analysis of the SOES Controversy |
0 |
0 |
0 |
0 |
2 |
4 |
4 |
30 |
| Market Making with Costly Monitoring: An Analysis of the SOES Controversy |
0 |
0 |
2 |
81 |
2 |
3 |
6 |
448 |
| Market Transparency |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
119 |
| Market microstructure: confronting many viewpoints |
0 |
0 |
0 |
1 |
5 |
7 |
14 |
125 |
| Microstructure des marchés financiers: institutions, modèles et tests empiriques |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
115 |
| Minimum Price Variations, Time Priority and Quote Dynamics |
0 |
0 |
0 |
0 |
1 |
3 |
5 |
33 |
| Minimum Price Variations, Time Priority and Quote Dynamics |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
31 |
| Minimum Price Variations, Time Priority and Quote Dynamics |
0 |
0 |
0 |
91 |
2 |
4 |
4 |
644 |
| Minimum price variations, time priority and quotes dynamics |
0 |
0 |
0 |
140 |
3 |
4 |
4 |
1,184 |
| News Trading and Speed |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
31 |
| News Trading and Speed |
0 |
0 |
2 |
89 |
3 |
6 |
10 |
246 |
| News Trading and Speed |
0 |
0 |
0 |
0 |
1 |
4 |
5 |
52 |
| News Trading and Speed |
0 |
0 |
0 |
0 |
4 |
5 |
7 |
51 |
| News Trading and Speed |
0 |
0 |
0 |
0 |
3 |
5 |
5 |
49 |
| Noisy Stock Prices and Corporate Investment |
0 |
0 |
1 |
36 |
6 |
12 |
14 |
117 |
| Non-Standard Errors |
0 |
0 |
2 |
44 |
6 |
12 |
35 |
458 |
| Non-Standard Errors |
0 |
0 |
1 |
27 |
4 |
7 |
27 |
161 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
6 |
11 |
14 |
14 |
| Nonstandard Errors |
1 |
1 |
4 |
4 |
4 |
10 |
25 |
33 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
4 |
11 |
22 |
22 |
| Nonstandard errors |
0 |
0 |
1 |
12 |
3 |
7 |
28 |
63 |
| Order Flow Composition and Trading Costs in Dynamic Limit Order Markets |
0 |
0 |
0 |
420 |
3 |
4 |
6 |
1,057 |
| Order Flow Composition and Trading Costs in a Dynamic Limit Order Market |
0 |
0 |
0 |
0 |
1 |
3 |
7 |
74 |
| Order flow composition and trading costs in a dynamic limit order market |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
88 |
| Price Improvements in Financial Markets as a Screening Device |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
17 |
| Price Improvements in Financial Markets as a Screening Device |
0 |
0 |
0 |
17 |
0 |
1 |
4 |
107 |
| Price formation and order placement strategies in a dynamic order driven market |
0 |
0 |
0 |
62 |
2 |
4 |
6 |
299 |
| Reputation-Based Pricing and Price Improvements in Dealership Markets |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
19 |
| Reputation-Based Pricing and Price Improvements in Dealership Markets |
0 |
0 |
1 |
55 |
0 |
0 |
3 |
383 |
| 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 |
1 |
2 |
2 |
21 |
| Ripple Effects of Noise on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
43 |
| Ripple Effects of Noise on Corporate Investment |
0 |
0 |
1 |
26 |
1 |
2 |
8 |
140 |
| Ripple Effects of Noise on Corporate Investment |
0 |
0 |
1 |
24 |
1 |
2 |
4 |
109 |
| Stock Price Informativeness, Cross-Listings and Investment Decisions |
0 |
0 |
0 |
159 |
2 |
5 |
11 |
649 |
| Stock Price Informativeness, Cross-Listings and Investment Decisions |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
36 |
| Stock Price Informativeness, Cross-Listings and Investment Decisions |
0 |
0 |
0 |
0 |
2 |
5 |
7 |
46 |
| Stock price informativeness, cross-listings and investment decisions |
0 |
0 |
0 |
215 |
1 |
2 |
4 |
623 |
| Stock price informativeness, cross-listings and investment decisions |
0 |
0 |
0 |
0 |
4 |
5 |
5 |
66 |
| The Horizon of Investors' Information and Corporate Investment |
1 |
1 |
1 |
11 |
1 |
4 |
6 |
12 |
| The Horizon of Investors' Information and Corporate Investment |
0 |
0 |
0 |
8 |
0 |
2 |
7 |
11 |
| The Horizon of Investors' Information and Corporate Investment |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
13 |
| Toxic Arbitrage |
0 |
0 |
0 |
35 |
4 |
4 |
6 |
114 |
| Toxic Arbitrage |
0 |
0 |
0 |
0 |
2 |
6 |
8 |
39 |
| Toxic Arbitrage |
0 |
0 |
1 |
17 |
5 |
8 |
11 |
79 |
| Trading Fees and Efficiency in Limit Order Markets |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
13 |
| Trading Fees and Efficiency in Limit Order Markets |
0 |
0 |
0 |
1 |
0 |
2 |
3 |
26 |
| Trading Fees and Efficiency in Limit Order Markets |
0 |
0 |
0 |
45 |
4 |
6 |
7 |
148 |
| Trading fees and efficiency in limit order markets |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
47 |
| Total Working Papers |
3 |
14 |
54 |
5,606 |
335 |
664 |
1,143 |
28,052 |
| 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 |
1 |
4 |
57 |
| 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 |
0 |
0 |
4 |
54 |
| Asymétrie d’information et marchés financiers: une synthèse de la littérature récente |
0 |
0 |
0 |
56 |
1 |
1 |
5 |
258 |
| Competition for Listings |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
277 |
| Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
1 |
171 |
3 |
7 |
13 |
526 |
| Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
0 |
5 |
0 |
1 |
4 |
41 |
| Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis |
0 |
0 |
2 |
47 |
1 |
6 |
17 |
242 |
| Data abundance and asset price informativeness |
0 |
0 |
0 |
53 |
3 |
4 |
14 |
258 |
| Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News |
0 |
1 |
2 |
11 |
3 |
6 |
12 |
34 |
| Does Alternative Data Improve Financial Forecasting? The Horizon Effect |
0 |
3 |
6 |
15 |
8 |
20 |
39 |
61 |
| Does Anonymity Matter in Electronic Limit Order Markets? |
0 |
0 |
0 |
99 |
1 |
3 |
3 |
303 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
1 |
1 |
1 |
4 |
14 |
14 |
| Equilibrium fast trading |
1 |
2 |
19 |
181 |
6 |
16 |
59 |
595 |
| 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 |
2 |
4 |
8 |
304 |
| HFT and Market Quality |
3 |
9 |
16 |
514 |
11 |
21 |
54 |
1,570 |
| Illiquidity Contagion and Liquidity Crashes |
0 |
0 |
4 |
62 |
1 |
1 |
7 |
180 |
| Individual Investors and Volatility |
0 |
0 |
0 |
0 |
4 |
5 |
9 |
282 |
| Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets |
0 |
0 |
0 |
6 |
1 |
3 |
6 |
43 |
| Learning from peers' stock prices and corporate investment |
2 |
2 |
3 |
181 |
7 |
10 |
22 |
736 |
| Limit Order Book as a Market for Liquidity |
1 |
1 |
1 |
345 |
3 |
9 |
25 |
953 |
| Liquidity Cycles and Make/Take Fees in Electronic Markets |
0 |
0 |
2 |
34 |
2 |
2 |
8 |
169 |
| Liquidity, cost of capital and the organization of trading in stock markets |
0 |
0 |
0 |
9 |
1 |
1 |
1 |
55 |
| Liquidité, coût du capital et organisation de la négociation des valeurs boursières |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
48 |
| Market Making with Costly Monitoring: An Analysis of the SOES Controversy |
0 |
0 |
2 |
59 |
3 |
4 |
10 |
289 |
| Minimum Price Variations, Time Priority, and Quote Dynamics |
0 |
0 |
0 |
68 |
2 |
4 |
4 |
410 |
| News Trading and Speed |
0 |
2 |
2 |
34 |
3 |
8 |
12 |
168 |
| Noisy Stock Prices and Corporate Investment |
0 |
2 |
3 |
58 |
1 |
10 |
16 |
191 |
| Nonstandard Errors |
1 |
3 |
16 |
42 |
5 |
18 |
65 |
156 |
| Order flow composition and trading costs in a dynamic limit order market1 |
1 |
1 |
3 |
484 |
6 |
9 |
12 |
1,002 |
| 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 |
1 |
4 |
8 |
53 |
| Stock price informativeness, cross-listings, and investment decisions |
1 |
3 |
19 |
512 |
3 |
8 |
27 |
882 |
| Toxic Arbitrage |
1 |
1 |
4 |
48 |
3 |
7 |
14 |
182 |
| Trading Fees and Efficiency in Limit Order Markets |
1 |
2 |
2 |
51 |
4 |
6 |
8 |
145 |
| Where are the risks in high frequency trading? |
0 |
1 |
5 |
137 |
13 |
19 |
33 |
508 |
| Total Journal Articles |
12 |
33 |
117 |
3,475 |
104 |
225 |
543 |
11,187 |
LogEc is hosted by the
Örebro University School of Business.