The effect of algorithmic trading on market liquidity: Evidence around earnings announcements on Borsa Italiana
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DOI: 10.1016/j.pacfin.2016.07.003
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References listed on IDEAS
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Cited by:
- Alex Frino & Michael Garcia & Zeyang Zhou, 2020. "Impact of algorithmic trading on speed of adjustment to new information: Evidence from interest rate derivatives," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(5), pages 749-760, May.
- Monaco, Eleonora & Ibikunle, Gbenga & Palumbo, Riccardo & Zhang, Zeyu, 2022. "The liquidity and trading activity effects of acquisition payment methods: Evidence from the announcements of private firms' acquisitions," International Review of Financial Analysis, Elsevier, vol. 82(C).
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Keywords
Algorithmic traders; Market liquidity; Earnings announcements;All these keywords.
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