Market microstructure
In: Handbook of the Economics of Finance
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Cited by:
- Kushankur Dey & Debasish Maitra, 2012. "Price discovery in Indian commodity futures market: an empirical exercise," International Journal of Trade and Global Markets, Inderscience Enterprises Ltd, vol. 5(1), pages 68-87.
- Lamoureux, Christopher G. & Wang, Qin, 2015. "Measuring private information in a specialist market," Journal of Empirical Finance, Elsevier, vol. 30(C), pages 92-119.
- Ginglinger, Edith & Hamon, Jacques, 2007.
"Actual share repurchases, timing and liquidity,"
Journal of Banking & Finance, Elsevier, vol. 31(3), pages 915-938, March.
- Edith Ginglinger & Jacques Hamon, 2004. "Actual share repurchases, timing and liquidity," Post-Print halshs-00149200, HAL.
- Edith Ginglinger & Jacques Hamon, 2007. "Actual share repurchases, timing and liquidity," Post-Print halshs-00136568, HAL.
- Anderson, Steve & Friedman, Daniel & Milam, Garrett & Singh, Nirvikar, 2004.
"Buy it Now: A Hybrid Internet Market Institution,"
Santa Cruz Department of Economics, Working Paper Series
qt21d715v9, Department of Economics, UC Santa Cruz.
- Steven Anderson & Daniel Friedman & Garrett Milam & Nirvikar Singh, 2004. "Buy it Now: A Hybrid Internet Market Institution," Industrial Organization 0412003, University Library of Munich, Germany.
- Kovner, Anna, 2012. "Do underwriters matter? The impact of the near failure of an equity underwriter," Journal of Financial Intermediation, Elsevier, vol. 21(3), pages 507-529.
- Geoff Willis, 2011.
"Why Money Trickles Up - Wealth & Income Distributions,"
Papers
1105.2122, arXiv.org, revised May 2011.
- Willis, Geoff, 2011. "Why money trickles up – wealth & income distributions," MPRA Paper 30851, University Library of Munich, Germany.
- Chung, Huimin, 2006. "Investor protection and the liquidity of cross-listed securities: Evidence from the ADR market," Journal of Banking & Finance, Elsevier, vol. 30(5), pages 1485-1505, May.
- BEAUPAIN, Renaud & GIOT, Pierre & PETITJEAN, Mikael, 2006. "Market-wide liquidity co-movements, volatility regimes and market cap sizes," LIDAM Discussion Papers CORE 2006102, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- repec:dau:papers:123456789/1748 is not listed on IDEAS
- Chung, Dennis Y. & Hrazdil, Karel, 2012. "Speed of convergence to market efficiency: The role of ECNs," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 702-720.
- Gomber, Peter & Jäger, Benedikt, 2014. "MiFID: Eine systematische Analyse der Zielerreichung," SAFE White Paper Series 14, Leibniz Institute for Financial Research SAFE.
- Visaltanachoti, Nuttawat & Yang, Ting, 2010. "Speed of convergence to market efficiency for NYSE-listed foreign stocks," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 594-605, March.
- repec:dau:papers:123456789/2709 is not listed on IDEAS
- Anselmi, Giulio & Nimalendran, Mahendrarajah & Petrella, Giovanni, 2022. "Order flow fragmentation and flight-to-transparency during stressed market conditions: Evidence from COVID-19," Finance Research Letters, Elsevier, vol. 44(C).
- Endo, Tadashi, 2020. "The primary dealer system in lower-income economies," Emerging Markets Review, Elsevier, vol. 45(C).
- Gresse, Carole, 2017. "Effects of lit and dark market fragmentation on liquidity," Journal of Financial Markets, Elsevier, vol. 35(C), pages 1-20.
- Bollen, Nicolas P. B. & Smith, Tom & Whaley, Robert E., 2004. "Modeling the bid/ask spread: measuring the inventory-holding premium," Journal of Financial Economics, Elsevier, vol. 72(1), pages 97-141, April.
- Loderer, Claudio & Roth, Lukas, 2005. "The pricing discount for limited liquidity: evidence from SWX Swiss Exchange and the Nasdaq," Journal of Empirical Finance, Elsevier, vol. 12(2), pages 239-268, March.
- Hertrich, Markus, 2015. "Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets," MPRA Paper 67837, University Library of Munich, Germany.
- Fong, Kingsley Y.L. & Liu, Wai-Man, 2010. "Limit order revisions," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1873-1885, August.
- Trauten, Andreas, 2004. "Zur Effizienz von Wertpapieremissionen über Internetplattformen," Working Papers 8, University of Münster, Competence Center Internet Economy and Hybrid Systems, European Research Center for Information Systems (ERCIS).
- Liu, Wai-Man, 2009. "Monitoring and limit order submission risks," Journal of Financial Markets, Elsevier, vol. 12(1), pages 107-141, February.
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JEL classification:
- G3 - Financial Economics - - Corporate Finance and Governance
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