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The determinants of limit order cancellations.
- Published in:
- Financial Review, 2024, v. 59, n. 1, p. 181, doi. 10.1111/fire.12363
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- Publication type:
- Article
Do volatility extensions improve the quality of closing call auctions?
- Published in:
- Financial Review, 2021, v. 56, n. 3, p. 385, doi. 10.1111/fire.12275
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- Publication type:
- Article
How Aggressive Are High-Frequency Traders?
- Published in:
- Financial Review, 2014, v. 49, n. 2, p. 395, doi. 10.1111/fire.12041
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- Publication type:
- Article
MEAN–VARIANCE VERSUS FULL-SCALE OPTIMIZATION: BROAD EVIDENCE FOR THE UK.
- Published in:
- Manchester School (1463-6786), 2008, v. 76, p. 134, doi. 10.1111/j.1467-9957.2008.01084.x
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- Publication type:
- Article
Trading Fast and Slow: Colocation and Liquidity.
- Published in:
- Review of Financial Studies, 2015, v. 28, n. 12, p. 3407, doi. 10.1093/rfs/hhv045
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- Article
Closing Call Auctions at the Index Futures Market.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 4, p. 299, doi. 10.1002/fut.21603
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- Publication type:
- Article
Risk and Return in High-Frequency Trading.
- Published in:
- Journal of Financial & Quantitative Analysis, 2019, v. 54, n. 3, p. 993, doi. 10.1017/S0022109018001096
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- Publication type:
- Article
Components of the Bid-Ask Spread and Variance: A Unified Approach.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 6, p. 545, doi. 10.1002/fut.21776
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- Article