Bidask spread

Results: 26



#Item
11Financial markets / Stock market / SEC filings / Schedule 13D / U.S. Securities and Exchange Commission / Market liquidity / Insider trading / 13D / Bidask spread / Tender offer / Securities Exchange Act / Volume

Do prices reveal the presence of informed trading?I Pierre Collin-Dufresne1 , Vyacheslav Fos2,∗ First Version: November 2011 This Version: August 31, 2012

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2012-11-06 03:31:47
12Financial markets / Stock market / Dark liquidity / Algorithmic trading / Day trading / Crossing network / Block trade / Order / Open outcry / Bidask spread / Price discovery / Technical analysis

Informational Linkages Between Dark and Lit Trading Venues Sugata Ray1 Mahendrarajah Nimalendran University of Florida

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Source URL: financialreg.nd.edu

Language: English - Date: 2015-01-12 13:32:20
13Financial markets / High-frequency trading / Bidask spread / Market microstructure / Trading strategy / Order / Market impact / Market

Information and Learning in Limit Order Markets Information and Learning in Limit Order Markets Xuezhong (Tony) HE Jasmina Arifovic, Carl Chiarella and Lijian Wei University of Technology Sydney

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Source URL: www.aiecon.org

Language: English - Date: 2016-02-18 03:16:54
14Financial markets / Stock market / Bidask spread / Dark liquidity / Order / Market liquidity / Algorithmic trading / Flash trading

Hidden Liquidity: Some new light on dark trading By Robert Bloomfield, Maureen O’Hara, and Gideon Saar*

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Source URL: financialreg.nd.edu

Language: English - Date: 2015-01-12 13:32:20
15Financial markets / Stock market / Mathematical finance / Algorithmic trading / High-frequency trading / Volatility / NASDAQ / Market liquidity / Bidask spread / Order / Quote stuffing

High Frequency Trading and Price Discovery* February 7th, 2011 Terrence Hendershott (University of California at Berkeley)

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Source URL: financialreg.nd.edu

Language: English - Date: 2015-01-12 13:32:20
16Financial markets / Algorithmic trading / Market maker / Bidask spread / Payment for order flow / Market liquidity / Order / Stock market / NASDAQ / Electronic trading / Market timing / Electronic communication network

Liquidity Cycles and Make/Take Fees in Electronic Markets∗ Ohad Kadan Olin Business School Washington University in St. Louis Campus Box 1133, 1 Brookings Dr.

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Source URL: www.hec.unil.ch

Language: English - Date: 2009-11-03 05:27:26
17Financial markets / Stock market / Day trading / Noise / Financial transaction tax / Market microstructure / Day trader / Bidask spread / Technical analysis / Tobin tax / Speculation / Efficient-market hypothesis

The role of “noise” in financial markets has been the subject of much research

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Source URL: forum.johnson.cornell.edu

Language: English - Date: 2007-05-22 10:31:34
18Financial markets / Market liquidity / Bidask spread / Monetary policy / Algorithmic trading / Global financial system / Corporate bond / Electronic trading / Bond / Liquidity risk / Liquidity crisis

Fixed income market liquidity

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Source URL: www.bis.org

Language: English - Date: 2016-01-21 09:00:00
19Financial markets / Stock market / Bidask spread / Market liquidity / Electronic communication network / Algorithmic trading / Order / High-frequency trading / Dark liquidity / NASDAQ / Market impact / Electronic trading

Microsoft Word - Endpage 014.doc

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Source URL: sfb649.wiwi.hu-berlin.de

Language: English - Date: 2012-02-24 14:28:49
20Financial markets / Stock market / Multilateral trading facility / London Stock Exchange / Markets in Financial Instruments Directive / Dark liquidity / High-frequency trading / Regulation NMS / Algorithmic trading / Fidessa / Bidask spread / Futures contract

The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market∗ Lena K¨orber† London School of Economics Bank of England

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Source URL: www.statistik.uni-bonn.de

Language: English - Date: 2015-10-23 03:54:17
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