Bidask spread

Results: 26



#Item
11Do prices reveal the presence of informed trading?I Pierre Collin-Dufresne1 , Vyacheslav Fos2,∗ First Version: November 2011 This Version: August 31, 2012

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
12Informational Linkages Between Dark and Lit Trading Venues Sugata Ray1 Mahendrarajah Nimalendran University of Florida

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
13Information 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

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
14Hidden Liquidity: Some new light on dark trading By Robert Bloomfield, Maureen O’Hara, and Gideon Saar*

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
15High Frequency Trading and Price Discovery* February 7th, 2011 Terrence Hendershott (University of California at Berkeley)

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
16Liquidity Cycles and Make/Take Fees in Electronic Markets∗ Ohad Kadan Olin Business School Washington University in St. Louis Campus Box 1133, 1 Brookings Dr.

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
17The role of “noise” in financial markets has been the subject of much research

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
18Fixed income market liquidity

Fixed income market liquidity

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Source URL: www.bis.org

Language: English - Date: 2016-01-21 09:00:00
19Microsoft Word - Endpage 014.doc

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
20The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market∗ Lena K¨orber† London School of Economics Bank of England

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