20
H index
28
i10 index
1954
Citations
Centre for Economic Policy Research (CEPR) (6% share) | 20 H index 28 i10 index 1954 Citations RESEARCH PRODUCTION: 30 Articles 66 Papers 1 Chapters RESEARCH ACTIVITY: 29 years (1994 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pme346 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Albert J. Menkveld. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 6 |
Journal of Financial Markets | 4 |
Review of Financial Studies | 2 |
Annual Review of Financial Economics | 2 |
Journal of Financial Economics | 2 |
Year | Title of citing document | |
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2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The role of mobile money innovations in transforming unemployed women to self-employed women in sub-Saharan Africa. (2023). Asongu, Simplice ; le Roux, Sara. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/016. Full description at Econpapers || Download paper | |
2023 | Female unemployment, mobile money innovations and doing business by females. (2023). Asongu, Simplice ; Odhiambo, Nicholas M. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/033. Full description at Econpapers || Download paper | |
2023 | Mobile money innovations and health performance in sub-Saharan Africa. (2023). Asongu, Simplice ; Nnanna, Joseph ; Ngoungou, Yolande E. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/038. Full description at Econpapers || Download paper | |
2023 | Mobile money innovations, income inequality and gender inclusion in sub-Saharan Africa. (2023). Asongu, Simplice ; Ngoungou, Yolande E ; Nnanna, Joseph ; Agyemang-Mintah, Peter. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/047. Full description at Econpapers || Download paper | |
2023 | Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595. Full description at Econpapers || Download paper | |
2023 | Cryptocurrency Valuation: An Explainable AI Approach. (2022). Zhang, Luyao ; Liu, Yulin. In: Papers. RePEc:arx:papers:2201.12893. Full description at Econpapers || Download paper | |
2023 | Are Front-running HFTs Harmful?. (2022). Cheng, Xue ; Xu, Ziyi. In: Papers. RePEc:arx:papers:2211.06046. Full description at Econpapers || Download paper | |
2023 | Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors. (2023). Trapin, Luca ; Sun, LI ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2301.01362. Full description at Econpapers || Download paper | |
2023 | Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2023). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2302.09382. Full description at Econpapers || Download paper | |
2023 | High-frequency Anticipatory Trading and Its Influences: Small Informed Trader vs. Front-runner. (2023). Cheng, Xue ; Xu, Ziyi. In: Papers. RePEc:arx:papers:2304.13985. Full description at Econpapers || Download paper | |
2023 | Blockchain scaling and liquidity concentration on decentralized exchanges. (2023). Klein, Olga ; Chaudhary, Amit ; Caparros, Basile. In: Papers. RePEc:arx:papers:2306.17742. Full description at Econpapers || Download paper | |
2023 | Liquidity fragmentation on decentralized exchanges. (2023). Zoican, Marius ; Parlour, Christine ; Lehar, Alfred. In: Papers. RePEc:arx:papers:2307.13772. Full description at Econpapers || Download paper | |
2023 | New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025. Full description at Econpapers || Download paper | |
2023 | Resolving a Clearing Members Default, A Radner Equilibrium Approach. (2023). Tadese, Mekonnen ; Drapeau, Samuel ; Cr, St'Ephane ; Bastide, Dorinel. In: Papers. RePEc:arx:papers:2310.02608. Full description at Econpapers || Download paper | |
2023 | Automatic vs Manual Investing: Role of Past Performance. (2023). Talavera, Oleksandr ; Kaawach, Said ; Kowalewski, Oskar. In: Discussion Papers. RePEc:bir:birmec:23-04. Full description at Econpapers || Download paper | |
2023 | Sharks in the dark: quantifying HFT dark pool latency arbitrage. (2023). Ruf, Matteo Thomas ; O'Neill, Peter ; Foley, Sean ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1115. Full description at Econpapers || Download paper | |
2023 | Capital market liberalisation and voluntary corporate social responsibility disclosure: Evidence from a quasi?natural experiment in China. (2023). Yao, Daifei ; Pan, Yukun ; Liao, Lin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2677-2715. Full description at Econpapers || Download paper | |
2023 | Effect of high?frequency trading on mutual fund performance. (2023). Singal, Vijay ; Qin, Nan. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:369-394. Full description at Econpapers || Download paper | |
2023 | Decentralization through Tokenization. (2023). Xiong, Wei ; Sockin, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:247-299. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62. Full description at Econpapers || Download paper | |
2023 | Marketmaking Middlemen. (2023). Gautier, Pieter ; Watanabe, Makoto ; Hu, BO. In: RAND Journal of Economics. RePEc:bla:randje:v:54:y:2023:i:1:p:83-103. Full description at Econpapers || Download paper | |
2023 | The market for sharing interest rate risk: quantities behind prices. (2023). Sen, Ishita ; Neamu, Ioana ; Khetan, Umang. In: Bank of England working papers. RePEc:boe:boeewp:1031. Full description at Econpapers || Download paper | |
2023 | Regulatory Reforms and Price Heterogeneity in an OTC Derivative Market. (2023). Sone, Taihei ; Oda, Takemasa ; Miyakawa, Daisuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e12. Full description at Econpapers || Download paper | |
2023 | Global and local drivers of Bitcoin trading vis-à-vis fiat currencies. (2023). Habib, Maurizio Michael ; di Casola, Paola ; Tercero-Lucas, David. In: Working Paper Series. RePEc:ecb:ecbwps:20232868. Full description at Econpapers || Download paper | |
2023 | Loss sharing in central clearinghouses: winners and losers. (2023). Kubitza, Christian ; Sherman, Mila Getmansky ; Pelizzon, Loriana. In: Working Paper Series. RePEc:ecb:ecbwps:20232873. Full description at Econpapers || Download paper | |
2023 | Decentralized local electricity market model using Automated Market Maker. (2023). Verma, Ashu. In: Applied Energy. RePEc:eee:appene:v:334:y:2023:i:c:s0306261923000533. Full description at Econpapers || Download paper | |
2023 | A literature review on extreme price movements with reversal. (2023). Steffen, Viktoria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000205. Full description at Econpapers || Download paper | |
2023 | Algorithmic trading and block ownership initiation: An information perspective. (2023). Zhu, Yushu ; Zheng, Jiayi. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922000828. Full description at Econpapers || Download paper | |
2023 | Volatility and dark trading: Evidence from the Covid-19 pandemic. (2023). Rzayev, Khaladdin ; Ibikunle, Gbenga. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922001111. Full description at Econpapers || Download paper | |
2023 | A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market. (2023). Xing, Haipeng ; Chen, Xinyun ; Li, Zhicheng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003194. Full description at Econpapers || Download paper | |
2023 | Information and optimal trading strategies with dark pools. (2023). Manzano, Carolina ; Dumitrescu, Ariadna ; Bayona, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001888. Full description at Econpapers || Download paper | |
2023 | CEO succession and corporate innovation: A managerial myopic perspective. (2023). Cheng, Chen ; Hu, May ; Yuan, Yuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s106294082200198x. Full description at Econpapers || Download paper | |
2023 | One for the money, two for the show? The number of designated market makers and liquidity. (2023). Westheide, Christian ; Theissen, Erik. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000174. Full description at Econpapers || Download paper | |
2023 | Strategic trading with information acquisition and long-memory stochastic liquidity. (2023). Kennedy, Adrian Patrick ; Ma, Guiyuan ; Li, Xiaolong ; Han, Jinhui. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:480-495. Full description at Econpapers || Download paper | |
2023 | Limit order revisions across investor sophistication. (2023). Chen, Chin-Ho ; Chiu, Junmao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:74-90. Full description at Econpapers || Download paper | |
2023 | US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks. (2023). Pascual, Roberto ; Indriawan, Ivan ; Frijns, Bart ; Dodd, Olga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:301-320. Full description at Econpapers || Download paper | |
2023 | Information flows and the law of one price. (2023). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004161. Full description at Econpapers || Download paper | |
2023 | Good volatility, bad volatility, and the cross section of cryptocurrency returns. (2023). Zhao, Ran ; Zhang, Zehua. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002284. Full description at Econpapers || Download paper | |
2023 | The market quality effects of sub-second frequent batch auctions: Evidence from dark trading restrictions. (2023). Ibikunle, Gbenga ; Zhang, Zeyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002533. Full description at Econpapers || Download paper | |
2023 | International high-frequency arbitrage for cross-listed stocks. (2023). Dionne, Georges ; Yergeau, Gabriel ; Poutre, Cedric. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002934. Full description at Econpapers || Download paper | |
2023 | Applications of high-frequency data in finance: A bibliometric literature review. (2023). Ahmad, Nisar ; Ahmed, Sheraz ; Hussain, Syed Mujahid. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300306x. Full description at Econpapers || Download paper | |
2023 | On-demand fast trading on decentralized exchanges. (2023). Zoican, Marius ; Brolley, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005281. Full description at Econpapers || Download paper | |
2023 | Voice or noise? Repetitive information and stock performance. (2023). Jingmei, Zhao ; Jun, Wang ; Qing, LI ; Xiaoman, Jin. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007358. Full description at Econpapers || Download paper | |
2023 | The smog that hovers: Air pollution and asset prices. (2023). Li, Youwei ; Han, Xing ; Guo, Lei. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000077. Full description at Econpapers || Download paper | |
2023 | Uncovering the information content in abnormal institutional visits. (2023). Li, Feng ; Chang, Danting. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003604. Full description at Econpapers || Download paper | |
2023 | When is the order-to-trade ratio fee effective?. (2023). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000532. Full description at Econpapers || Download paper | |
2023 | Liquid speed: A micro-burst fee for low-latency exchanges. (2023). Zoican, Marius ; Brolley, Michael. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s138641812200074x. Full description at Econpapers || Download paper | |
2023 | Strategic trading by insiders in the presence of institutional investors. (2023). Yang, Joey Wenling ; Wee, Marvin ; Hoang, Lai T. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s138641812200091x. Full description at Econpapers || Download paper | |
2023 | COVID-19 pandemic and the stock market: Liquidity, price efficiency, and trading. (2023). Chuwonganant, Chairat ; Chung, Kee H. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000010. Full description at Econpapers || Download paper | |
2023 | Spoilt for choice: Determinants of market shares in fragmented equity markets. (2023). Westheide, Christian ; Weber, Moritz Christian ; Theissen, Erik ; Sagade, Satchit ; Gomber, Peter. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000149. Full description at Econpapers || Download paper | |
2023 | On the choice of central counterparties in the EU. (2023). Demange, Gabrielle ; Piquard, Thibaut. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000174. Full description at Econpapers || Download paper | |
2023 | Judgment day: Algorithmic trading around the Swiss franc cap removal. (2023). Breedon, Francis ; Vause, Nicholas ; Ranaldo, Angelo ; Chen, Louisa. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001453. Full description at Econpapers || Download paper | |
2023 | Cross-border equity flows and information transmission: Evidence from Chinese stock markets. (2023). Shi, Donghui ; Han, Bing ; Chan, Kalok ; Bian, Jiangze. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000239. Full description at Econpapers || Download paper | |
2023 | What drives DeFi market returns?. (2023). Jimenez-Garces, Sonia ; Dumas, Jean-Guillaume ; Oiman, Florentina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000549. Full description at Econpapers || Download paper | |
2023 | The effect of tick size on managerial learning from stock prices. (2023). Zhu, Wei ; Zheng, Miles Y ; Ye, Mao. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:1:s0165410122000386. Full description at Econpapers || Download paper | |
2023 | COVID-19 and market structure dynamics. (2023). Woods, Donovan ; Cox, Justin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426621003137. Full description at Econpapers || Download paper | |
2023 | Stock liquidity and algorithmic market making during the COVID-19 crisis. (2023). Pascual, Roberto ; Chakrabarty, Bidisha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622000152. Full description at Econpapers || Download paper | |
2023 | Do stock exchanges specialize? Evidence from the New Jersey transaction tax proposal. (2023). Sokolov, Konstantin ; Irtisam, Rasheek. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001474. Full description at Econpapers || Download paper | |
2023 | Information shares for markets with partially overlapping trading hours. (2023). Schweikert, Karsten ; Dimpfl, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001681. Full description at Econpapers || Download paper | |
2023 | Shades of trade: Dark trading and price efficiency. (2023). Watson, Ethan D ; McBrayer, Garrett A ; Egginton, Jared F. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001954. Full description at Econpapers || Download paper | |
2023 | Arbitrage bots in experimental asset markets. (2023). Shachat, Jason ; Neugebauer, Tibor ; Angerer, Martin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:206:y:2023:i:c:p:262-278. Full description at Econpapers || Download paper | |
2023 | Market-making with search and information frictions. (2023). Zetlin-Jones, Ariel ; Venkateswaran, Venky ; Shourideh, Ali ; Lester, Benjamin. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123001102. Full description at Econpapers || Download paper | |
2023 | Refusing the best price?. (2023). Zheng, Miles ; Ye, Mao ; Li, Sida. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:317-337. Full description at Econpapers || Download paper | |
2023 | The limits of multi-dealer platforms. (2023). Wang, Chaojun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:434-450. Full description at Econpapers || Download paper | |
2023 | Collateral competition: Evidence from central counterparties. (2023). Tompaidis, Stathis ; Pancost, Aaron N ; Grothe, Magdalena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:536-556. Full description at Econpapers || Download paper | |
2023 | Mitigating fire sales with a central clearing counterparty. (2023). Vuillemey, Guillaume. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:55:y:2023:i:c:s1042957323000281. Full description at Econpapers || Download paper | |
2023 | Trader positions and aggregate portfolio demand. (2023). Tuzun, Tugkan ; Roberts, John S ; Onur, Esen. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000482. Full description at Econpapers || Download paper | |
2023 | An intraday analysis of block orders on the Taiwan Stock Exchange. (2023). Wu, Yi-Hsien ; Hung, Pi-Hsia ; Lien, Donald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:133-147. Full description at Econpapers || Download paper | |
2023 | Are Chinese B-shares dead? An analysis of price limits on AB-shares on the Shanghai and Shenzhen Stock Exchanges. (2023). Zhang, Dalu ; Yin, Shuxing ; Ye, Caiwei ; Adcock, Chris. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:306-315. Full description at Econpapers || Download paper | |
2023 | High frequency market making during stressed periods. (2023). Xu, KE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:379-397. Full description at Econpapers || Download paper | |
2023 | Does high-frequency trading actually improve market liquidity? A comparative study for selected models and measures. (2023). Palczewski, Andrzej ; Karkowska, Renata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002586. Full description at Econpapers || Download paper | |
2023 | Technology, innovation and SMEs export intensity: Evidence from Morocco. (2023). Jones, Paul ; Jafari-Sadeghi, Vahid ; Onjewu, Adah-Kole Emmanuel ; Kock, Ned ; Haddoud, Mohamed Yacine. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:191:y:2023:i:c:s0040162523001609. Full description at Econpapers || Download paper | |
2023 | The role of mobile money innovations in transforming unemployed women to self-employed women in sub-Saharan Africa. (2023). Asongu, Simplice ; le Roux, Sara. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:191:y:2023:i:c:s0040162523002330. Full description at Econpapers || Download paper | |
2023 | Mobile money innovations and health performance in sub-Saharan Africa. (2023). Asongu, Simplice ; Nnanna, Joseph ; Ngoungou, Yolande E. In: Technology in Society. RePEc:eee:teinso:v:74:y:2023:i:c:s0160791x23001173. Full description at Econpapers || Download paper | |
2023 | On-demand ride-sourcing markets with cryptocurrency-based fare-reward scheme. (2023). Son, Dong-Hoon. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:171:y:2023:i:c:s1366554523000145. Full description at Econpapers || Download paper | |
2023 | The role of mobile money innovations in transforming unemployed women to self-employed women in sub-Saharan Africa. (2023). Asongu, Simplice ; le Roux, Sara. In: Working Papers. RePEc:exs:wpaper:23/016. Full description at Econpapers || Download paper | |
2023 | Female unemployment, mobile money innovations and doing business by females. (2023). Asongu, Simplice ; Odhiambo, Nicholas M. In: Working Papers. RePEc:exs:wpaper:23/033. Full description at Econpapers || Download paper | |
2023 | Mobile money innovations and health performance in sub-Saharan Africa. (2023). Asongu, Simplice ; Nnanna, Joseph ; Ngoungou, Yolande E. In: Working Papers. RePEc:exs:wpaper:23/038. Full description at Econpapers || Download paper | |
2023 | Mobile money innovations, income inequality and gender inclusion in sub-Saharan Africa. (2023). Asongu, Simplice ; Ngoungou, Yolande E ; Nnanna, Joseph ; Agyemang-Mintah, Peter. In: Working Papers. RePEc:exs:wpaper:23/047. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Market Manipulation in Stock and Power Markets: A Study of Indicator-Based Monitoring and Regulatory Challenges. (2023). Baldi, Simone ; Delgado, Benjamin Manrique ; Vand, Behrang ; Hao, Yuna. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:4:p:1894-:d:1068349. Full description at Econpapers || Download paper | |
2023 | Algorithmic Trading, Price Efficiency and Welfare: An Experimental Approach. (2023). Siemroth, Christoph ; Corgnet, Brice ; Desantis, Mark. In: Working Papers. RePEc:gat:wpaper:2313. Full description at Econpapers || Download paper | |
2023 | Order Protection Through Delayed Messaging. (2023). Friedman, Daniel ; Aldrich, Eric M. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:774-790. Full description at Econpapers || Download paper | |
2023 | High-Frequency Trading Strategies. (2023). Philip, Richard ; Kwan, Amy ; Goldstein, Michael. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4413-4434. Full description at Econpapers || Download paper | |
2023 | Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market. (2023). Song, Shijia ; Luo, Qixuan ; Li, Handong. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10316-9. Full description at Econpapers || Download paper | |
2023 | Procedural Fairness in Exchange Matching Systems. (2023). Hersch, Gil. In: Journal of Business Ethics. RePEc:kap:jbuset:v:188:y:2023:i:2:d:10.1007_s10551-022-05315-7. Full description at Econpapers || Download paper | |
2023 | Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange. (2023). Hung, Pi-Hsia ; Lien, Donald. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01150-7. Full description at Econpapers || Download paper | |
2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv. Full description at Econpapers || Download paper | |
2023 | Price elasticity of demand and risk-bearing capacity in sovereign bond auctions. (2023). Faias, Jose Afonso ; Albuquerque, Rui ; Cardoso, Jose Miguel. In: Working Papers. RePEc:ptu:wpaper:w202302. Full description at Econpapers || Download paper | |
2023 | Selective Default Expectations. (2023). Oosterlinck, Kim ; Accominotti, Olivier. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:425. Full description at Econpapers || Download paper | |
2023 | The Impact of High-Frequency Trading on Modern Securities Markets. (2023). Zimmermann, Kai ; Haferkorn, Martin ; Clapham, Benjamin. In: Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK. RePEc:spr:binfse:v:65:y:2023:i:1:d:10.1007_s12599-022-00768-6. Full description at Econpapers || Download paper | |
2023 | Determinants of liquidity in cryptocurrency markets. (2023). Westland, Christopher J. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-022-00073-7. Full description at Econpapers || Download paper | |
2023 | Novel modelling strategies for high-frequency stock trading data. (2023). Xing, LI ; Xu, KE ; Huang, Yuying ; Zhang, Xuekui. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00431-9. Full description at Econpapers || Download paper | |
2023 | Latency arbitrage and the synchronized placement of orders. (2023). Kuhle, Wolfgang. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00491-5. Full description at Econpapers || Download paper | |
2023 | Competing for Dark Trades. (2023). Karmaziene, Egle ; Irvine, Paul J. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230020. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2021 | Non-Standard Errors.(2021) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
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2021 | Non-Standard Errors.(2021) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2021 | Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2021 | Non-Standard Errors.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2021 | Non-Standard Errors.(2021) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2023 | Non-Standard Errors.(2023) In: TSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2021 | Non-standard errors.(2021) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
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2006 | Competition for Order Flow and Smart Order Routing Systems.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 136 | paper | |
2006 | Competition for order flow and smart order routing systems.(2006) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 136 | paper | |
2008 | Competition for Order Flow and Smart Order Routing Systems.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 136 | paper | |
2008 | Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount In: Journal of Finance. [Full Text][Citation analysis] | article | 163 |
2006 | Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount.(2006) In: Serie Research Memoranda. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 163 | paper | |
2011 | Does Algorithmic Trading Improve Liquidity? In: Journal of Finance. [Full Text][Citation analysis] | article | 526 |
2008 | Does algorithmic trading improve liquidity?.(2008) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 526 | paper | |
2019 | High?Frequency Trading around Large Institutional Orders In: Journal of Finance. [Full Text][Citation analysis] | article | 57 |
2017 | High-Frequency Trading around Large Institutional Orders.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2019 | Information Revelation in Decentralized Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 19 |
2023 | Equilibrium Bitcoin Pricing In: Journal of Finance. [Full Text][Citation analysis] | article | 63 |
2020 | Equilibrium Bitcoin Pricing.(2020) In: EconPol Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
2023 | Equilibrium bitcoin pricing.(2023) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
2019 | Equilibrium Bitcoin Pricing.(2019) In: 2019 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
2021 | Equilibrium Bitcoin Pricing.(2021) In: TSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
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2004 | Understanding limit order book depth: conditioning on trade informativeness In: Econometric Society 2004 Latin American Meetings. [Full Text][Citation analysis] | paper | 1 |
2009 | Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years In: China Economic Review. [Full Text][Citation analysis] | article | 30 |
2007 | The informativeness of domestic and foreign investors stock trades: Evidence from the perfectly segmented Chinese market In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 54 |
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2013 | High frequency trading and the new market makers In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 256 |
2011 | High Frequency Trading and the New-Market Makers.(2011) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 256 | paper | |
2002 | Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 38 |
2000 | Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York.(2000) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
2001 | Market dynamics in the Netherlands: Competition policy and the role of small firms In: International Journal of Industrial Organization. [Full Text][Citation analysis] | article | 30 |
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2010 | Price pressures.(2010) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2017 | Shades of darkness: A pecking order of trading venues In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 36 |
2015 | Shades of Darkness: A Pecking Order of Trading Venues.(2015) In: 2015 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2008 | Splitting orders in overlapping markets: A study of cross-listed stocks In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 30 |
2006 | Splitting orders in overlapping markets: a study of cross-listed stocks.(2006) In: Serie Research Memoranda. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
1999 | Are small firms really sub-optimal?: compensating factor differentials in small Dutch manufacturing firms In: Scales Research Reports. [Full Text][Citation analysis] | paper | 1 |
1999 | Are Small Firms Really Sub-Optimal?: Compensating Factor Differentials in Small Dutch Manufacturing Firms..(1999) In: NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2001 | Splitting Orders in Fragmented Markets; evidence from cross-listed stocks In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
2007 | Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2009 | Are market makers uninformed and passive? Signing trades in the absence of quotes In: Staff Reports. [Full Text][Citation analysis] | paper | 2 |
2009 | Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes.(2009) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
1996 | The Decision Between Internal and External R&D. In: NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM. [Citation analysis] | paper | 41 |
2017 | Need for Speed? Exchange Latency and Liquidity In: Post-Print. [Citation analysis] | paper | 80 |
2016 | Need for Speed? Exchange Latency and Liquidity.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
2017 | Need for Speed? Exchange Latency and Liquidity.(2017) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | article | |
2014 | Need for Speed? Exchange Latency and Liquidity.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
2022 | Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance In: Post-Print. [Citation analysis] | paper | 0 |
2006 | Competition for Order Flow Smart Order Routing Systems In: Post-Print. [Citation analysis] | paper | 6 |
2006 | Competition for Order Flow Smart Order Routing Systems.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2016 | Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2022 | Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance In: Working Papers. [Citation analysis] | paper | 0 |
2019 | The Flash Crash: A Cautionary Tale About Highly Fragmented Markets In: Management Science. [Full Text][Citation analysis] | article | 17 |
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2017 | Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 22 |
2022 | Asset Price Dynamics with Limited Attention In: Review of Financial Studies. [Full Text][Citation analysis] | article | 1 |
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2016 | Dispersion and Skewness of Bid Prices In: 2016 Meeting Papers. [Full Text][Citation analysis] | paper | 2 |
2000 | A Pricing Model for American Options with Gaussian Interest Rates In: Annals of Operations Research. [Full Text][Citation analysis] | article | 7 |
2012 | Limit order books and trade informativeness In: The European Journal of Finance. [Full Text][Citation analysis] | article | 7 |
2011 | Limit order books and trade informativeness.(2011) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
1998 | A Pricing Model for American Options with Stochastic Interest Rates In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1999 | Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2001 | Splitting Orders in Fragmented Markets In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2003 | Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2007 | Macro News, Riskfree Rates, and the Intermediary In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Central Clearing and Asset Prices In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2023 | Large Orders in Small Markets: Execution with Endogenous Liquidity Supply In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Equilibrium Bid-Price Dispersion In: Journal of Political Economy. [Full Text][Citation analysis] | article | 2 |
2006 | Are Domestic Investors Better Informed than Foreign Investors? : Evidence from the Perfectly Segmented Market in China In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 15 |
2017 | Monitoring CCP Exposure, in Real Time if Needed In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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2008 | Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team