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The trading profits of SOES bandits
0 references·16 citing·54 second hopsampled
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  • 2014Insurgent capitalism: Island, bricolage and the re-making of finance97 cited
  • 2016A material political economy: Automated Trading Desk and price prediction in high-frequency trading92 cited
  • 2003The Profitability of Day Traders88 cited
  • 2015Hidden Liquidity: Some New Light on Dark Trading83 cited
  • 2014The Provision of Liquidity by High‐Frequency Participants70 cited
  • 2019Learning, Fast or Slow62 cited
  • 2009A Note on Trader Sharpe Ratios61 cited
  • 2004Do Individual Day Traders Make Money? Evidence from Taiwan60 cited
  • 2011The Cross-Section of Speculator Skill: Evidence from Taiwan55 cited
  • 2003Trader Anonymity, Price Formation and Liquidity54 cited
  • 1999Symposium on Market Microstructure: A Review of Empirical Research52 cited
  • 2013Overconfident individual day traders: Evidence from the Taiwan futures market47 cited
  • 2001The potential for clientele pricing when making markets in financial securities44 cited
  • 2019How rigged are stock markets? Evidence from microsecond timestamps38 cited
  • 2005Strategic Alliances and Mergers of Financial Exchanges: The Case of the SADC

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38 cited
  • 2001Execution Costs and Their Intraday Variation in Futures Markets37 cited