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The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X
16 references·1 citing·48 second hop
The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X (2014)The determinants of alternative trading v…Is market fragmentation harming market quality? (2011)Is market fragmentation harmi…Automation, speed, and stock market quality: The NYSE's Hybrid (2011)Automation, speed, and stock …Competition for Order Flow and Smart Order Routing Systems (2006)Competition for Order Flow an…Competition among Trading Venues: Information and Trading on Electronic Communications Networks (2003)Competition among Trading Ven…SYSTEMATIC LIQUIDITY (2001)SYSTEMATIC LIQUIDITYCommonality in liquidity (2000)Commonality in liquidityThe economics of networks (1996)The economics of networksHigher market valuation of companies with a small board of directors (1996)Higher market valuation of co…Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow (1996)Cream-Skimming or Profit-Shar…Futures‐Trading Activity and Stock Price Volatility (1992)Futures‐Trading Activity and …Futures-Trading Activity and Stock Price Volatility (1992)Futures-Trading Activity and …An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks (1992)An Analysis of Intraday Patte…Trading Volume and Asset Liquidity (1989)Trading Volume and Asset Liqu…Panel Data and Unobservable Individual Effects (1981)Panel Data and Unobservable I…Panel data and unobservable individual effects (1981)Panel data and unobservable i…THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS (1978)THE SUPPLY OF DEALER SERVICES…Market Volatility, Liquidity Shocks, and Stock Returns: Worldwide Evidence (2017)Market Volatility, Liquidity …Determinants of corporate borrowing (1977)Management ownership and market valuation (1988)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Audit committee, board of director characteristics, and earnings management (2002)Corporate Governance and Equity Prices (2003)Founding‐Family Ownership and Firm Performance: Evidence from the S&P 500 (2003)The Cost of Transacting (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Optimal dealer pricing under transactions and return uncertainty (1981)Insiders' profits, costs of trading, and market efficiency (1986)Market liquidity as a sentiment indicator (2004)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Price, trade size, and information in securities markets (1987)Inferring Trade Direction from Intraday Data (1991)Inferring investor behavior: Evidence from TORQ data (2000)Price Discovery and Trading After Hours (2003)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)Stock returns and the weekend effect (1980)Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models (1993)Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes? (1994)Order flow composition and trading costs in a dynamic limit order market (1999)Clio and the economics of QWERTY (1985)Network externalities, competition, and compatibility (1985)Systems Competition and Network Effects (1994)Exploring the Implications of the Internet for Consumer Marketing (1997)Chapter 31 Coordination and Lock-In: Competition with Switching Costs and Network Effects (2007)Exploring consumer adoption of mobile payments – A qualitative study (2007)Risk, Return, and Equilibrium: Empirical Tests (1973)Continuous Auctions and Insider Trading (1985)Common risk factors in the returns on stocks and bonds (1993)Market Liquidity and Trading Activity (2001)Do liquidity measures measure liquidity?☆ (2009)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Market microstructure: A survey (2000)Do Dark Pools Harm Price Discovery? (2013)Equilibrium fast trading (2015)High frequency market microstructure (2015)A GENERAL METHOD FOR ESTIMATING A LINEAR STRUCTURAL EQUATION SYSTEM* (1970)On the Pooling of Time Series and Cross Section Data (1978)Specification Tests in Econometrics (1978)Labor Supply: A Review of Alternative Approaches (1999)Panel Data Econometrics (2003)Using Online Conversations to Study Word-of-Mouth Communication (2004)Formulation and estimation of dynamic models using panel data (1982)Empirical Strategies in Labor Economics (1999)Panel Data Models With Interactive Fixed Effects (2009)Multimarket Trading and Market Liquidity (1991)The Survival of Noise Traders in Financial Markets (1991)
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References

  • 1996Higher market valuation of companies with a small board of directors6,614 cited
  • 1981Panel data and unobservable individual effects2,323 cited
  • 1981Panel Data and Unobservable Individual Effects2,264 cited
  • 2000Commonality in liquidity1,748 cited
  • 1996The economics of networks1,582 cited
  • 1978THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS1,393 cited
  • 1992An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks899 cited
  • 1989Trading Volume and Asset Liquidity628 cited
  • 2011Is market fragmentation harming market quality?578 cited
  • 1996Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow537 cited
  • 2001SYSTEMATIC LIQUIDITY411 cited
  • 1992Futures‐Trading Activity and Stock Price Volatility348 cited
  • 2006Competition for Order Flow and Smart Order Routing Systems332 cited
  • 2011Automation, speed, and stock market quality: The NYSE's Hybrid281 cited
  • 2003Competition among Trading Venues: Information and Trading on Electronic Communications Networks280 cited
  • 1992Futures-Trading Activity and Stock Price Volatility

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  • 2017Market Volatility, Liquidity Shocks, and Stock Returns: Worldwide Evidence23 cited