SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Imperfect Competition in Financial Markets: An Empirical Study of Island and Nasdaq
16 references·7 citing·32 second hop
Imperfect Competition in Financial Markets: An Empirical Study of Island and Nasdaq (2010)Imperfect Competition in Financial Market…Equity Trading in the 21st Century (2011)Equity Trading in the 21st Ce…A Dynamic Model of the Limit Order Book (2009)A Dynamic Model of the Limit …Limit Order Book as a Market for Liquidity (2005)Limit Order Book as a Market …Equilibrium in a Dynamic Limit Order Market (2005)Equilibrium in a Dynamic Limi…Trade Execution Costs and Market Quality after Decimalization (2003)Trade Execution Costs and Mar…The Quality of ECN and Nasdaq Market Maker Quotes (2002)The Quality of ECN and Nasdaq…Competing Mechanisms in a Common Value Environment (2000)Competing Mechanisms in a Com…Order flow composition and trading costs in a dynamic limit order market (1999)Order flow composition and tr…Price Dynamics in Limit Order Markets (1998)Price Dynamics in Limit Order…Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy (1996)Market vs. Limit Orders: The …An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse (1995)An Empirical Analysis of the …Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes (1994)Minimum Price Variations, Dis…Is the Electronic Open Limit Order Book Inevitable? (1994)Is the Electronic Open Limit …Stock Price Clustering and Discreteness (1991)Stock Price Clustering and Di…Trades, quotes, inventories, and information (1988)Trades, quotes, inventories, …Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Tick Size Wars: The Market Quality Effects of Pricing Grid Competition (2022)Tick Size Wars: The Market Qu…Market making with asymmetric information and inventory risk (2016)Market making with asymmetric…COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE (2016)COMPETITION BETWEEN EQUITY MA…Order-to-trade ratios and market liquidity (2014)Order-to-trade ratios and mar…Equilibrium Discovery and Preopening Mechanisms in an Experimental Market (2013)Equilibrium Discovery and Pre…Trading Fees and Efficiency in Limit Order Markets (2011)Trading Fees and Efficiency i…The Impact of Dark Trading and Visible Fragmentation on Market Quality (2011)The Impact of Dark Trading an…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Estimating the components of the bid/ask spread (1988)Differences of Opinion Make a Horse Race (1993)Liquidity and Market Structure (1988)Trading and Exchanges: Market Microstructure for Practitioners (2002)The Determinants of Underpricing for Seasoned Equity Offers (2003)Realized Volatility: A Review (2008)Price, trade size, and information in securities markets (1987)How Markets Slowly Digest Changes in Supply and Demand (2009)A Stochastic Model for Order Book Dynamics (2010)Optimal trading strategy and supply/demand dynamics (2012)A Theory of Auctions and Competitive Bidding (1982)Presidential Address: Friction (2000)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Mean reversion in stock prices (1988)Inferring Trade Direction from Intraday Data (1991)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)Recent trends in trading activity and market quality (2011)Have capital market anomalies attenuated in the recent era of high liquidity and trading activity? (2014)A Theory of Intraday Patterns: Volume and Price Variability (1988)Market microstructure: A survey (2000)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010)The Cost of Transacting (1968)High frequency market microstructure (2015)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Liquidity Provision with Limit Orders and a Strategic Specialist (1997)Transactions costs and investment style: an inter-exchange analysis of institutional equity trades (1997)Corporate Governance and Liquidity (2010)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1995An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse1,151 cited
  • 1994Is the Electronic Open Limit Order Book Inevitable?996 cited
  • 1999Order flow composition and trading costs in a dynamic limit order market673 cited
  • 2005Limit Order Book as a Market for Liquidity614 cited
  • 1994Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes603 cited
  • 1998Price Dynamics in Limit Order Markets597 cited
  • 1991Stock Price Clustering and Discreteness576 cited
  • 2009A Dynamic Model of the Limit Order Book567 cited
  • 2003Trade Execution Costs and Market Quality after Decimalization512 cited
  • 1988Trades, quotes, inventories, and information489 cited
  • 2005Equilibrium in a Dynamic Limit Order Market439 cited
  • 1996Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy388 cited
  • 2000Competing Mechanisms in a Common Value Environment353 cited
  • 2011Equity Trading in the 21st Century294 cited
  • 2002The Quality of ECN and Nasdaq Market Maker Quotes

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

286 cited

Cited by

  • 2014Order-to-trade ratios and market liquidity60 cited
  • 2016Market making with asymmetric information and inventory risk50 cited
  • 2011Trading Fees and Efficiency in Limit Order Markets49 cited
  • 2022Tick Size Wars: The Market Quality Effects of Pricing Grid Competition42 cited
  • 2013Equilibrium Discovery and Preopening Mechanisms in an Experimental Market41 cited
  • 2016COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE41 cited
  • 2011The Impact of Dark Trading and Visible Fragmentation on Market Quality33 cited