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ArticleThe mechanics of automated trade execution systems

Ian H. Domowitz1990

Article1990

The mechanics of automated trade execution systems

Ian H. Domowitz

68 citations·0/0 files stored·Journal of Financial Intermediation

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Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

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References

1986Do Demand Curves for Stocks Slope Down?1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures 1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures 1969Proceedings of a Conference on Bank Structure and Competition.

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1999The Effects of Trading Methods on Volatility and Liquidity: Evidence from the Taiwan Stock Exchange 2001Open Sesame: Alternative Opening Algorithms in Securities Markets 1998A change in market microstructure: the switch to electronic screen trading on the New Zealand stock exchange 1992Automating the Price Discovery Process: Some International Comparisons and Regulatory Implications 1998Trading System and Market Integration 1996The non-market preconditions of electronic markets: implications for their evolution and applicability 2000Some Econometric Recipes for High-Frequency Data Cooking 1992The Microstructure of Asian Equity Markets

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Year1990

Typearticle

Published1990-06-01

VenueJournal of Financial Intermediation

ISSN-L1042-9573

Languageen

Citations68

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/1042-9573(90)90004-y

openalex_workW2094721071

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