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Catching up with Technology — The Impact of Regulatory Changes on ECNs/MTFs and the Trading Venue Landscape in Europe
8 references·6 citing·45 second hop
Catching up with Technology — The Impact of Regulatory Changes on ECNs/MTFs and the Trading Venue Landscape in Europe (2006)Catching up with Technology — The Impact …The Effect of Crossing‐Network Trading on Dealer Market's Bid‐Ask Spreads (2006)The Effect of Crossing‐Networ…Island Goes Dark: Transparency, Fragmentation, and Regulation (2005)Island Goes Dark: Transparenc…Does an electronic stock exchange need an upstairs market? (2004)Does an electronic stock exch…Quote-based competition and trade execution costs in NYSE-listed stocks (2003)Quote-based competition and t…Institutional trading and alternative trading systems (2003)Institutional trading and alt…Competition among Trading Venues: Information and Trading on Electronic Communications Networks (2003)Competition among Trading Ven…Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges (2001)Automated Versus Floor Tradin…The Law and Economics of Best Execution (1997)The Law and Economics of Best…High-Frequency-Trading (2013)High-Frequency-TradingHigh Frequency Trading (2012)High Frequency TradingTechnology and market quality: The case of high frequency trading (2011)Technology and market quality…Competition between financial markets in Europe: what can be expected from MiFID? (2009)Competition between financial…Algorithmic Trading Engines Versus Human Traders – Do They Behave Different in Securities Markets? (2009)Algorithmic Trading Engines V…Shedding Light on Dark Liquidity Pools (2008)Shedding Light on Dark Liquid…Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE (1996)The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (1996)Presidential Address: Friction (2000)Determinants of Volume in Dark Pool Crossing Networks (2009)Price Manipulation, Price Discovery and Transaction Costs in the Crossing Network (2012)COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE (2016)Limited-dependent and qualitative variables in econometrics (1983)Continuous Auctions and Insider Trading (1985)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Market structure, fragmentation, and market quality (2006)Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network (2007)Dynamic order submission strategies with competition between a dealer market and a crossing network☆ (2008)Dealership market (1980)Inferring Trade Direction from Intraday Data (1991)Order preferencing and market quality on NASDAQ before and after decimalization (2003)Decimals And Liquidity: A Study Of The Nyse (2004)Empirical evaluation of an automated intraday stock recommendation system incorporating both market data and textual news (2013)A Theory of Auctions and Competitive Bidding (1982)Testing for Common Trends (1988)Dimensions of execution quality: Recent evidence for US equity markets (2005)What do price discovery metrics really measure? (2013)Dark trading and price discovery (2015)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Market microstructure theory (1995)Liquidity-Based Competition for Order Flow (2003)Measuring the Information Content of Stock Trades (1991)Automation, speed, and stock market quality: The NYSE's Hybrid (2011)Price Discovery without Trading: Evidence from Limit Orders (2019)Market microstructure: A survey (2000)High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems (2009)Low-Latency Trading (2011)High Frequency Trading (2014)Metahuman systems = humans + machines that learn (2020)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Will high-frequency trading practices transform the financial markets in the Asia Pacific Region? (2015)Stock Market prediction on High frequency data using Long-Short Term Memory (2020)Price, trade size, and information in securities markets (1987)Automation versus Intermediation: Evidence from Treasuries Going Off the Run (2006)The Value of the Designated Market Maker (2007)Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds (2019)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Trading strategies during circuit breakers and extreme market movements (2004)Financial Market Design and the Equity Premium: Electronic versus Floor Trading (2005)Algorithmic Trading and Information (2009)
this work references cited by second hop

References

  • 2003Competition among Trading Venues: Information and Trading on Electronic Communications Networks280 cited
  • 2005Island Goes Dark: Transparency, Fragmentation, and Regulation253 cited
  • 2001Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges190 cited
  • 2003Institutional trading and alternative trading systems165 cited
  • 2004Does an electronic stock exchange need an upstairs market?162 cited
  • 2003Quote-based competition and trade execution costs in NYSE-listed stocks155 cited
  • 1997The Law and Economics of Best Execution145 cited
  • 2006The Effect of Crossing‐Network Trading on Dealer Market's Bid‐Ask Spreads60 cited

Cited by

  • 2012High Frequency Trading31 cited
  • 2013High-Frequency-Trading28 cited
  • 2008Shedding Light on Dark Liquidity Pools25 cited
  • 2011Technology and market quality: The case of high frequency trading21 cited
  • 2009Algorithmic Trading Engines Versus Human Traders – Do They Behave Different in Securities Markets?21 cited
  • 2009Competition between financial markets in Europe: what can be expected from MiFID?19 cited

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