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What Is a Quote?
2 references·3 citing·26 second hop
What Is a Quote? (2010)What Is a Quote?Technology and liquidity provision: The blurring of traditional definitions (2008)Technology and liquidity prov…Order dynamics: Recent evidence from the NYSE (2007)Order dynamics: Recent eviden…Dark Data. Some Methodological Issues in Finance (2016)Dark Data. Some Methodologica…The Manipulator's Poker: Order-Based Manipulation in the Chinese Stock Market (2014)The Manipulator's Poker: Orde…High-Frequency Trading and Its Impact on Markets (2014)High-Frequency Trading and It…Optimal execution of portfolio transactions (2001)Is Information Risk a Determinant of Asset Returns? (2002)Flow Toxicity and Liquidity in a High-frequency World (2012)The fall of high-frequency trading: A survey of competition and profits (2015)An Entropy Approach to Measure the Dynamic Stock Market Efficiency (2022)Continuous Auctions and Insider Trading (1985)Inferring Trade Direction from Intraday Data (1991)Liquidity and Market Efficiency (2007)Wash Trades as a Stock Market Manipulation Tool (2016)High-frequency trading: Order-based innovation or manipulation? (2019)Opening price manipulation and its value influences (2022)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Price, trade size, and information in securities markets (1987)Algorithmic Trading and Information (2009)A dynamic limit order market with fast and slow traders (2014)The Impact of Dark Trading and Visible Fragmentation on Market Quality (2014)Trading Volume and Serial Correlation in Stock Returns (1993)Market Statistics and Technical Analysis: The Role of Volume (1994)An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse (1995)Monitoring and limit order submission risks (2008)The Provision of Liquidity by High‐Frequency Participants (2014)Why is equity order flow so persistent? (2014)
this work references cited by second hop

References

  • 2008Technology and liquidity provision: The blurring of traditional definitions279 cited
  • 2007Order dynamics: Recent evidence from the NYSE116 cited

Cited by

  • 2014High-Frequency Trading and Its Impact on Markets38 cited
  • 2014The Manipulator's Poker: Order-Based Manipulation in the Chinese Stock Market31 cited
  • 2016Dark Data. Some Methodological Issues in Finance12 cited

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