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High-frequency trading and stock liquidity: An intraday analysis · Study

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ArticleHigh-frequency trading and stock liquidity: An intraday analysis

Imen Ben Ammar2020

Article2020

High-frequency trading and stock liquidity: An intraday analysis

Imen Ben Ammar · Slaheddine Hellara · Imen Ghadhab

21 citations·0/0 files stored·Research in International Business and Finance

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Financial Markets and Investment Strategies Stochastic processes and financial applications FinTech, Crowdfunding, Digital Finance

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References

1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations 1998Initial conditions and moment restrictions in dynamic panel data models 1978Specification Tests in Econometrics 1995Initial conditions and moment restrictions in dynamic panel data models 1985Continuous Auctions and Insider Trading 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1991Inferring Trade Direction from Intraday Data 1988A Theory of Intraday Patterns: Volume and Price Variability

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2013High Frequency Trading with Speed Hierarchiespreprint · 15 shared references 2014The Empirical Analysis of Liquidityarticle · 14 shared references 2021High‐frequency trading: Definition, implications, and controversiesarticle · 14 shared references 2010Automated Liquidity Provisionarticle · 14 shared references 2012Need for Speed: An Empirical Analysis of Hard and Soft Information in a High Frequency Worldpreprint · 13 shared references 2020Competition among liquidity providers with access to high-frequency trading technologyarticle · 12 shared references

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Year2020

Typearticle

Published2020-04-25

VenueResearch in International Business and Finance

ISSN-L0275-5319

Languageen

Citations21

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.ribaf.2020.101235

openalex_workW3020317024

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