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Federal market information technology in the post flash crash era
11 references·0 citing·36 second hop
Federal market information technology in the post flash crash era (2011)Federal market information technology in …Flow Toxicity and Liquidity in a High-frequency World (2012)Flow Toxicity and Liquidity i…Exchange-Traded Funds, Market Structure and the Flash Crash (2011)Exchange-Traded Funds, Market…Nerds on Wall Street: math, machines, and wired markets (2010)Nerds on Wall Street: math, m…Market Microstructure Theory. (1996)Market Microstructure Theory.Liquidity, Information, and Infrequently Traded Stocks (1996)Liquidity, Information, and I…Market microstructure theory (1995)Market microstructure theoryCircuit Breakers and Market Volatility: A Theoretical Perspective (1994)Circuit Breakers and Market V…Stock Market Crashes and the Performance of Circuit Breakers: Empirical Evidence (1993)Stock Market Crashes and the …Industrial Concentration: A Survey (1983)Industrial Concentration: A S…National Power and the Structure of Foreign Trade (1946)National Power and the Struct…National Power and the Structure of Foreign Trade (1945)National Power and the Struct…The relationship between return and market value of common stocks (1981)The International Crash of October 1987 (1988)Black Monday and the future of financial markets (1989)Order imbalance, liquidity, and market returns (2002)Order imbalance and individual stock returns: Theory and evidence (2003)Liquidity and Market Efficiency (2007)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Market Liquidity and Funding Liquidity (2008)Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions (2012)High-Frequency Trading and Price Discovery (2014)High frequency market microstructure (2015)A Theory of Intraday Patterns: Volume and Price Variability (1988)Market microstructure: A survey (2000)An Empirical Analysis of Stock and Bond Market Liquidity (2004)Industrial Market Structure and Economic Performance. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)The Theory of the Growth of the Firm (1995)Customer Satisfaction, Cash Flow, and Shareholder Value (2005)The Value of Different Customer Satisfaction and Loyalty Metrics in Predicting Business Performance (2006)Environmental regulation and green innovation: Evidence from China’s new environmental protection law (2021)Asset pricing and the bid-ask spread (1986)Liquidity and stock returns: An alternative test (1998)Information and the Cost of Capital (2004)Does Algorithmic Trading Improve Liquidity? (2011)Is market fragmentation harming market quality? (2011)The Flash Crash: High-Frequency Trading in an Electronic Market (2011)The Flash Crash: High-Frequency Trading in an Electronic Market (2011)A survey of network-based analysis and systemic risk measurement (2016)Is Information Risk a Determinant of Asset Returns? (2002)A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data (2003)Introductory Econometrics for Finance (2008)Preferences and Power in the European Community: A Liberal Intergovernmentalist Approach (1993)Taking Preferences Seriously: A Liberal Theory of International Politics (1997)The building blocks of economic complexity (2009)Multilateralism: the anatomy of an institution (1992)
this work references cited by second hop

References

  • 1996Liquidity, Information, and Infrequently Traded Stocks1,591 cited
  • 1995Market microstructure theory1,307 cited
  • 1946National Power and the Structure of Foreign Trade1,251 cited
  • 1996Market Microstructure Theory.1,204 cited
  • 1945National Power and the Structure of Foreign Trade1,194 cited
  • 2012Flow Toxicity and Liquidity in a High-frequency World573 cited
  • 1983Industrial Concentration: A Survey368 cited
  • 1994Circuit Breakers and Market Volatility: A Theoretical Perspective259 cited
  • 1993Stock Market Crashes and the Performance of Circuit Breakers: Empirical Evidence145 cited
  • 2011Exchange-Traded Funds, Market Structure and the Flash Crash63 cited
  • 2010Nerds on Wall Street: math, machines, and wired markets46 cited

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