SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

On the Effects of Continuous Trading · Study

PreprintShelves

PreprintOn the Effects of Continuous Trading

Ivan Indriawan2020

OA

Preprintgreen2020

On the Effects of Continuous Trading

Ivan Indriawan · Roberto Pascual · Andriy V. Shkilko

38 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Corporate Finance and Governance Stochastic processes and financial applications

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 38 citations exist upstream.

References

1985Continuous Auctions and Insider Trading 1991Inferring Trade Direction from Intraday Data 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market 2011Does Algorithmic Trading Improve Liquidity?1981Optimal dealer pricing under transactions and return uncertainty 2014High-Frequency Trading and Price Discovery 2005Market Frictions, Price Delay, and the Cross-Section of Expected Returns 2013The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response

Cited by

2023A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2017High-Frequency Trading Strategiesarticle · 19 shared references 2021High‐frequency trading: Definition, implications, and controversiesarticle · 16 shared references 2016Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity and Trading Costsarticle · 14 shared references 2020Do High-Frequency Traders Anticipate Buying and Selling Pressure?article · 12 shared references 2022Stock liquidity and algorithmic market making during the COVID-19 crisisarticle · 12 shared references 2019Price Discovery without Trading: Evidence from Limit Ordersarticle · 11 shared references

Details

Year2020

Typepreprint

Published2020-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations38

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.3707154

openalex_workW3130008482

Links

Imported from OpenAlex (CC0) — nothing here is generated.