Canceled orders and executed hidden orders

von Lin, Zhilu
Veröffentlicht in The journal of trading (2018)

Private information in trades, R2, and large stock price movements

von Van Ness, Bonnie F.
Veröffentlicht in Journal of banking & finance (2021)

Short sales around M&A announcements

von Mai, Liuqing
Veröffentlicht in Journal of financial economic policy (2009)

Short selling and intraday price pressures

von Shkilko, Andriy
Veröffentlicht in Financial management (2012)

Daily and intraday patterns in spread and depth for limit orders and specialists

von Li, Yang
Veröffentlicht in Quarterly journal of business and economics (2005)

The role of HFTs in order flow toxicity and stock price variance, and predicting changes in HFTs' liquidity provisions

von Van Ness, Bonnie F.
Veröffentlicht in Journal of economics and finance (2017)

Inter-market competition for exchange traded funds

von Nguyen, Vanthuan
Veröffentlicht in Journal of economics and finance (2007)

Do short sellers trade in the anticipation of short interest announcements?

von Blau, Benjamin
Veröffentlicht in The journal of trading (2012)

Short- and long-term effects of multimarket trading

von Nguyen, Vanthuan
Veröffentlicht in The financial review (2007)

The market for small-cap stocks (NYSE MKT)

von Che, Xin
Veröffentlicht in The journal of trading (2016)

Reassessing the impact of option introductions on market quality : a less restrictive test for event-date effects

von Danielsen, Bartley R.
Veröffentlicht in Journal of financial and quantitative analysis (2007)

Municipal bond trading, information relatedness, and natural disasters

von Cole, Brittany
Veröffentlicht in The journal of trading (2018)

VPIN, liquidity, and return volatility in the US equity markets

von Yildiz, Serhat
Veröffentlicht in Global finance journal (2020)

Clustering in the futures market : evidence from S&P 500 futures contracts

von Schwartz, Adam L.
Veröffentlicht in The journal of futures markets (2004)

The impact of the introduction of index securities on the underlying stocks : the case of the Diamonds and the Dow 30

von Van Ness, Bonnie F.
Veröffentlicht in Advances in quantitative analysis of finance and accounting (2005)

Trade size and price clustering : the case of short sales and the suspension of price tests

von Blau, Benjamin M.
Veröffentlicht in The journal of financial research (2012)

Clustering of trade prices by high-frequency and non-high-frequency trading firms

von Davis, Ryan L.
Veröffentlicht in The financial review (2014)

Quote stuffing

von Egginton, Jared F.
Veröffentlicht in Financial management (2016)

Is information risk priced for NASDAQ-listed stocks?

von Fuller, Kathleen P.
Veröffentlicht in Review of quantitative finance and accounting (2010)

Information in short selling : comparing Nasdaq and the NYSE

von Blau, Benjamin M.
Veröffentlicht in Review of financial economics (2011)