Dong Zhang

Stockholm University - Stockholm Business School

Sweden

SCHOLARLY PAPERS

5

DOWNLOADS

666

SSRN CITATIONS

10

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.
Downloads 310 (127,995)
Citation 4

How Aggressive are High-Frequency Traders?

Number of pages: 52 Posted: 22 Sep 2013
Stockholm University - Stockholm Business School, Stockholm University - Stockholm Business School and Stockholm University - Stockholm Business School
Downloads 309 (127,705)
Citation 13

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high-frequency trading, HFT, aggressiveness, liquidity, volatility, diagonal effect

How Aggressive are High‐Frequency Traders?

Financial Review, Vol. 49, Issue 2, pp. 395-419, 2014
Number of pages: 25 Posted: 08 Apr 2014
Stockholm University - Stockholm Business School, Stockholm University - Stockholm Business School and Stockholm University - Stockholm Business School
Downloads 1 (851,145)
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high‐frequency trading, aggressiveness, order submission, liquidity, volatility

2.

Price Discovery in Gold Markets: China and the US

Number of pages: 31 Posted: 15 Feb 2015
Dong Zhang
Stockholm University - Stockholm Business School
Downloads 230 (173,102)

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China gold futures market, cross-market price discovery, information leadership share

3.

Do Exchange-Contracted Market Makers Improve Market Quality for Liquid Stocks?

Number of pages: 44 Posted: 20 Jun 2016
Dong Zhang
Stockholm University - Stockholm Business School
Downloads 54 (477,066)
Citation 1

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market maker, market impact, high frequency trader, trading behavior, market design

4.

Online Appendix: How Aggressive are High-Frequency Traders?

Number of pages: 9 Posted: 01 Mar 2014
Stockholm University - Stockholm Business School, Stockholm University - Stockholm Business School and Stockholm University - Stockholm Business School
Downloads 42 (529,447)

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5.

Market Openness and Market Quality in Gold Markets

Journal of Futures Markets, Forthcoming
Number of pages: 41 Posted: 11 Oct 2018
Caihong Xu and Dong Zhang
Stockholm University - Stockholm Business School and Stockholm University - Stockholm Business School
Downloads 30 (592,703)
Citation 1

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Market openness, Foreign investors, Market quality, Gold markets, Price discovery

Other Papers (1)

Total Downloads: 0
1.

Market Openness and Price Discovery in Gold Markets

Posted: 14 Apr 2017
Caihong Xu and Dong Zhang
Stockholm University - Stockholm Business School and Stockholm University - Stockholm Business School

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Price Discovery, Market Openness, Foreign Investors, Gold Markets