Alexis Stenfors

Portsmouth Business School

Portsmouth, PO1 3DE

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

202

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Spoofing and Pinging in Foreign Exchange Markets

Number of pages: 41 Posted: 01 Nov 2018
Alexis Stenfors and Masayuki Susai
Portsmouth Business School and Nagasaki University
Downloads 153 (209,702)

Abstract:

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market microstructure, limit order book, foreign exchange, high-frequency trading, manipulation, spoofing, pinging, stealth trading

2.

The Impact of Strategic Limit Order Submissions on Foreign Exchange Market Liquidity

Number of pages: 33 Posted: 26 Jan 2018
Alexis Stenfors and Masayuki Susai
Portsmouth Business School and Nagasaki University
Downloads 49 (424,997)

Abstract:

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market microstructure, limit order book, foreign exchange, high-frequency trading, volume-based liquidity