Xin Wang

Nanyang Technological University (NTU) - Division of Banking & Finance

S3-B1B-76 Nanyang Avenue

Singapore, 639798

Singapore

http://https://www.financexinwang.com/

SCHOLARLY PAPERS

3

DOWNLOADS

428

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.
Downloads 341 ( 90,505)

Who Provides Liquidity and When?

Finance Down Under 2018 Building on the Best from the Cellars of Finance Paper
Number of pages: 64 Posted: 21 Jan 2017 Last Revised: 18 Jul 2019
Sida Li, Xin Wang and Mao Ye
University of Illinois at Urbana-Champaign, Nanyang Technological University (NTU) - Division of Banking & Finance and University of Illinois at Urbana-Champaign
Downloads 332 (92,625)

Abstract:

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Algorithmic trading, High-frequency trading, Liquidity, Tick Size

Who Provides Liquidity, and When?

NBER Working Paper No. w25972
Number of pages: 65 Posted: 26 Jun 2019
Sida Li, Xin Wang and Mao Ye
University of Illinois at Urbana-Champaign, Nanyang Technological University (NTU) - Division of Banking & Finance and University of Illinois at Urbana-Champaign
Downloads 9 (633,734)
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2.

Why Do Stock Exchanges Compete on Speed, and How?

Number of pages: 64 Posted: 11 Nov 2017 Last Revised: 16 Apr 2018
Xin Wang
Nanyang Technological University (NTU) - Division of Banking & Finance
Downloads 55 (383,842)

Abstract:

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Exchange Speed, High-frequency Trading, Trade-through, Order Delay

3.

Who Supplies Liquidity, and When?

Number of pages: 63 Posted: 15 Aug 2018
Sida Li, Xin Wang and Mao Ye
University of Illinois at Urbana-Champaign, Nanyang Technological University (NTU) - Division of Banking & Finance and University of Illinois at Urbana-Champaign
Downloads 32 (472,564)

Abstract:

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