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Cross-listings, cross-listings premium, price informativeness, investment decisions, flow-back, ownership.
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: SSRN-id923902.
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Cross-listings, cross-listing premium, price informativeness, investment decisions, flow-back, ownership
high frequency trading, liquidity, welfare, adverse selection, investment
market fragmentation, centralized limit order book, smart routers, trading fees
File name: SSRN-id908847.
Market fragmentation, centralized limit order book, smart routers, trading fees, trade-throughs
Make/Take Fees, Duration Clustering, Liquidity Externalities, Algorithmic trading, Two-Sided Markets
File name: DP7551.
algorithmic trading, duration clustering, Liquidity, make/take fees, monitoring, two-sided markets
Arbitrage, Liquidity, Adverse Selection, High Frequency Trading
File name: DP9925.
Adverse Selection, Arbitrage, High Frequency Trading, Liquidity
File name: DP11081.
informational efficiency, investment, learning, noise
Limit Orders, Market Orders, Liquidity, Order-Driven Markets, Tick Size, Impatience, Traders Arrival Rate, Price Improvement
File name: DP2889.
Limit order markets, market orders, liquidity
brain metastases, HRQoL, stereotactic radiosurgery
News, liquidity, volume, price discovery, high frequency trading
Asset Price Informativeness, Big Data, FinTech, Information Processing, Markets for Information, Contrarian and momentum trading.
Asset Price Informativeness, Big Data, FinTech, Information Processing, Markets for Information, Contrarian and momentum trading
Liquidity spillovers, Contagion, Liquidity Crashes, Multiple equilibria, Rational expectations
File name: DP8350.
Colocation, Contagion, Liquidity Risk, Liquidity spillovers, Transparency, Value of price information
Idiosyncratic Volatility, Retail Trading, Noise Trading
File name: DP6915.
Idiosyncratic volatility, Noise trading, Retail investors
Conformism, Product Differentiation, Managerial Learning, Peers, Stock Price Informativeness
File name: DP11073.
Managerial Learning, Peers, Product Differentiation, Stock price Informativeness
Corporate Investment, Managerial Learning, Peers, Informed Trading
Limit order markets, trading fees, make/take fees, inter-market competition, liquidity.
File name: DP8395.
inter-market competition, Limit order markets, liquidity, make/take fees, OTC markets, trading fees
Natural Experiment, Limit Order Book, Anonymity, Liquidity
File name: DP4091.
Market microstructure, limit order trading, anonymity, transparency, liquidity
G10, G14, G24
Cross-listing, Managerial learning, Investment-to-price sensitivity, Price informativeness
File name: DP8331.
Cross-listing, Investment-to-price sensitivity, Managerial learning, Price informativeness
Market Data Sales, Latency, Transparency, Price Discovery, Hirshleifer effect
File name: DP6794.
Hirshleifer effect, Market data sales, Price discovery, Transparency
Market Microstructure, Price Improvements, Market Design, Anonymity
File name: DP3359.
Market microstructure, reputation and implicit contracts, non-anonymous trading
sale of market data, transparency, price discovery
Market microstructure, price improvements, market design
Auction Theory, Linkage Principle, Multidimensional Signals, Blind Auctions
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