Sydney, NSW 2052
Finance Department T8-44
Burgemeester Oudlaan 50, PO Box 1738
UNSW Business School, School of Banking and Finance
RSM Erasmus University
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Actionable Indication of Interest (IOI); Flash orders; High-frequency Trading; Market quality; Market transparency; Sunshine trading.
Foreign Government Investments; Foreign Political Connections; Government-related Contracts; Internationalization; Large Shareholders
Asset pricing, Algorithmic trading, High frequency trading, Market quality, Liquidity
liquidity, forecasting, expected returns, economic valuation
Liquidity cycle, Liquidity externality, Two-sided markets, Make/take fees
Order flow, Canadian dollar, Future commodity
Market liquidity, Bond risk premia, Flight-to-quality
Divided government, elections, expected returns, policy uncertainty, prediction markets
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP7225.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
exchange rates, forecasting, macroeconomic news, microstructure, order flow
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