P.O. Box H58
Sydney, NSW 2006
GPO Box 970
55 Harrington Street
Sydney, NSW 2001
Discipline of Finance, The University of Sydney
Capital Markets CRC Limited
in Total Papers Downloads
in Total Papers Citations
Algorithmic Trading, Futures Markets, Market Liquidity, Price Discovery
algorithmic trades [AT], execution algorithms, earnings announcements
Market Segmentation, Security Market Regulation, Market Efficiency
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: irfi12006.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
home bias, international order flow, price discovery
Home bias, International order flow, Price discovery
File name: fire.
VPIN, Order floow toxicity, Price jumps, Inventory announcements, Crude oil futures, Natural gas futures
High Frequency Trading; Limit Order Book; Market Quality
File name: FIRE.
algorithmic trading, futures markets, market liquidity, price discovery
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