Oxford, MS 38677
United States
University of Mississippi - Department of Finance
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Quote Stuffing, High Frequency Trading
Short selling, price reversals, speculative and predatory trading, order imbalances
Limit order, Bid-ask spread, Specialists
liquidity, spreads, decimal pricing, quote clustering
NASDAQ, Competition
short selling, short sales, Weekend effect, Monday effect
Short Interest, Short Sales, Informed Trading
Stealth Trading, intraday, volume, trade size
Limit order, bid-ask spread, collusion, NYSE specialists, Nasdaq dealers
Components of the spread, NYSE, Nasdaq, adverse selection, fragmentation
liquidity, spreads, depths, quote clustering, collusion
Locked, Crossed, Multi-market trading
Trading cost, Decimal pricing, Quote clustering, Averaging method
One Share trades; One Share orders; trades; orders; NASDAQ
Inventory Holding, spread components
FMA, author productivity, Finance research, institutional productivity
odd-lots, high frequency trading, price contribution, price discovery
High frequency trading, HFT, Volume-synchronized probability of informed trading, VPIN, liquidity, order flow toxicity
Cancelled Orders, Cancellations, Limit Orders
Tick Size, Maker-Taker, Algorithmic Trading, Hidden Liquidity
odd-lot trading, exchanges
Electronic Communication Networks, NASDAQ, NYSE, Archipelago, Limit Order Book Fragmentation
Stealth Trading, Short Selling
PIN, NASDAQ, Trading
Short Selling, Clustering, price clustering, trade size clustering
Competition, market microstructure, execution costs
OTC Markets, Penny Stocks, Tiers, Liquidity, Market Quality
Short Lending, Short Selling, Dividends
Exchange Traded Funds, Multimarket Trading, Competition, Fragmentation, Consolidation
Nasdaq, Cincinnati, Island
NASDAQ, Ticker Symbol lenght
Dark Trading, Lit Fragmentation, Hidden Trading, Algorithmic Trading, IPOs
Nasdaq, trading, trading costs, canceled orders
exchange-mandated trading halt, firm-specific trading halt, post-halt volatility
Stub quoting, dealers, NASDAQ
College Football, Betting Spreads, Clustering
municipal bonds; natural disasters
Bid-ask spread, liquidity, market microstructure, Nasdaq, order handling rules
Market microstructure, adverse selection costs, bid-ask spreads
Limit-order, bid-ask spread, NYSE specialists, spread components