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The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market
SSRN Electronic Journal
◽
10.2139/ssrn.2315484
◽
2013
◽
Author(s):
Lena M KKrber
◽
Oliver B. Linton
◽
Michael Vogt
Keyword(s):
Equity Market
◽
Market Quality
◽
The Uk
Download Full-text
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References
The effect of fragmentation in trading on market quality in the UK equity market
10.1920/wp.cem.2013.4213
◽
2013
◽
Author(s):
Michael Vogt
◽
Lena Boneva (Körber)
◽
Oliver Linton
Keyword(s):
Equity Market
◽
Market Quality
◽
The Uk
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The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market
Journal of Applied Econometrics
◽
10.1002/jae.2438
◽
2015
◽
Vol 31
(1)
◽
pp. 192-213
◽
Cited By ~ 16
Author(s):
Lena Boneva
◽
Oliver Linton
◽
Michael Vogt
Keyword(s):
Equity Market
◽
Market Quality
◽
The Uk
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High-Frequency Trading Behaviour and Its Impact on Market Quality: Evidence from the UK Equity Market
SSRN Electronic Journal
◽
10.2139/ssrn.2184302
◽
2012
◽
Cited By ~ 11
Author(s):
Evangelos Benos
◽
Satchit Sagade
Keyword(s):
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Equity Market
◽
High Frequency Trading
◽
Market Quality
◽
The Uk
◽
Quality Evidence
◽
Trading Behaviour
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Institutional Shareholders in the UK Equity Market
Accounting and Business Research
◽
10.1080/00014788.1974.9729059
◽
1974
◽
Vol 5
(17)
◽
pp. 9-17
Author(s):
Richard Dobbins
Keyword(s):
Equity Market
◽
The Uk
◽
Institutional Shareholders
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Dark Trading and Equity Market Quality
Financial Analysts Journal
◽
10.2469/faj.v70.n6.2
◽
2014
◽
Vol 70
(6)
◽
pp. 33-48
◽
Cited By ~ 4
Author(s):
Rhodri Preece
◽
Sviatoslav Rosov
Keyword(s):
Equity Market
◽
Market Quality
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Volatility transmission in the UK equity market
European Journal of Finance
◽
10.1080/13518479600000002
◽
1996
◽
Vol 2
(2)
◽
pp. 145-160
◽
Cited By ~ 1
Author(s):
Patricia L. Chelley-Steeley
◽
James M. Steeley
Keyword(s):
Equity Market
◽
Volatility Transmission
◽
The Uk
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Equity Market Quality: Do CDS, Options and Bond Markets Play a Role?
SSRN Electronic Journal
◽
10.2139/ssrn.1658694
◽
2012
◽
Cited By ~ 3
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Ekkehart Boehmer
◽
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Equity Market
◽
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◽
Bond Markets
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Captial Structure, Derivatives and Equity Market Quality
SSRN Electronic Journal
◽
10.2139/ssrn.1658696
◽
2010
◽
Cited By ~ 4
Author(s):
Ekkehart Boehmer
◽
Sudheer Chava
◽
Heather Tookes
Keyword(s):
Equity Market
◽
Market Quality
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Liquidity, time‐varying betas and anomalies: Is the high trading activity enhancing the validity of the CAPM in the UK equity market?
International Journal of Finance & Economics
◽
10.1002/ijfe.2136
◽
2020
◽
Author(s):
Javier Rojo‐Suárez
◽
Ana Belén Alonso‐Conde
◽
Ricardo Ferrero‐Pozo
Keyword(s):
Equity Market
◽
Time Varying
◽
Trading Activity
◽
The Uk
Download Full-text
The conditional pricing of systematic and idiosyncratic risk in the UK equity market
International Review of Financial Analysis
◽
10.1016/j.irfa.2014.10.002
◽
2015
◽
Vol 37
◽
pp. 184-193
◽
Cited By ~ 7
Author(s):
John Cotter
◽
Niall O' Sullivan
◽
Francesco Rossi
Keyword(s):
Idiosyncratic Risk
◽
Equity Market
◽
The Uk
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