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Order Flow and Liquidity around NYSE Trading Halts
CFA Digest
◽
10.2469/dig.v31.n1.820
◽
2001
◽
Vol 31
(1)
◽
pp. 45-47
Author(s):
Bruce D. Phelps
Keyword(s):
Order Flow
◽
Trading Halts
Download Full-text
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Cited By
References
Order Flow and Liquidity around NYSE Trading Halts
The Journal of Finance
◽
10.1111/0022-1082.00267
◽
2000
◽
Vol 55
(4)
◽
pp. 1771-1801
◽
Cited By ~ 93
Author(s):
Shane A. Corwin
◽
Marc L. Lipson
Keyword(s):
Order Flow
◽
Trading Halts
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Order Flow and Cross-Sectional Monthly Returns: Compensation for Market Maker with Inventory Concern
SSRN Electronic Journal
◽
10.2139/ssrn.1787760
◽
2011
◽
Author(s):
Moonsoo Kang
Keyword(s):
Market Maker
◽
Order Flow
◽
Cross Sectional
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Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs
SSRN Electronic Journal
◽
10.2139/ssrn.217776
◽
2000
◽
Author(s):
William G. Christie
◽
Shane A. Corwin
◽
Jeffrey H. Harris
Keyword(s):
Trading Activity
◽
Market Mechanisms
◽
Execution Costs
◽
Trading Halts
◽
The Impact
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The Role of HFT's in Order Flow Toxicity and Stock Price Variance
SSRN Electronic Journal
◽
10.2139/ssrn.2466067
◽
2014
◽
Cited By ~ 1
Author(s):
serhat Yildiz
◽
Bonnie F. Van Ness
◽
Robert A. Van Ness
Keyword(s):
Stock Price
◽
Order Flow
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The Role of Trading Halts in Monitoring a Specialist Market
SSRN Electronic Journal
◽
10.2139/ssrn.262280
◽
2001
◽
Author(s):
Roger M. Edelen
◽
Simon Gervais
Keyword(s):
Trading Halts
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Caught On Tape: Predicting Institutional Ownership with Order Flow
SSRN Electronic Journal
◽
10.2139/ssrn.519882
◽
2004
◽
Cited By ~ 10
Author(s):
John Y. Campbell
◽
Tuomo Vuolteenaho
◽
Tarun Ramadorai
Keyword(s):
Institutional Ownership
◽
Order Flow
Download Full-text
Order Flow and Exchange Rate Dynamics in Brazil
SSRN Electronic Journal
◽
10.2139/ssrn.638641
◽
2004
◽
Cited By ~ 2
Author(s):
Otavio Ribeiro de Medeiros
Keyword(s):
Exchange Rate
◽
Order Flow
◽
Exchange Rate Dynamics
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Persistence in Limit Order Flow
SSRN Electronic Journal
◽
10.2139/ssrn.923022
◽
2006
◽
Cited By ~ 2
Author(s):
Wee Yong Yeo
Keyword(s):
Order Flow
◽
Limit Order
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The impact of order flow on event study returns: New evidence from zero-leverage firms
The Quarterly Review of Economics and Finance
◽
10.1016/j.qref.2021.04.014
◽
2021
◽
Vol 80
◽
pp. 627-634
Author(s):
Sijia Zhang
◽
Andros Gregoriou
Keyword(s):
Event Study
◽
Order Flow
◽
The Impact
◽
New Evidence
Download Full-text
The Riemann–Hilbert approach to the generalized second-order flow of three-wave hierarchy
Applicable Analysis
◽
10.1080/00036811.2021.1906414
◽
2021
◽
pp. 1-17
Author(s):
Deng-Shan Wang
◽
Xiao-Yong Wen
Keyword(s):
Second Order
◽
Order Flow
Download Full-text
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