Siphoned apart: A portfolio perspective on order flow segmentation-Reference-Cited by-同舟云学术

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Siphoned apart: A portfolio perspective on order flow segmentation

Published:2024-04 Issue: Volume:154 Page:103807
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Baldauf Markus,Mollner Joshua,Yueshen Bart Zhou^ORCID

Funder

University of Chicago

Nanyang Technological University

Monash University

Social Sciences and Humanities Research Council of Canada

Universiteit van Tilburg

Universiteit Maastricht

KU Leuven

Publisher

Elsevier BV

Reference78 articles.

1. Retail order execution quality under zero commissions;Adams,2021

2. Dealership markets: market making with inventory;Amihud;J. Financ. Econ.,1980

3. Strategic fragmented markets;Babus;J. Financ. Econ.,2022

4. Trading in fragmented markets;Baldauf;J. Financ. Quant. Anal.,2020

5. Uncovering the liquidity premium in stock returns using sub-penny trade executions;Barardehi,2024

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Unmasking An Unseen Influence: Uninformed Retail Investors and Their Capital Market Effects;SSRN Electronic Journal;2024

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