The effect of algorithmic trading on market liquidity: Evidence around earnings announcements on Borsa Italiana-Reference-Cited by-同舟云学术

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The effect of algorithmic trading on market liquidity: Evidence around earnings announcements on Borsa Italiana

Published:2017-10 Issue: Volume:45 Page:82-90
ISSN:0927-538X
Container-title:Pacific-Basin Finance Journal
language:en
Short-container-title:Pacific-Basin Finance Journal

Author:

Frino Alex,Mollica Vito,Monaco Eleonora,Palumbo Riccardo

Funder

European Capital Markets Cooperative Research Centre

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference17 articles.

1. An overview of Exchange Hosting, the new high performance connectivity service available from the London Stock Exchange Group;Bailey,2009

2. High frequency trading and its impact on market quality;Brogaard,2010

3. Trading fast and slow: colocation and liquidity;Brogaard;Rev. Financ. Stud.,2015

4. Mercati MOT, SedeX, ETF Plus e MAC;Cervi,2008

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1. Technology and automation in financial trading: A bibliometric review;Research in International Business and Finance;2024-08

2. TECHNOLOGY AND AUTOMATION IN FINANCIAL TRADING: A BIBLIOMETRIC REVIEW;2024

3. Proximity Matters: An Empirical Analysis of Attractiveness of Nse and Bse;2024

4. The liquidity and trading activity effects of acquisition payment methods: Evidence from the announcements of private firms' acquisitions;International Review of Financial Analysis;2022-07

5. High-Frequency Trading (HFT) and Market Quality Research: An Evaluation of the Alternative HFT Proxies;Journal of Risk and Financial Management;2022-01-25

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