Cancellation Latency: The Good, the Bad, and the Ugly-Reference-Cited by-同舟云学术

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Cancellation Latency: The Good, the Bad, and the Ugly

Published:2016-10-16 Issue:2 Volume:46 Page:377-407
ISSN:0046-3892
Container-title:Financial Management
language:en
Short-container-title:Financial Management

Author:

Jain Pawan,Jordan Steven J.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/fima.12143/fullpdf

Reference35 articles.

1. Liquidity Supply in Electronic Markets;Aitken;Journal of Financial Markets,2007

2. Friend or Foe? Foreign Investors and the Liquidity of Six Asian Markets;Agudelo;Asia-Pacific Journal of Financial Studies,2010

3. Emerging Equity Market Volatility;Bekaert;Journal of Financial Economics,1997

4. Foreign Speculators and Emerging Equity Markets;Bekaert;Journal of Finance,2000

5. Biais , B. P. Woolley 2011 High-Frequency Trading

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1. Is liquidity provision informative? Evidence from agricultural futures markets;American Journal of Agricultural Economics;2024-05-26

2. High Frequency Quote Proportion, Price Impact and Predictability of Factors;SSRN Electronic Journal;2023

3. What (If Anything) is Wrong with High-Frequency Trading?;Journal of Business Ethics;2022-05-26

4. Algos gone wild: What drives the extreme order cancellation rates in modern markets?;Journal of Banking & Finance;2021-08

5. Are REITs more resilient than non-REITs? Evidence from natural experiments;Japan and the World Economy;2021-06

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