All Stories

  1. Retail Order Flow Segmentation, Price Improvements, and Market Quality: Evidence from Xetra Retail
  2. A long-term analysis of research unbundling: implications for research provision and market quality
  3. Nonstandard Errors
  4. Give Them a Second Chance? Prediction of Recurrent Financial Intermediary Misconduct
  5. Policy making in the financial industry: A framework for regulatory impact analysis using textual analysis
  6. The Impact of High-Frequency Trading on Modern Securities Markets
  7. To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling
  8. Liquidity provider incentives in fragmented securities markets
  9. DOES SPEED MATTER? THE ROLE OF HIGH‐FREQUENCY TRADING FOR ORDER BOOK RESILIENCY
  10. Who Is the Next “Wolf of Wall Street”? Detection of Financial Intermediary Misconduct
  11. Enterprise Applications, Markets and Services in the Finance Industry
  12. Popular News Are Relevant News! How Investor Attention Affects Algorithmic Decision-Making and Decision Support in Financial Markets
  13. The MiFIR Trading Obligation: Impact on Trading Volume and Liquidity in Electronic Trading
  14. The Impact of MiFID II/MiFIR on European Market Structure: A Survey among Market Experts
  15. The MiFIR Trading Obligation: Impact on Trading Volume and Liquidity
  16. Circuit Breakers A Survey Among International Trading Venues
  17. A Classification of Financial Market Manipulations
  18. Managing Excess Volatility: Design and Effectiveness of Circuit Breakers
  19. Coordination of Circuit Breakers? Volume Migration and Volatility Spillover in Fragmented Markets
  20. Liquidity Provider Incentives in Fragmented Securities Markets
  21. Ensuring Market Integrity and Stability: Circuit Breakers on International Trading Venues
  22. Price discovery and convergence in fragmented securities markets
  23. Does Speed Matter? The Role of High-Frequency Trading for Order Book Resiliency