All Stories

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