The quality of electronic markets

SS Zhang, M Wagener, A Storkenmaier… - 2011 44th Hawaii …, 2011 - ieeexplore.ieee.org
Technical progress in information and communication technologies, increased competition
through alternative trading systems, and regulatory actions have significantly changed the …

Price efficiency in futures and spot trading: The role of information technology

M Wagener, D Kundisch, R Riordan, F Rabhi… - Electronic Commerce …, 2010 - Elsevier
During the last years information technology has had a profound impact on financial
markets. The speed of trading and the amount of available information has increased …

Effect of IT trading platform on financial risk-taking and portfolio performance

MA El Fadl, B Abbey, KS Choi - 2015 48th Hawaii International …, 2015 - ieeexplore.ieee.org
As a fast growing area in Finance, Information technology (IT) plays an important role in how
traders trade online. Investigating whether online trading has a significant effect on financial …

Improving process performance through market network redesign: a study of the impact of electronic markets in the financial securities sector

R Toppen, M Smits, P Ribbers - … -32. Abstracts and CD-ROM of …, 1999 - ieeexplore.ieee.org
Previous research suggested that the performance of inter-organisational processes can be
influenced by eight factors: stakeholders, competition, information technology, market …

The impact of it-based trading on securities markets

M Haferkorn, K Zimmermann… - WI2013-11th International …, 2013 - papers.ssrn.com
The emergence of IT-based trading activities like algorithmic trading or high-frequency
trading alters the traditional trading environment within financial markets. Thus, the question …

The role of algorithmic trading systems on stock market efficiency

JY Seo, S Chai - Information Systems Frontiers, 2013 - Springer
The rapid development of information technology has changed the dynamics of financial
markets. The main purpose of this study is laid on examining the role of IT based stock …

Revealing Intraday Market Efficiency--Estimating Diurnal Price Densities in Limit Order Books

J Jiang, WL Ng - 2009 International Conference on Information …, 2009 - ieeexplore.ieee.org
Liquidity plays an important role in trading and represents a nontrivial economic concept that
is difficult to measure as it involves several three dimensions to investigate. In this paper, we …

Transparency and bypass in electronic financial markets

Weber - 1994 Proceedings of the Twenty-Seventh Hawaii …, 1994 - ieeexplore.ieee.org
Electronic financial markers use information technology to disseminate prices, quantities,
and buyer and supplier identities. In spite of their recognized benefits, increased visibility …

Measurements and quality of service issues in electronic commerce software

A Bhargava, B Bhargava - … and Technology. ASSET'99 (Cat. No …, 1999 - ieeexplore.ieee.org
The performance of network and communication software is a major concern for making the
electronic commerce applications in a distributed environment a success. The quality of …

The effect of automated trading on market quality: Evidence from the New York Stock Exchange

A Storkenmaier, R Riordan - Enterprise Applications and Services in the …, 2009 - Springer
From the end of 2006 until the beginning of 2007 the NYSE introduced the NYSE Hybrid
Market on a rolling basis. The NYSE Hybrid Market significantly changed the NYSE's market …