High‐frequency trading (HFT) is an important component of stock market activity on major
exchanges. In the United States, HFT contributed approximately 52% of total equity trading …

This bibliometric analysis aims to comprehensively map and analyse the field of algorithmic
finance research, examining 1,184 publications published between 2001 and 2023 after …

This fundamentals article discusses efficient machine economies in which non-human
agents can autonomously exchange information and value. We first identify criteria for …

Purpose The purpose of this paper is to obtain new empirical evidence about the
connections between equity trading activity and five possible liquidity determinants: market …

As a critical consideration in investment decisions, stock liquidity has significance for all
stakeholders in the market. It also has implications for the stock market's growth. Liquidity …

We examine the relationships among stock traders' trading aggressiveness, order execution
quality, and stock price movements in the Taiwan Stock Exchange. Our analyses yield the …

We propose a new methodology for trading financial instruments based on deterministic
sign patterns. These patterns are obtained from the m-dimensional elementary sample …

In the intricate world of finance, where markets operate at lightning speed and assets
change hands in the blink of an eye, liquidity reigns supreme. It is the lifeblood of financial …

Effective liquidity management and risk controls are crucial for maintaining the stability of
both the global financial system and individual financial institutions. Despite consensus on …

When stock markets are less liquid or illiquid, investors are expected to require
compensation for taking the risk of not being able to sell quickly. Many studies have …