Gold and silver manipulation: What can be empirically verified?
The issue of gold and silver price manipulation, in particular price suppression, is examined.
We use a mixture of normal approach to decompose the returns into abnormal and control …
We use a mixture of normal approach to decompose the returns into abnormal and control …
Liquidity commonality in order-driven trading: evidence from the Athens Stock Exchange
P Anagnostidis, G Papachristou… - Applied Economics, 2016 - Taylor & Francis
We examine the presence of liquidity commonality in the order-driven Athens Stock
Exchange (ASE). Unlike the majority of liquidity commonality studies that focus on the bid …
Exchange (ASE). Unlike the majority of liquidity commonality studies that focus on the bid …
Are high–frequency traders informed?
P Anagnostidis, P Fontaine, C Varsakelis - Economic Modelling, 2020 - Elsevier
Are high–frequency traders (HFTs) informed? To address this question, we examine HFTs'
activity in the call auction environment, where speed-related trading is limited and signal …
activity in the call auction environment, where speed-related trading is limited and signal …
[PDF][PDF] Price informativeness and highfrequency trading in electronic call auction markets
P Anagnostidis, P Fontaine, C Varsakelis - 2017 - safe-frankfurt.de
Recent microstructure literature has indicated that, due to their speed advantage, high
frequency traders (HFTs) are able to react first to news and price changes, thus inducing …
frequency traders (HFTs) are able to react first to news and price changes, thus inducing …
BORÇLANMA ARAÇLARI PİYASASINDA ÖĞLE ARASININ KALDIRILMASININ GÜNİÇİ GETİRİ, VOLATİLİTE VE İŞLEM HACMİNE ETKİSİ.
E KADIOĞLU, N Öcal… - … University Journal of …, 2020 - search.ebscohost.com
Bu çalışmada, Borsa İstanbul Borçlanma Araçları Piyasası'nda 01.08. 2019 tarihinden
itibaren öğle arasının kaldırılmasının piyasada işlem gören devlet tahvillerinin güniçi getiri …
itibaren öğle arasının kaldırılmasının piyasada işlem gören devlet tahvillerinin güniçi getiri …
BORÇLANMA ARAÇLARI PİYASASINDA ÖĞLE ARASININ KALDIRILMASININ GÜNİÇİ GETİRİ, VOLATİLİTE VE İŞLEM HACMİNE ETKİSİ
E Kadıoğlu, N Öcal, F Bostancı - Balıkesir Üniversitesi Sosyal …, 2020 - dergipark.org.tr
In this study, the effect of removing lunch break on August 1, 2019 in Borsa Istanbul Debt
Securities Market, on intraday return, volatility and trading volume of government debt …
Securities Market, on intraday return, volatility and trading volume of government debt …