Results 271 to 280 of about 19,543 (310)
Some of the next articles are maybe not open access.
SSRN Electronic Journal, 2017
Bitcoin is traded on exchanges which use an open limit order book. This paper investigates the microstructure of various bitcoin markets with respect to liquidity and private information processing. The markets are found to be fairly liquid, providing liquidity at a stable rate throughout the 24 hours trading period.
openaire +1 more source
Bitcoin is traded on exchanges which use an open limit order book. This paper investigates the microstructure of various bitcoin markets with respect to liquidity and private information processing. The markets are found to be fairly liquid, providing liquidity at a stable rate throughout the 24 hours trading period.
openaire +1 more source
Essays on market microstructure
2011The first essay analyzes the market microstructure of the European Climate Exchange (ECX), the largest European Union Emissions Trading Scheme trading venue. Spreads range from 2 to 6 times the minimum tick increment on European Union Allowances (EUA) futures.
openaire +1 more source
The Microstructure of Currency Markets [PDF]
, 2012 This paper describes the structure and microeconomics of the foreign exchange market. It begins by outlining the major participants and the instruments they trade, highlighting the vast institutional changes that accompanied the emergence of electronic trading since the 1990s.
Carol Osler, Xuhang Wang
openaire
Disentangling Sources of High Frequency Market Microstructure Noise
Journal of Business and Economic Statistics, 2021Simon Clinet, Yoann Potiron
exaly
Convergence in cryptocurrency prices? the role of market microstructure
Finance Research Letters, 2021Nicholas Apergis +2 more
exaly
Microstructure and market dynamics in crypto markets
Journal of Financial MarketsMaureen O'Hara +3 more
openaire +1 more source
Empirical Market Microstructure
2007Abstract The book discusses the mechanisms by which securities are traded and economic models of asymmetric information, inventory control, and cost-minimizing trading strategies.
openaire +1 more source