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Information diffusion in electronic and floor trading. (2000). Franke, Günter ; Hess, Dieter .
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:7:y:2000:i:5:p:455-478.

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  1. Did crisis alter trading of two major oil futures markets?. (2018). Wei, Peihwang ; al Rahahleh, Naseem ; Adeinat, Iman.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:21:y:2018:i:1:d:10.1007_s11147-017-9133-7.

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  2. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
    In: MPRA Paper.
    RePEc:pra:mprapa:67470.

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  3. Price discovery between regular and mini index futures in the Taiwan Futures Exchange. (2013). Chang, Chiung-Chiao ; Wang, Yun-Yi ; Lee, Wan-Chen.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:27:y:2013:i:c:p:224-237.

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  4. The Quality of Price Discovery and the Transition to Electronic Trade: The Case of Cotton Futures. (2012). Janzen, Joseph ; Carter, Colin ; Smith, Aaron D..
    In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington.
    RePEc:ags:aaea12:125024.

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  5. The Quality of Price Discovery and the Transition to Electronic Trade: The Case of Cotton Futures. (2012). Janzen, Joseph ; Carter, Colin ; Smith, Aaron D..
    In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington.
    RePEc:ags:aaea12:124994.

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  6. The impact of macroeconomic news on quote adjustments, noise, and informational volatility. (2011). Veredas, David ; Hautsch, Nikolaus ; Hess, Dieter .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:10:p:2733-2746.

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  7. The impact of macroeconomic news on quote adjustments, noise, and informational volatility. (2010). Hautsch, Nikolaus ; Veredas, David ; Hess, Dieter E..
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201001.

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  8. The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility. (2010). Veredas, David ; Hautsch, Nikolaus ; Hess, Dieter .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2010-005.

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  9. Trading platform, market volatility and pricing efficiency in the floor-traded and E-mini index futures markets. (2010). Sheu, Her-Jiun ; Hsu, Shufang ; Chung, Huimin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:19:y:2010:i:4:p:742-754.

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  10. Price and trading response to public information. (2010). Malinowska, Magdalena .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101177.

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  11. Handbook on Information Technology in Finance. (2008). .
    In: International Handbooks on Information Systems.
    RePEc:spr:ihinfo:978-3-540-49487-4.

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  12. The partial adjustment factors of FTSE 100 stock index and stock index futures: The informational impact of electronic trading systems. (2008). Sebastião, Helder ; Sebastios, Helder.
    In: GEMF Working Papers.
    RePEc:gmf:wpaper:2008-07.

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  13. THE SOCIOLOGICAL APPROACH TO FINANCIAL MARKETS. (2007). Preda, Alex.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:21:y:2007:i:3:p:506-533.

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  14. Does the open limit order book matter in explaining long run volatility ?. (2006). Veredas, David ; PASCUAL, ROBERTO.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2006110.

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  15. What pieces of limit order book information are informative ?. (2004). Veredas, David ; PASCUAL, ROBERTO.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2004033.

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  16. Determinants of the relative price impact of unanticipated information in US macroeconomic releases. (2003). Hess, Dieter .
    In: Frankfurt School - Working Paper Series.
    RePEc:zbw:fsfmwp:46.

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  17. Floor versus Screen Trading : Evidence from the German Stock Market. (1999). Theissen, Erik.
    In: HEC Research Papers Series.
    RePEc:ebg:heccah:0690.

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  18. Trading System and Market Integration. (1998). Kempf, Alexander ; Korn, Olaf .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:7:y:1998:i:3:p:220-239.

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  4. The value of the floor. (2010). Zhou, Xing ; Weaver, Daniel.
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  7. The partial adjustment factors of FTSE 100 stock index and stock index futures: The informational impact of electronic trading systems. (2008). Sebastião, Helder ; Sebastios, Helder.
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  8. The probability and magnitude of information events. (2008). Ready, Mark ; Odders-White, Elizabeth R..
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  10. Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures. (2007). van der Wel, Michel ; Menkveld, Albert ; Sarkar, Asani.
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  45. Information flows and open outcry: evidence of imitation trading. (1998). Smith, Brian F. ; Turnbull, D. Alasdair S., ; White, Robert W. ; Griffiths, Mark D..
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  46. External information costs and the adverse selection problem: A comparison of NASDAQ and NYSE stocks. (1998). Sanger, Gary C. ; Lin, Ji-Chai ; Booth, Geoffrey G..
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  47. Can competition between brokers mitigate agency conflicts with their customers?. (1997). Sarkar, Asani ; Chakravarty, Sugato.
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  48. Which Inter-dealer Market Prevails? An analysis of inter-dealer trading in opaque markets. (1997). Saporta, Victoria.
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  49. Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE. (1996). Stoll, Hans ; Huang Roger D., .
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  50. Bids and asks in disequilibrium market microstructure: The case of IBM. (1995). McInish, Thomas ; deB. Harris, Frederick H., ; Chakravarty, Ranjan R..
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