Pre-Opening Price Indications and Market Quality: Evidence from NYSE Rule 48

Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash

SSRN Electronic Journal ◽

10.2139/ssrn.2806917 ◽

2015 ◽

Author(s):

Qian Han ◽

Jufang Liang

Keyword(s):

Stock Market ◽

Spot Market ◽

Market Quality ◽

Chinese Stock Market ◽

Futures Trading ◽

Stock Market Crash ◽

Index Futures ◽

Trading Restrictions ◽

Quality Evidence

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Short sales restrictions and market quality: Evidence from Korea

Journal of Behavioral and Experimental Finance ◽

10.1016/j.jbef.2021.100504 ◽

2021 ◽

pp. 100504

Author(s):

Yunsung Eom ◽

Jaehoon Hahn ◽

Wook Sohn

Keyword(s):

Market Quality ◽

Short Sales ◽

Quality Evidence

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The Effect of Automated Trading on Market Quality: Evidence from the New York Stock Exchange

Lecture Notes in Business Information Processing - Enterprise Applications and Services in the Finance Industry ◽

10.1007/978-3-642-01197-9_2 ◽

2009 ◽

pp. 11-30

Author(s):

Andreas Storkenmaier ◽

Ryan Riordan

Keyword(s):

New York ◽

Stock Exchange ◽

Market Quality ◽

New York Stock Exchange ◽

York Stock Exchange ◽

Quality Evidence

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Analysis of the Tick Size and the Impact of Varying Dollar Ticks on Market Quality – Evidence from the Sydney Futures Exchange

Australasian Accounting Business and Finance Journal ◽

10.14453/aabfj.v1i4.2 ◽

2007 ◽

Vol 1 (4) ◽

pp. 16-39

Author(s):

Andrew Tan ◽

Alex Frino

Keyword(s):

Market Quality ◽

Tick Size ◽

The Impact ◽

Quality Evidence

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STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM

The Journal of Financial Research ◽

10.1111/jfir.12210 ◽

2020 ◽

Vol 43 (2) ◽

pp. 373-406

Author(s):

Ke Xu ◽

Xinwei Zheng ◽

Deng Pan ◽

Li Xing ◽

Xuekui Zhang

Keyword(s):

Hong Kong ◽

Stock Market ◽

Market Quality ◽

Quality Evidence

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Night trading and market quality: Evidence from Chinese and US precious metal futures markets

Journal of Futures Markets ◽

10.1002/fut.22147 ◽

2020 ◽

Vol 40 (10) ◽

pp. 1486-1507

Author(s):

Ying Jiang ◽

Neil Kellard ◽

Xiaoquan Liu

Keyword(s):

Precious Metal ◽

Futures Markets ◽

Market Quality ◽

Quality Evidence

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Transparency and market quality: Evidence from SuperMontage

Journal of Financial Intermediation ◽

10.1016/j.jfi.2008.01.002 ◽

2009 ◽

Vol 18 (1) ◽

pp. 93-111 ◽

Cited By ~ 27

Author(s):

Kee H. Chung ◽

Chairat Chuwonganant

Keyword(s):

Market Quality ◽

Quality Evidence

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Do enterprise–bank relationships improve market quality? Evidence from Taiwan

The Quarterly Review of Economics and Finance ◽

10.1016/j.qref.2017.05.001 ◽

2018 ◽

Vol 67 ◽

pp. 79-91

Author(s):

Ming-Chang Wang ◽

Yu-Jia Ding ◽

Hsin-Chieh Chiang

Keyword(s):

Market Quality ◽

Quality Evidence

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The impact of Securities Transaction Tax on market quality: Evidence from France and Italy

International Journal of Economic Sciences ◽

10.20472/es.2015.4.3.004 ◽

2015 ◽

Vol IV (3) ◽

pp. 52-93 ◽

Cited By ~ 1

Author(s):

FILIP ŠRAMKO

Keyword(s):

Market Quality ◽

Securities Transaction Tax ◽

Transaction Tax ◽

The Impact ◽

Quality Evidence

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Short-Selling, Uptick Rule, and Market Quality: Evidence from High-Frequency Data on Hong Kong Stock Exchange

SSRN Electronic Journal ◽

10.2139/ssrn.1710924 ◽

2011 ◽

Cited By ~ 1

Author(s):

Pengjie Gao ◽

Jia Hao ◽

Ivalina Kalcheva ◽

Tongshu Ma

Keyword(s):

Hong Kong ◽

High Frequency ◽

Stock Exchange ◽

Short Selling ◽

High Frequency Data ◽

Market Quality ◽

Frequency Data ◽

Quality Evidence ◽

Hong Kong Stock Exchange

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