Optimal trade execution under endogenous order flow

2021 ◽  
Author(s):  
Ying Chen ◽  
Ulrich Horst ◽  
Hoang Hai Tran
Keyword(s):  
Order Flow ◽  
Optimal Trade Execution

Order Flow and Liquidity around NYSE Trading Halts

CFA Digest ◽  
2001 ◽  
Vol 31 (1) ◽  
pp. 45-47
Author(s):  
Bruce D. Phelps
Keyword(s):  
Order Flow ◽  
Trading Halts

The Role of HFT's in Order Flow Toxicity and Stock Price Variance

2014 ◽  
Author(s):  
serhat Yildiz ◽  
Bonnie F. Van Ness ◽  
Robert A. Van Ness
Keyword(s):  
Stock Price ◽  
Order Flow

Caught On Tape: Predicting Institutional Ownership with Order Flow

2004 ◽  
Author(s):  
John Y. Campbell ◽  
Tuomo Vuolteenaho ◽  
Tarun Ramadorai
Keyword(s):  
Institutional Ownership ◽  
Order Flow

Order Flow Fragmentation and Flight-To-Transparency During Stressed Market Conditions: Evidence From COVID-19

2021 ◽  
pp. 102101
Author(s):  
Giulio Anselmi ◽  
Mahendrarajah Nimalendran ◽  
Giovanni Petrella
Keyword(s):  
Order Flow ◽  
Market Conditions
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