1. Behind in time, behind in the game – time zone affects trading aggressiveness. (2025). Lepone, Grace ; Gautam, Anil.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007440.

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2. Detecting the risk of cross-product manipulation in the EUREX fixed income futures market. (2024). Stenfors, Alexis ; Mere, Peter ; Dilshani, Kaveesha ; Guo, Andy.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000507.

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3. A Model to Quantify the Risk of Cross-Product Manipulation: Evidence from the European Government Bond Futures Market. (2023). Stenfors, Alexis ; Mere, Peter ; Dilshani, Kaveesha ; Guo, Andy.
   In: Working Papers in Economics & Finance.
   RePEc:pbs:ecofin:2023-06.

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4. Trader positions and aggregate portfolio demand. (2023). Onur, Esen ; Tuzun, Tugkan ; Roberts, John S.
   In: The Journal of Economic Asymmetries.
   RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000482.

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5. Cross-market spoofing. (2023). Stenfors, Alexis ; Doraghi, Mehrdaad ; Susai, Masayuki ; Vakili, Kaveh ; Soviany, Cristina.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000033.

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6. Cross-Market Spoofing. (2022). Stenfors, Alexis ; Doraghi, Mehrdaad ; Susai, Masayuki ; Vakili, Kaveh ; Soviany, Cristina.
   In: Working Papers in Economics & Finance.
   RePEc:pbs:ecofin:2022-04.

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7. Are retail investors less aggressive on small price stocks?. (2022). Roger, Tristan ; Metais, Carole.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000604.

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8. Order Choices: An Intraday Analysis of the Taiwan Stock Exchange. (2022). Hung, Pi-Hsia ; Lo, Hsiang-Yu ; Lien, Donald.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000912.

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9. Stealth Trading in FX Markets. (2021). Stenfors, Alexis ; Susai, Masayuki.
   In: Working Papers in Economics & Finance.
   RePEc:pbs:ecofin:2021-02.

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10. Who knows more and makes more? A perspective of order submission decisions across investor types. (2021). Hung, Pi-Hsia ; Chen, Hung-Ju ; Lien, Donald.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:79:y:2021:i:c:p:381-398.

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11. Spoofing and pinging in foreign exchange markets. (2021). Stenfors, Alexis ; Susai, Masayuki.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301621.

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12. Do aggressive orders affect liquidity? An evidence from an emerging market. (2020). Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920303780.

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13. Whose trades move stock prices? Evidence from the Taiwan Stock Exchange. (2020). Lin, Zong-Wei ; Hung, Pi-Hsia ; Lien, Donald.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:66:y:2020:i:c:p:25-50.

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14. Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data. (2019). Stenfors, Alexis ; Susai, Masayuki.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:59:y:2019:i:c:p:36-57.

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15. Spoofing and Pinging in Foreign Exchange Markets. (2018). Stenfors, Alexis ; Susai, Masayuki.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2018-05.

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16. Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data. (2017). Stenfors, Alexis ; Susai, Masayuki.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2017-06.

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17. Algorithmic Trading Behaviour and High-Frequency Liquidity Withdrawal in the FX Spot Market. (2017). Stenfors, Alexis ; Susai, Masayuki.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2017-04.

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18. Optimal Liquidation of Child Limit Orders. (2017). Zhou, W ; S. C. P. Yam, .
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:42:y:2017:i:2:p:517-545.

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19. Order aggressiveness of different broker-types in response to monetary policy news. (2016). Smales, Lee.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:40:y:2016:i:pb:p:367-383.

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20. Investor sentiment, order submission, and investment performance on the Taiwan Stock Exchange. (2016). Hung, Pi-Hsia.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:39:y:2016:i:c:p:124-140.

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21. Quasi-Centralized Limit Order Books. (2016). Howison, Sam D. ; Porter, Mason A. ; Gould, Martin D..
    In: Papers.
    RePEc:arx:papers:1502.00680.

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22. 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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23. Limit order book transparency and order aggressiveness at the closing call: Lessons from the TWSE 2012 new information disclosure mechanism. (2015). Chen, Shu-Heng ; Tseng, Yi-Heng.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:35:y:2015:i:pa:p:241-272.

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24. “Every move you make, every step you take, I’ll be watching you” – the quest for hidden orders in the interbank FX spot market. (2014). Bień-Barkowska, Katarzyna.
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:45:y:2014:i:3:p:197-224.

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25. Capturing Order Book Dynamics in the Interbank EUR/PLN Spot Market. (2014). Bień-Barkowska, Katarzyna.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:50:y:2014:i:1:p:93-117.

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26. Tick size reduction and price clustering in a FX order book. (2014). Lallouache, Mehdi ; Abergel, Frederic.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:416:y:2014:i:c:p:488-498.

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27. Limit order books. (2013). Howison, Sam D. ; Porter, Mason A. ; Gould, Martin D. ; McDonald, Mark ; Fenn, Daniel J. ; Williams, Stacy.
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    RePEc:taf:quantf:v:13:y:2013:i:11:p:1709-1742.

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28. Competition, signaling and non-walking through the book: Effects on order choice. (2013). Valenzuela, Marcela ; Zer, Ilknur.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:5421-5435.

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29. Limit Order Books. (2013). Williams, Stacy ; Howison, Sam D. ; Porter, Mason A. ; Gould, Martin D. ; McDonald, Mark ; Fenn, Daniel J..
    In: Papers.
    RePEc:arx:papers:1012.0349.

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30. Do trading hours affect volatility links in the foreign exchange market?. (2012). Brooks, Robert.
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:37:y:2012:i:1:p:7-27.

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31. The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward. (2012). Rime, Dagfinn ; King, Michael ; Osler, Carol.
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32. Dynamic trade execution: a grammatical evolution approach. (2011). Cui, Wei ; O'Neill, Michael ; Brabazon, Anthony.
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    RePEc:ids:ijfmkd:v:2:y:2011:i:1/2:p:4-31.

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1. A Semiparametric Intraday GARCH Model. (2016). Malec, Peter.
   In: Cambridge Working Papers in Economics.
   RePEc:cam:camdae:1633.

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2. Price informativeness and institutional ownership: evidence from Japan. (2014). Chen, Tao ; Luo, Miao ; Yan, Isabel.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:42:y:2014:i:4:p:627-651.

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3. Relative Liquidity and Future Volatility. (2014). Rheinlander, Thorsten ; Fryzlewicz, Piotr ; Valenzuela, Marcela ; Zer, Ilknur.
   In: Finance and Economics Discussion Series.
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4. Speed, algorithmic trading, and market quality around macroeconomic news announcements. (2014). van Dijk, Dick ; Frijns, Bart ; Scholtus, Martin .
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5. Stock Exchange Markets in Hong Kong: Structure and Main Problems. (2013). Pauluzzo, Rubens ; Geretto, Enrico.
   In: Transition Studies Review.
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6. Investors information advantage and order choices in an order-driven market. (2013). Tsai, Shih-Chuan.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:21:y:2013:i:1:p:932-951.

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7. Competition, signaling and non-walking through the book: Effects on order choice. (2013). Valenzuela, Marcela ; Zer, Ilknur.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:37:y:2013:i:12:p:5421-5435.

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8. The determinants of liquidity with G-RJMCMC-VS model: Evidence from China. (2013). Chen, Langnan ; Luo, Jiawen ; Liu, Hao.
   In: Economic Modelling.
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9. An Empirical Analysis of Liquidity and its Determinants in The German Intraday Market for Electricity. (2013). Hagemann, Simon ; Weber, Christoph.
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10. On the hidden side of liquidity. (2012). PASCUAL, ROBERTO ; Pardo, Angel.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:18:y:2012:i:10:p:949-967.

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11. Liquidity and volatility in the U.S. treasury market. (2012). Ghysels, Eric ; Fleming, Michael ; Engle, Robert ; Nguyen, Giang.
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12. Funding liquidity and equity liquidity in the subprime crisis period: Evidence from the ETF market. (2012). Wang, George H. K., ; Ho, Keng-Yu ; Chiu, Junmao ; Chung, Huimin.
    In: Journal of Banking & Finance.
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13. Limit order books and trade informativeness. (2011). Menkveld, Albert ; Grammig, Joachim G. ; Beltran-Lopez, Helena .
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    RePEc:zbw:cfswop:201109.

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14. How to Compute the Liquidity Cost in the Orders-Driven Market?. (2011). Negrea, Bogdan.
    In: The Review of Finance and Banking.
    RePEc:rfb:journl:v:03:y:2011:i:1:p:007-019.

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15. Risk aversion, order strategy and price formation. (2010). Wang, Ming-Chang ; Zu, Lon-Ping ; Kuo, Chau-Jung .
    In: Applied Economics.
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16. Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment. (2010). Switzer, Lorne ; Fan, Haibo.
    In: International Econometric Review (IER).
    RePEc:erh:journl:v:2:y:2010:i:1:p:11-35.

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17. Trader see, trader do: How do (small) FX traders react to large counterparties trades?. (2010). Schmeling, Maik ; Menkhoff, Lukas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:7:p:1283-1302.

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18. Limit order revisions. (2010). Liu, Wai-Man ; Fong, Kingsley Y. L., .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:8:p:1873-1885.

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19. Limit-order submission strategies under asymmetric information. (2010). Schmeling, Maik ; Osler, Carol ; Menkhoff, Lukas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:11:p:2665-2677.

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20. Order aggressiveness and quantity: How are they determined in a limit order market?. (2010). Lo, Ingrid ; Sapp, Stephen G..
    In: Journal of International Financial Markets, Institutions and Money.
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21. Hidden liquidity: An analysis of order exposure strategies in electronic stock markets. (2009). Bessembinder, Hendrik ; Panayides, Marios ; Venkataraman, Kumar.
    In: Journal of Financial Economics.
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22. Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext. (2009). Giot, Pierre ; Durré, Alain ; Beltran, Helena ; Durre, Alain.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:20:y:2009:i:1:p:80-97.

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23. Technology and liquidity provision: The blurring of traditional definitions. (2009). Hasbrouck, Joel ; Saar, Gideon.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:2:p:143-172.

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24. Herding and information based trading. (2009). Lai, Rose Neng ; Zhou, Rhea Tingyu.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:3:p:388-393.

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25. Functional modelling of volatility in the Swedish limit order book. (2009). Elezovic, Suad .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:53:y:2009:i:6:p:2107-2118.

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26. Order Dynamics in the Italian Treasury Security Wholesale Secondary Market. (2008). Ginebri, Sergio ; Coluzzi, Chiara .
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27. Liquidity on the Scandinavian Order-driven Stock Exchanges. (2008). Soderberg, Jonas.
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28. Do Macroeconomic Variables Forecast Changes in Liquidity? An Out-of-sample Study on the Order-driven Stock Markets in Scandinavia. (2008). Soderberg, Jonas.
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29. Commonality under market stress: Evidence from an order-driven market. (2008). Brockman, Paul ; Chung, Dennis Y..
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30. The effect of price limits on intraday volatility and information asymmetry. (2008). Kim, Yong H. ; Yang, Jimmy J..
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31. Weather and intraday patterns in stock returns and trading activity. (2008). Lin, Yueh-Hsiang ; Chen, Sheng-Syan ; Chang, Shao-Chi ; Chou, Robin K..
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32. Noise trading and the price formation process. (2008). berkman, henk ; Koch, Paul D..
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33. Time and price impact of a trade: A structural approach. (2007). Theissen, Erik ; Wuensche, Oliver ; Grammig, Joachim.
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34. Limit orders and the intraday behavior of market liquidity: Evidence from the Toronto stock exchange. (2007). Vo, Minh T..
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35. Modelling the buy and sell intensity in a limit order book market. (2007). Hall, Anthony ; Hautsch, Nikolaus.
    In: Journal of Financial Markets.
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36. Does the open limit order book matter in explaining long run volatility ?. (2006). Veredas, David ; PASCUAL, ROBERTO.
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37. A Budapest Likviditási Mérték bevezetéséről. A magyar részvények likviditásának összehasonlító elemzése a budapesti, a varsói és a londoni értéktőzsdéken. (2005). Vegh, Richard ; Kutas, Gabor .
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38. The make or take decision in an electronic market: Evidence on the evolution of liquidity. (2005). Bloomfield, Robert ; O'Hara, Maureen ; Saar, Gideon.
    In: Journal of Financial Economics.
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39. Share price performance following actual share repurchases. (2005). Zhang, Hua.
    In: Journal of Banking & Finance.
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40. Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong. (2005). Cheung, Yan Leung ; Cai, Jun ; Ahn, Hee-Joon.
    In: Journal of Financial Markets.
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41. Price limit performance: evidence from transactions data and the limit order book. (2005). Kim, Kenneth ; Chan, Soon Huat ; Rhee, Ghon S..
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42. Volatility regimes and the provision of liquidity in order book markets. (2005). Giot, Pierre ; Durré, Alain ; Beltran, Helena ; Durre, Alain.
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43. Commonalities in the order book. (2005). Grammig, Joachim ; Giot, Pierre ; Beltran, Helena .
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44. Order Submission: The Choice between Limit and Market Orders. (2005). Lo, Ingrid ; Sapp, Stephen G..
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45. Does Anonymity Matter in Electronic Limit Order Markets?. (2004). Theissen, Erik ; Moinas, Sophie ; Foucault, Thierry.
    In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
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46. Determinants of the decision to submit market or limit orders on the ASX. (2004). Ching, Simon ; Verhoeven, Peter.
    In: Pacific-Basin Finance Journal.
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47. Market Dynamics Around Public Information Arrivals. (2002). Ranaldo, Angelo.
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48. The components of the bid-ask spread in a limit-order market: evidence from the Tokyo Stock Exchange. (2002). Hamao, Yasushi ; Cai, Jun ; Ho, Richard Y. K., ; Ahn, Hee-Joon.
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49. Liquidity Supply and Demand in Limit Order Markets. (2002). Slive, Joshua ; Sandas, Patrik ; Hollifield, Burton ; Miller, Robert A. ; Sands, Patrik.
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50. Managerial timing and corporate liquidity: *1: evidence from actual share repurchases. (2001). Chung Dennis Y., ; Paul, Brockman.
    In: Journal of Financial Economics.
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