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Technology and automation in financial trading: A bibliometric review. (2024). Cumming, Douglas ; Care, Rosella.
In: Research in International Business and Finance.
RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002642.

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  33. High-Frequency Trading and Price Informativeness. (2021). , Simon ; Gider, Jasmin ; Westheide, Christian.
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  34. Algorithmic trading in turbulent markets. (2020). Kalev, Petko S ; Zhou, Hao ; Frino, Alex.
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  35. Market manipulation and innovation. (2020). Tarsalewska, Monika ; Cumming, Douglas ; Ji, Shan ; Peter, Rejo.
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  36. How does HFT activity impact market volatility and the bid-ask spread after an exogenous shock? An empirical analysis on S&P 500 ETF. (2020). Bazzana, Flavio ; Collini, Andrea.
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  37. Trade credit and stock liquidity. (2020). Shang, Chenguang.
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  38. Indecisive algos: Do limit order revisions increase market load?. (2020). Jurich, Stephen N ; Parikh, Bhavik ; Mishra, Ajay Kumar.
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  39. High-frequency trading and price informativeness. (2019). Gider, Jasmin ; Westheide, Christian ; Schmickler, Simon.
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  40. Insider trading and networked directors. (2019). Renneboog, Luc ; Goergen, Marc ; Zhao, Yang.
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  41. The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes. (2019). Yin, Xiangkang ; Xu, Liao ; Zhao, Jing.
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  42. Algorithmic and high frequency trading in Asia-Pacific, now and the future. (2019). Kalev, Petko S ; Zhou, Hao.
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  43. Capital-market effects of securities regulation: Prior conditions, implementation, and enforcement revisited. (2019). Johan, Sofia ; Cumming, Douglas.
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  44. Insider trading and networked directors. (2019). Renneboog, Luc ; Goergen, Marc ; Zhao, Yang.
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  45. Libra: Fair Order-Matching for Electronic Financial Exchanges. (2019). Mavroudis, Vasilios ; Melton, Hayden.
    In: Papers.
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  46. High frequency trading and extreme price movements. (2018). Brogaard, Jonathan ; Riordan, Ryan ; Sokolov, Konstantin ; Shkilko, Andriy ; Carrion, Allen ; Moyaert, Thibaut.
    In: Journal of Financial Economics.
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  47. A new approach for detecting high-frequency trading from order and trade data. (2018). Ekinci, Cumhur ; Ersan, Oguz.
    In: Finance Research Letters.
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  48. The Role of High-Frequency Traders in the Foreign Exchange Market Bid-Ask Spreads. (2016). Lenczewski, Carlos.
    In: EUSP Department of Economics Working Paper Series.
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  49. Market conditions, fragility, and the economics of market making. (2016). Venkataraman, Kumar ; Anand, Amber.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:121:y:2016:i:2:p:327-349.

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  50. Exchange trading rules, surveillance and suspected insider trading. (2015). Cumming, Douglas ; Aitken, Michael ; Zhan, Feng.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:34:y:2015:i:c:p:311-330.

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  51. Financial intermediaries in the midst of market manipulation: Did they protect the fool or help the knave?. (2015). Davies, Ryan ; Atanasov, Vladimir ; Merrick, John J.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:34:y:2015:i:c:p:210-234.

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  52. Financial market misconduct and agency conflicts: A synthesis and future directions. (2015). Johan, Sofia ; Cumming, Douglas ; Dannhauser, Robert .
    In: Journal of Corporate Finance.
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  53. High Frequency Manipulation at Futures Expiry: The Case of Cash Settled Indian Single Stock Futures. (2014). Varma, Jayanth ; Agarwalla, Sobhesh Kumar ; Jacob, Joshy.
    In: IIMA Working Papers.
    RePEc:iim:iimawp:12803.

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  54. High Frequency Traders: Angels or Devils?. (2013). MacIntosh, Jeffrey .
    In: C.D. Howe Institute Commentary.
    RePEc:cdh:commen:391.

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