HFT research provides much needed information on liquidity

A major study which analysed the vast majority of activity in the UK’s FTSE 100 in a 30 day period finds that HFT is the main supplier of liquidity during major macroeconomic announcements.

Kiril Alampieski, Andrew Lepone PDF icon SummaryPDF icon Full Article 17-03-12
Predicting Excess Return Directions

Contact CMCRC for this article

Min Zhu, Ross Sparks, Maxwell Stevenson 10-05-10
Impact of Short Selling Ban on LSE

Contact CMCRC for this article

Matthew Clifton, David Michayluk 10-05-10
Intra-day Trading Volume

Contact CMCRC for this article

Imon Palit, Jaisimha Manchaldore, Oleg A Soloviev 10-05-10
Not All Investors Are Made Equal: Equity Analysts and Information Asymmetry

Contact CMCRC for this article

Andrew Lepone, Henry Leung, J George Li 10-05-09
How much does an illegal insider trade?

Contact CMCRC for this article

Alex Frino, Stephen Satchell, Brad Wong 10-05-09
The Effects of a Reduction in the Clearing Fee on the Singapore Exchange

Contact CMCRC for this article

Jun Jie Murphy Lee, David Michayluk, Terry Walter 10-05-09
Stock Market Manipulation: Evidence from Hong Kong

Contact CMCRC for this article

Alex Frino, Ching Chau, Dionigi Gerace, Gary Tian 10-05-09
Short-sales constraints and market quality: Evidence from the 2008 short-sales bans

Contact CMCRC for this article

Alex Frino, Steven Lecce, Andrew Lepone 10-05-09
The impact of naked short-selling on the securities lending and equity market

Contact CMCRC for this article

Steven Lecce, Andrew Lepone, Michael D. McKenzie, Reuben Segara 10-05-09
Does broker anonymity hide informed traders?

Contact CMCRC for this article

Andrew Lepone, Reuben Segara, Brad Wong 10-05-09
Runup of Acquirer Stock in Public and Private Acquisitions

Contact CMCRC for this article

Dan Li, Douglas Cumming, 10-05-09
Exchange Trading Rules and Stock Market Liquidity

Contact CMCRC for this article

Dan Li, Douglas Cumming, Sofia Johan 10-05-09
The Impact of Option Listings on the Underlying Market

Contact CMCRC for this article

Andrew Lepone, Jin Young Yang 10-05-09
Who Wins and Who Loses Among Individual Investors?

Contact CMCRC for this article

Kingsley Y.L. Fong, David R. Gallagher, Adrian D. Lee 10-05-09
Intraday Patterns in Quoted Depth on the Nasdaq: A Note

Contact CMCRC for this article

Anthony Flint, Alex Frino, Dionigi Gerace, Andrew Lepone 10-05-09
SGX Market Cleanliness-Insider Trading

Contact CMCRC for this article

Tzehua Loh 10-05-09
Trade-Based Manipulation and Market Efficiency: A Cross-Market Comparison

Contact CMCRC for this article

Michael Aitken, Rick Harris, Shan Ji 10-05-09
Insider Trading in Transaction Time:An Intraday Analysis.

Contact CMCRC for this article

Frank J. Sensenbrenner 10-05-09
Institutional Trading around the Ex-Dividend Day

Contact CMCRC for this article

Andrew B. Ainsworth, Kingsley Y.L. Fong, David R. Gallagher, Graham Partington 10-05-09