ACSW
2004
13 years 6 months ago
2004
This paper analyzes the clustering of trades on the Australian Stock Exchange (ASX) with respect to the trade direction variable. The ASX is a limit order market operating an elec...
WECWIS
2005
IEEE
13 years 10 months ago
2005
IEEE
In this paper, we address the importance of efficient execution in electronic markets. Due to intense competition for profit opportunities, trading costs can represent a significa...