Equity Trading in the 21st Century
By James Angel, Lawrence E. Harris, Chester Spatt. 2011
250 citations recorded by the source corpus.
Subfields: Accounting, Finance
View Paper: https://www.semanticscholar.org/paper/fe57770c1abe726c90d6d12b702fe3e4220ba72e
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
- Stacey Jacobsen
- Craig W. Holden
- Avanidhar Subrahmanyam
- Didier Sornette
- Amit Goyal
- Tarun Chordia
- Kleopatra Nikolaou
- Richard Roll
In Finance
- Stacey Jacobsen
- Craig W. Holden
- Avanidhar Subrahmanyam
- Wei‐Xing Zhou
- Ryan Woodard
- Didier Sornette
- Amit Goyal
- Tarun Chordia
Citations in the corpus
- The Empirical Analysis of Liquidity (2014, background): “Trading has become much faster and continues to accelerate [Angel et al., 2011].”
- Competing on Speed (2018, unknown): “More recent data shows that the NASDAQ was still significantly faster than the NYSE at the time of Reg NMS implementation in 2007 (Angel et al., 2011).”
- Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model (2011, background): “[7, 8]), (iii) market makers bid-ask spread in response to past volatility [9, 10], (iv) learning of business networks and human capital build-up [11, 12], (v) procyclical financing of firms by banks (boom vs contracting times) [13], (vi) trend following investment strategies, (vii) asymmetric infor”