• Coordination of Circuit Breakers? Volume Migration and Volatility Spillover in Fragmented Markets 

      Clapham, Benjamin; Gomber, Peter; Panz, Sven (2017-01-27)
      We study circuit breakers in a fragmented, multi-market environment and investigate whether a coordination of circuit breakers is necessary to ensure their effectiveness. In doing so, we analyze 2,337 volatility interruptions ...
    • Fidessa 

      Unbekannter Autor
      Fidessa group Holdings Ltd formerly Fidessa Group Plc, is a British-headquartered company which provides software and services, such as trading and investment management systems, analytics and market data, to buy side and ...
    • Liquidity Provider Incentives in Fragmented Securities Markets 

      Clapham, Benjamin; Gomber, Peter; Lausen, Jens; Panz, Sven (2018-07-31)
      We study the introduction of single-market liquidity provider incentives in fragmented securities markets. Specifically, we analyze the introduction of the Xetra Liquidity Provider Program at Deutsche Boerse from two ...
    • TRTH 

      Unbekannter Autor
      Tick History is a historical market data service, offering global intra-day Time and Sales, Quotes, and Market Depth content dating back to January 1996 for an extensive range of equities, indices, foreign exchange, money, ...