503
Views
0
CrossRef citations to date
0
Altmetric
Research Article

The effect of technological developments on the stock market: evidence from emerging market

ORCID Icon, ORCID Icon & ORCID Icon

References

  • Ammar, I. B., S. Hellara, and I. Ghadhab. 2020. “High-Frequency Trading and Stock Liquidity: An Intraday Analysis.” Research in International Business and Finance 53: 101235. doi:10.1016/j.ribaf.2020.101235
  • Barbara, B. S., and E. Krzysztof. 2020. “What is the Best Proxy for Liquidity in the Presence of Extreme Illiquidity?” Emerging Markets Review 43: 100695.
  • Boehmer, E., K. Y. Fong, and J. J. Wu. 2015. “International Evidence on Algorithmic Trading”. In FMA 2015 Annual Meeting Paper, 14-17 October 2015, Orlando.
  • Brogaard, J., T. Hendershott, and R. Riordan. 2014. “High-Frequency Trading and Price Discovery.” The Review of Financial Studies 27 (8): 2267–2306.
  • Cakan, E., and A. Balagyozyan. 2014. “Herd Behaviour in the Turkish Banking Sector.” Applied Economics Letters 21 (2): 75–79.
  • Driscoll, J. C., and A. C. Kraay. 1998. “Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data.” The Review of Economics and Statistics 80 (4): 549–560. doi:10.1162/003465398557825.
  • Ekinci, C., and O. Ersan. 2022. “High-Frequency Trading and Market Quality: The Case of a “Slightly Exposed” Market.” International Review of Financial Analysis 79: 102004. doi:10.1016/j.irfa.2021.102004.
  • Ersan, O., and C. Ekinci. 2016. “Algorithmic and High-Frequency Trading in Borsa Istanbul.” Borsa Istanbul Review 16 (4): 233–248.
  • Garman, M. B., and M. J. Klass. 1980. “On the Estimation of Security Price Volatilities from Historical Data.” The Journal of Business 53 (1): 67–78. doi:10.1086/296072.
  • Hasbrouck, J., and G. Saar. 2013. “Low-Latency Trading.” Journal of Financial Markets 16 (4): 646–679.
  • Hendershott, T., C. Jones, and A. Menkveld. 2011. “Does Algorithmic Trading Improve Liquidity?” The Journal of Finance 66 (1): 1–33.
  • Nandanwar, A., P. Wanjari, and W. Siraskar. 2022. “Algorithmic Trading.” International Research Journal of Modernization in Engineering Technology and Science 4 (5): 5243–5244.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.