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ROSE Annica

Main Referenced Co-authors
Leung, Henry (1)
Westerholm, P. Joakim (1)
Main Referenced Keywords
Execution cost (1); Fleeting orders (1); Informational effect (1); informational effect (1); OMXH (1);
Main Referenced Disciplines
Finance (3)

Publications (total 3)

The most cited

12 citations (OpenCitations)

Rose, A. (September 2014). The informational effect and market quality impact of upstairs trading and fleeting orders on the Australian Securities Exchange. Journal of Empirical Finance, 28, 171–184. doi:10.1016/j.jempfin.2014.06.003 https://hdl.handle.net/10993/18941

Rose, A. (September 2014). The informational effect and market quality impact of upstairs trading and fleeting orders on the Australian Securities Exchange. Journal of Empirical Finance, 28, 171–184. doi:10.1016/j.jempfin.2014.06.003
Peer Reviewed verified by ORBi

Leung, H., Rose, A., & Westerholm, P. J. (2014). Systematic Trading Behavior and the Cross-Section of Stock Returns on the OMXH. Review of Finance, 18 (6), 2325-2374. doi:10.1093/rof/rft045
Peer Reviewed verified by ORBi

Rose, A. (2014). Systematic trading behaviour and its informational effect: evidence from the OMXH. Applied Financial Economics, 24 (22), 1421-1427. doi:10.1080/09603107.2014.925067
Peer reviewed

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