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The implications of trader cognitive abilities on stock market properties (2013)
Journal Article
Manahov, V., Soufian, M., & Hudson, R. (2014). The implications of trader cognitive abilities on stock market properties. Intelligent Systems in Accounting, Finance and Management, 21(1), 1-18. https://doi.org/10.1002/isaf.1348

Market structure and individual rationality remain at the centre of a debate as to which is the main driving force in market performance. We examine the role of individual rationality, comparing zero‚Äźintelligence traders with traders with different l... Read More

Informed trading and market structure (2013)
Journal Article
Cai, C. X., Harris, J. H., Hudson, R. S., & Keasey, K. (2015). Informed trading and market structure. European Financial Management, 21(1), 148-177. https://doi.org/10.1111/eufm.12003

We examine London Stock Exchange trading around information releases and link market quality dimensions with market structure during periods with heightened interaction between informed and uninformed traders. We find support for both the hypothesis... Read More