S
Sylvain Friederich
Researcher at University of Bristol
Publications - 16
Citations - 456
Sylvain Friederich is an academic researcher from University of Bristol. The author has contributed to research in topics: Order (exchange) & Market liquidity. The author has an hindex of 7, co-authored 16 publications receiving 430 citations. Previous affiliations of Sylvain Friederich include London School of Economics and Political Science.
Papers
More filters
Posted Content
Short-Run Returns Around The Trades Of Corporate Insiders On The London Stock Exchange
TL;DR: This article examined patterns in abnormal returns in the days around these trades on the London Stock Exchange and found that medium-sized trades are more informative for short-term returns than large ones, consistent with Barclay and Warner's (1993) stealth trading hypothesis whereby informed traders avoid trading in blocks.
Journal ArticleDOI
Short-run Returns around the Trades of Corporate Insiders on the London Stock Exchange
TL;DR: The authors examined patterns in abnormal returns in the days around these trades on the London Stock Exchange and found that medium-sized trades are more informative for short-term returns than large ones, consistent with Barclay and Warner's (1993) stealth trading hypothesis whereby informed traders avoid trading in blocks.
Journal ArticleDOI
Order-to-Trade Ratios and Market Liquidity
Sylvain Friederich,Richard Payne +1 more
TL;DR: In this article, the impact of high order-to-trade ratio (OTR) penalty on the Italian stock market has been investigated and the authors find that the penalty is associated with a collapse in the quoted depth of stocks that make up the bulk of trading in Italian equities and an increase in price impacts of trading across the treated stocks.
Journal ArticleDOI
Order-to-trade ratios and market liquidity
Sylvain Friederich,Richard Payne +1 more
TL;DR: In this paper, the impact of high order-to-trade ratio (OTR) penalty on the Italian stock market was studied. And they found that the penalty is associated with a collapse in the quoted depth of the stocks that make up the bulk of trading in Italian equities and with an increase in price impacts of trading across the treated stocks.
Journal ArticleDOI
Dealer Liquidity in an Auction Market: Evidence from the London Stock Exchange*
Sylvain Friederich,Richard Payne +1 more
TL;DR: In this paper, the authors analyse the trade characteristics and market conditions which determine the market share of a continuous auction trading system at the London Stock Exchange, where a network of broker-dealer firms is also available for trade.