BV-VPIN : Measuring the Impact of Order Flow Toxicity and Liquidity on International Equities Markets
Year of publication: |
2016
|
---|---|
Authors: | Low, Rand Kwong Yew |
Other Persons: | Li, Te (contributor) ; Marsh, Terry (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Welt | World | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Liquidität | Liquidity | Wertpapierhandel | Securities trading |
Extent: | 1 Online-Ressource (27 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 6, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2791243 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; c58 ; D53 - Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Contagious Margin Calls : How COVID-19 Threatened Global Stock Market Liquidity
Foley, Sean, (2020)
-
Size and momentum profitability in international stock markets
Schmidt, Peter S., (2015)
-
Soerlie Kvaerner, Jens, (2023)
- More ...
-
BV-VPIN: measuring the impact of order flow toxicity and liquidity on international equity markets
Low, Rand Kwong Yew, (2018)
-
Cryptocurrency : Tulip Mania or Digital Promise for the Millennial Generation?
Low, Rand Kwong Yew, (2019)
-
Cryptocurrency and blockchains : retail to institutional
Low, Rand Kwong Yew, (2019)
- More ...