Common market makers and commonality in liquidity
Year of publication: |
2004
|
---|---|
Authors: | Coughenour, Jay F. ; Saad, Mohsen M. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 73.2004, 1, p. 37-69
|
Subject: | Marktmikrostruktur | Market microstructure | Liquidität | Liquidity | Portfolio-Management | Portfolio selection | Theorie | Theory |
-
Fair risk allocation in illiquid markets
Csóka, Péter, (2015)
-
Portfolio liquidation in dark pools in continuous time
Kratz, Peter, (2015)
-
Optimal liquidation in a limit order book for a risk-averse investor
Løkka, Arne, (2014)
- More ...
-
Common market makers and commonality in liquidity
Coughenour, Jay F., (2004)
-
Common market makers and commonality in liquidity
Coughenour, Jay F., (2004)
-
Limited attention and the allocation of effort in securities trading
Corwin, Shane Anthony, (2008)
- More ...