Commonality in liquidity : effects of monetary policy and macroeconomic announcements
Year of publication: |
February 2016
|
---|---|
Authors: | Sensoy, Ahmet |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 16.2016, p. 125-131
|
Subject: | Commonality in liquidity | Order book | Monetary policy | Macroeconomic announcements | Market microstructure | Geldpolitik | Ankündigungseffekt | Announcement effect | Marktmikrostruktur | Theorie | Theory | Liquidität | Liquidity | Wertpapierhandel | Securities trading | Wirkungsanalyse | Impact assessment | Börse | Bourse | Börsenkurs | Share price |
-
Commonality in ask-side vs. bid-side liquidity
Sensoy, Ahmet, (2019)
-
Public information arrival : price discovery and liquidity in electronic limit order markets
Riordan, Ryan, (2013)
-
The role of algorithmic trading in stock liquidity and commonality in electronic limit order markets
Moriyasu, Hiroshi, (2018)
- More ...
-
European Economic and Monetary Union Sovereign Debt Markets
Sensoy, Ahmet, (2014)
-
Forecasting high‐frequency excess stock returns via data analytics and machine learning
Akyildirim, Erdinc, (2021)
-
On the role of commodity futures in portfolio diversification
Lean, Hooi Hooi, (2021)
- More ...