Commonality in liquidity : lessons from an emerging stock market
Year of publication: |
September/October 2015
|
---|---|
Authors: | Tissaoui, Kais ; Ftiti, Zied ; Aloui, Chaker |
Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 31.2015, 5, p. 1927-1951
|
Subject: | bid-ask spread | depth at-best limit | private information | public information | market model | emergingorder-driven market | and microstructure | Theorie | Theory | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | Bid-ask spread | Asymmetrische Information | Asymmetric information | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Liquidität | Liquidity |
-
Adverse selection and liquidity: from theory to practice
Kyle, Albert S., (2020)
-
Price dynamics and market liquidity : an intraday event study on Euronext
Mazza, Paolo, (2015)
-
Tayeh, Mohammad, (2016)
- More ...
-
Information flow between stock return and trading volume : the Tunisian stock market
Tissaoui, Kais, (2011)
-
Information flow between stock return and trading volume: the Tunisian stock market
Tissaoui, Kais, (2011)
-
Liquidity, liquidity risk, and information flow : lessons from an emerging market
Tissaoui, Kais, (2016)
- More ...