Do aggressive orders affect liquidity? : an evidence from an emerging market
Year of publication: |
2020
|
---|---|
Authors: | Będowska-Sójka, Barbara |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 54.2020, p. 1-14
|
Subject: | Market microstructure | Aggressive orders | Bid-ask spreads | Intraday event study | Order imbalances | Trading volume | Geld-Brief-Spanne | Bid-ask spread | Marktmikrostruktur | Handelsvolumen der Börse | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Liquidität | Liquidity | Schwellenländer | Emerging economies | Börse | Bourse |
-
Intraday liquidity patterns in limit order books
Malik, Azeem, (2014)
-
Price dynamics and market liquidity : an intraday event study on Euronext
Mazza, Paolo, (2015)
-
Passive investors and concentration of intraday liquidity : evidence from the Tokyo Stock Exchange
Kitajima, Kiichi, (2022)
- More ...
-
Będowska-Sójka, Barbara, (2017)
-
Triggers and obstacles to the development of the FinTech sector in Poland
Kliber, Agata, (2021)
-
Unemployment rate forecasts : evidence from the Baltic States
Będowska-Sójka, Barbara, (2015)
- More ...