Liquidity commonality and high frequency trading: evidence from the French stock market
Year of publication: |
2020
|
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Authors: | Anagnostidis, Panagiotis ; Fontaine, Patrice |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 69.2020, p. 1-20
|
Subject: | Liquidity | Liquidity commonality | High-frequency trading | Euronext Paris | Elektronisches Handelssystem | Electronic trading | Frankreich | France | Marktliquidität | Market liquidity | Liquidität | Aktienmarkt | Stock market | Schätzung | Estimation | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | Geld-Brief-Spanne | Bid-ask spread |
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