Liquidity cycles and make/take fees in electronic markets
Year of publication: |
2009-11
|
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Authors: | Foucault, Thierry ; Kadan, Ohad ; Kandel, Eugene |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | algorithmic trading | duration clustering | Liquidity | make/take fees | monitoring | two-sided markets |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 7551 |
Classification: | G12 - Asset Pricing ; G20 - Financial Institutions and Services. General ; L14 - Transactional Relationships; Contracts and Reputation; Networks |
Source: |
-
Liquidity cycles and make/take fees in electronic markets
Foucault, Thierry, (2009)
-
Identifying Cross-Sided Liquidity Externalities
Skjeltorp, Johannes A., (2013)
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Identifying Cross-Sided Liquidity Externalities
Skjeltorp, Johannes A., (2012)
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Limit Order Book as a Market for Liquidity
Foucault, Thierry, (2001)
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A Rational Expectations Theory of the Kink in Earnings Reports
Guttman, Ilan, (2004)
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Limit order book as a market for liquidity
Foucault, Thierry, (2005)
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