Measuring and modelling the market liquidity of stocks : methods and issues
Year of publication: |
2012
|
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Authors: | Gabrielsen, Alexandros ; Marzo, Massimiliano ; Zagaglia, Paolo |
Published in: |
Journal of finance and investment analysis. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 2241-0996, ZDB-ID 2655150-0. - Vol. 1.2012, 4, p. 89-129
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Subject: | market microstructure | liquidity risk | frictions | transaction costs | Theorie | Theory | Transaktionskosten | Transaction costs | Marktmikrostruktur | Market microstructure | Marktliquidität | Market liquidity | Liquidität | Liquidity | Aktienmarkt | Stock market | Geld-Brief-Spanne | Bid-ask spread |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Classification: | G1 - General Financial Markets ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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