Stock Liquidity and Algorithmic Market Making During the COVID-19 Crisis
Year of publication: |
[2021]
|
---|---|
Authors: | Chakrabarty, Bidisha ; Pascual, Roberto |
Publisher: |
[S.l.] : SSRN |
Subject: | Coronavirus | Aktienmarkt | Stock market | Marktliquidität | Market liquidity |
Extent: | 1 Online-Ressource (49 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 4, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3857463 [DOI] |
Classification: | G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Contagious Margin Calls : How COVID-19 Threatened Global Stock Market Liquidity
Foley, Sean, (2020)
-
Stock liquidity and corporate trade credit strategies : evidence from China
Shahzad, Umeair, (2022)
-
Predicting bid-ask spreads using long memory autoregressive conditional poisson models
Groß-Klußmann, Axel, (2011)
- More ...
-
Chakrabarty, Bidisha, (2015)
-
Trading System Upgrades and Short-Sale Bans : Uncoupling the Effects of Technology and Regulation
Chakrabarty, Bidisha, (2017)
-
Chakrabarty, Bidisha, (2015)
- More ...