The evolution of informed liquidity provision : evidence from an order-driven market
Year of publication: |
November 2016
|
---|---|
Authors: | Wee, Marvin ; Yang, Wenling |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 22.2016, 5, p. 882-915
|
Subject: | liquidity provision | informed trading | limit orders | information asymmetry | Asymmetrische Information | Asymmetric information | Liquidität | Liquidity | Wertpapierhandel | Securities trading | Geld-Brief-Spanne | Bid-ask spread | Handelsvolumen der Börse | Trading volume | Marktliquidität | Market liquidity |
-
Price dynamics and market liquidity : an intraday event study on Euronext
Mazza, Paolo, (2015)
-
Allen, David E., (2008)
-
A simple approximation of intraday spreads using daily data
Chung, Kee H., (2014)
- More ...
-
Pinning down an effective measure for probability of informed trading
Petchey, James, (2016)
-
The role of implied volatility in liquidity provision
Cahill, Daniel, (2020)
-
Media sentiment and trading strategies of different types of traders
Cahill, Daniel, (2017)
- More ...