The term structure of liquidity provision
Year of publication: |
2020
|
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Authors: | Conrad, Jennifer S. ; Wahal, Sunil |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 136.2020, 1, p. 239-259
|
Subject: | High frequency trading | Liquidity | Market microstructure | Trading | Marktmikrostruktur | Liquidität | Elektronisches Handelssystem | Electronic trading | Zinsstruktur | Yield curve | Marktliquidität | Market liquidity | Schätzung | Estimation | Theorie | Theory | Geld-Brief-Spanne | Bid-ask spread | Wertpapierhandel | Securities trading |
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