Trading Volume in Dealer Markets
Year of publication: |
2009-05-04
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Authors: | Malinova, Katya ; Park, Andreas |
Institutions: | University of Toronto, Department of Economics |
Subject: | Market Microstructure | Trading Volume | Liquidity |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 42 pages |
Classification: | G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies ; D82 - Asymmetric and Private Information ; D84 - Expectations; Speculations |
Source: |
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The Microstructure of Endogenous Liquidity Provision
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Trading Volume in Dealer Markets
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Order exposure and liquidity coordination : does hidden liquidity harm price efficiency?
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Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading
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Herd Behavior in Efficient Financial Markets
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