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Resiliency of the limit order...
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ECONIS (ZBW)
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1
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1
Liquidity
withdrawal in the FX spot market : a cross-country study using high-frequency data
Stenfors, Alexis
;
Susai, Masayuki
- In:
Journal of international financial markets, …
59
(
2019
),
pp. 36-57
Persistent link: https://www.econbiz.de/10012127871
Saved in:
2
Bid- and ask-side
liquidity
in the NYSE limit order book
Cenesizoglu, Tolga
;
Grass, Gunnar
- In:
Journal of financial markets
38
(
2018
),
pp. 14-38
Persistent link: https://www.econbiz.de/10012001137
Saved in:
3
Commonality in ask-side vs. bid-side
liquidity
Sensoy, Ahmet
- In:
Finance research letters
28
(
2019
),
pp. 198-207
Persistent link: https://www.econbiz.de/10012388306
Saved in:
4
Price dynamics and market
liquidity
: an intraday event study on Euronext
Mazza, Paolo
- In:
The quarterly review of economics and finance : journal …
56
(
2015
),
pp. 139-153
Persistent link: https://www.econbiz.de/10011574367
Saved in:
5
Stock market
liquidity
and trading activity : is China different?
Ma, Rui
;
Anderson, Hamish D.
;
Marshall, Ben R.
- In:
International review of financial analysis
56
(
2018
),
pp. 32-51
Persistent link: https://www.econbiz.de/10012006210
Saved in:
6
Passive investors and concentration of intraday
liquidity
: evidence from the Tokyo Stock Exchange
Kitajima, Kiichi
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013389468
Saved in:
7
Optimal execution with
liquidity
risk in a diffusive order book market
Lee, Hyoeun
;
Lee, Kiseop
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014444510
Saved in:
8
The impact of short-selling and margin-buying on
liquidity
: Evidence from the Chinese stock market
Wan, Xiaoyuan
- In:
Journal of empirical finance
55
(
2020
),
pp. 104-118
Persistent link: https://www.econbiz.de/10012175267
Saved in:
9
Liquidity
,
resiliency
and market quality around predictable trades : theory and evidence
Bessembinder, Hendrik
;
Carrion, Allen
;
Tuttle, Laura
; …
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 142-166
Persistent link: https://www.econbiz.de/10011590681
Saved in:
10
Limit order books and
liquidity
around scheduled and non-scheduled announcements : empirical evidence from NASDAQ Nordic
Siikanen, Milla
;
Kanniainen, Juho
;
Valli, Jaakko
- In:
Finance research letters
21
(
2017
),
pp. 264-271
Persistent link: https://www.econbiz.de/10011807803
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