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Do high-frequency traders anticipate buying and selling pressure?

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The bull of Wall Street : experimental analysis of testosterone and asset trading

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Turnover : liquidity or uncertainty?

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Measuring Liquidity in Financial Markets

Lybek, Tonny - 2002

This paper provides an overview of indicators that can be used to illustrate and analyze liquidity developments in … aspects of market liquidity, namely tightness (costs), immediacy, depth, breadth, and resiliency. These measures are applied …''s degree of liquidity and because market-specific factors and peculiarities must be considered …

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Tick size, trading strategies, and market quality

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Valuing thinly traded assets

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Tick size, competition for liquidity provision, and price discovery : evidence from the u.s. treasury market

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Price improvement and execution risk in lit and dark markets

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The cost of exposing large institutional orders to electronic liquidity providers

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