Showing 1 - 10 of 11,703
Persistent link: https://www.econbiz.de/10012169133
Persistent link: https://www.econbiz.de/10012200670
Persistent link: https://www.econbiz.de/10011618713
Persistent link: https://www.econbiz.de/10003236929
Persistent link: https://www.econbiz.de/10009231516
Persistent link: https://www.econbiz.de/10001573529
This paper investigates the relation between liquidity and information-based trading in the context of an order-driven auction. A model similar in spirit to that of Easley et al. (1996) is used to determine how often new information occurs and how it influences the composition of orders...
Persistent link: https://www.econbiz.de/10013148686
Persistent link: https://www.econbiz.de/10012417661
Persistent link: https://www.econbiz.de/10011574367
Persistent link: https://www.econbiz.de/10001615188