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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

Commonality in liquidity in the context of different trading systems : evidence from an emerging market

Tayeh, Mohammad - In: International journal of economics and financial issues … 6 (2016) 4, pp. 1344-1353

Persistent link: https://www.econbiz.de/10011774856

Liquidity commonality beyond best prices : Indian evidence

Tripathi, Abhinava; Vipul; Dixit, Alok - In: The journal of asset management 21 (2020) 4, pp. 355-373

Persistent link: https://www.econbiz.de/10012292805

Liquidity in the German stock market

Johann, Thomas; Scharnowski, Stefan; Theissen, Erik; … - 2019

This paper presents the most extensive analysis of liquidity in the German equity market so far. We examine the … evolution of liquidity over time, the determinants of liquidity, and commonality across liquidity measures and countries. We … make use of a new publicly available dataset, the Market Microstructure Database Xetra (MMDB-Xetra). We find that liquidity …

Persistent link: https://www.econbiz.de/10012020325