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International evidence on the relationship between trading volume and serial correlation in stock returns

Ngo, Thanh; Jory, Surendranath R. - In: Global journal of finance and banking issues 2 (2008) 2, pp. 1-13

Persistent link: https://www.econbiz.de/10003853675

The liquidity of property shares : an international comparison

Brounen, Dirk; Eichholtz, Piet; Ling, David C. - In: Real estate economics : journal of the American Real … 37 (2009) 3, pp. 413-445

Persistent link: https://www.econbiz.de/10008656987

Essays on sovereign bond pricing and inflation-linked products

Simon, Zorka - 2016

Persistent link: https://www.econbiz.de/10011555259

Theoretical and practical aspects of algorithmic trading

Fränkle, Jan - 2010

Persistent link: https://www.econbiz.de/10008842360

Estimating endogenous liquidity using transaction and order book information

Durand, Philippe; Gündüz, Yalın; Thomazeau, Isabelle - 2012

We distinguish exogenous liquidity, which corresponds to the variability of bid-ask spreads for usual-sized transactions, from endogenous liquidity, which we interpret as the impact of liquidity on market prices when liquidating larger positions. Endogenous liquidity measures the risk that the...

Persistent link: https://www.econbiz.de/10009674768

Dark matters : the effects of dark trading restrictions on liquidity and informational efficiency

Ibikunle, Gbenga; Li, Youwei; Mare, Davide Salvatore; … - In: Journal of international financial markets, … 75 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012820413

Commonality in intraday liquidity and multilateral trading facilities : evidence from Chi-X Europe

Klein, Olga; Song, Shiyun - In: Journal of international financial markets, … 73 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012802250

Estimating endogenous liquidity using transaction and order book information

Durand, Philippe; Gündüz, Yalın; Thomazeau, Isabelle - In: Advances in financial risk management : corporates, …, (pp. 181-200). 2013

Persistent link: https://www.econbiz.de/10010213086

Commonality in equity options liquidity : evidence from European markets

Verousis, Thanos; Ap Gwilym, Owain; Voukelatos, Nikolaos - In: The European journal of finance 22 (2016) 10/12, pp. 1204-1223

Persistent link: https://www.econbiz.de/10011715347

Market versus residence principle : experimental evidence on the effects of a financial transaction tax

Huber, Jürgen; Kirchler, Michael; Kleinlercher, Daniel; … - In: The economic journal : the journal of the Royal … 127 (2017) 605, pp. 610-631

Persistent link: https://www.econbiz.de/10011758714

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