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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
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Investor behavior in the market for bank-issued structured products
Schroff, Sebastian - 2015 - neue Ausg
Persistent link: https://www.econbiz.de/10011300399
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Consolidation in the European financial industry
Bottiglia, Roberto (contributor);  … - 2010
Persistent link: https://www.econbiz.de/10003915332
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Handbuch Europäischer Kapitalmarkt
Hummel, Detlev (contributor); Breuer, Rolf-E. (contributor) - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001488564
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Financial markets and exchanges law
Blair, Michael (ed.); Walker, George (ed.);  … - 2021 - Third edition
Persistent link: https://www.econbiz.de/10012422873
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Fusionen und Kooperationen deutscher Börsen und ihrer Träger
Bopp, Matthias - 2015
Persistent link: https://www.econbiz.de/10011339947
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The Microstructure of European Bond Markets : Organization, Price Formation, and Cost of Liquidity
Flögel, Volker (contributor) - 2006
Persistent link: https://www.econbiz.de/10013520964
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The microstructure of European bond markets : organization, price formation, and cost of liquidity
Flögel, Volker - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003307883
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Monetary and fiscal policies in the Euro area : with 59 tables
Carlberg, Michael - 2005
Persistent link: https://www.econbiz.de/10003139159