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Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel

Freihube, Thorsten - 2004

Persistent link: https://www.econbiz.de/10002122262

Market structure, intermediation and liquidity

Freihube, Thorsten; Krahnen, Jan Pieter; Theissen, Erik - In: German financial markets and institutions: selected studies, (pp. 255-274). 2002

Persistent link: https://www.econbiz.de/10001705567

The price impact of order book events

Cont, Rama; Kukanov, Arseniy; Stoikov, Sasha - In: Journal of financial econometrics : official journal of … 12 (2014) 1, pp. 47-88

Persistent link: https://www.econbiz.de/10010233613

Capturing order book dynamics in the Interbank EUR/PLN spot market

Bien´-Barkowska, Katarzyna - In: Emerging markets finance & trade : a journal of the … 50 (2014) 1, pp. 93-117

Persistent link: https://www.econbiz.de/10010402597

Intermediation und Informationsasymmetrie beim Aktienhandel

Theissen, Erik - In: Kapitalmarkt, Unternehmensfinanzierung und rationale …, (pp. 393-408). 2006

Persistent link: https://www.econbiz.de/10003236929

Financial markets performance : theory and empirical evidence

Marquardt, Dirk Steffen - 1998

Persistent link: https://www.econbiz.de/10000671527

Daily Herding and Commonality in Liquidity on a Pure Limit Order Book Market

Edgar, Matthew - 2011

Pervasive herding may cause homogenous trading patterns, both within and across stocks and thus may impact upon an important aspect of the market microstructure – liquidity. Potentially, herding could simultaneously affect the liquidity of both individual stocks and that of the market. For...

Persistent link: https://www.econbiz.de/10013121143

The term structure of liquidity provision

Conrad, Jennifer S.; Wahal, Sunil - In: Journal of financial economics 136 (2020) 1, pp. 239-259

Persistent link: https://www.econbiz.de/10012545428

Learning multi-market microstructure from order book data

Ju, Geonhwan; Kim, Kyoung-Kuk; Lim, Dong-Young - In: Quantitative finance 19 (2019) 9, pp. 1517-1529

Persistent link: https://www.econbiz.de/10012194803

Bid-ask spread, quoted depths, and unexpected duration between trades

Ruan, Jun Tony; Ma, Tongshu - In: Journal of financial services research : JFSR 51 (2017) 3, pp. 385-436

Persistent link: https://www.econbiz.de/10011777286

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