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Bid- and ask-side liquidity in the NYSE limit order book
Cenesizoglu, Tolga; Grass, Gunnar - In: Journal of financial markets 38 (2018), pp. 14-38
Persistent link: https://www.econbiz.de/10012001137
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Price dynamics and market liquidity : an intraday event study on Euronext
Mazza, Paolo - In: The quarterly review of economics and finance : journal … 56 (2015), pp. 139-153
Persistent link: https://www.econbiz.de/10011574367
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The behavior of high-frequency traders under different market stress scenarios
Megarbane, Nicolas; Saliba, Pamela; Lehalle, Charles-Albert - In: Market microstructure and liquidity 3 (2017) 3/4, pp. 1-54
Persistent link: https://www.econbiz.de/10011988891
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Financial market liquidity : a review of contributions to the literature
Morris, Brandon C. L.; Larson, James E.; Egginton, Jared F. - In: Journal of financial education 44 (2018) 2, pp. 164-174
Persistent link: https://www.econbiz.de/10012051451
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Tick size, trading strategies, and market quality
Werner, Ingrid M.; Rindi, Barbara; Buti, Sabrina; Wen, … - In: Management science : journal of the Institute for … 69 (2023) 7, pp. 3818-3837
Persistent link: https://www.econbiz.de/10014338286
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Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance
Kyle, Albert S.; Obižaeva, Anna - 2020
Persistent link: https://www.econbiz.de/10012494216
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Market liquidity in the financial crisis : the role of liquidity commonality and flight-to-quality
Rösch, Christoph G.; Kaserer, Christoph - In: Journal of banking & finance 37 (2013) 7, pp. 2284-2302
Persistent link: https://www.econbiz.de/10009760681
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Reprint of: Market liquidity in the financial crisis : the role of liquidity commonality and flight-to-quality
Rösch, Chistoph G.; Kaserer, Christoph - In: Journal of banking & finance 45 (2014), pp. 152-170
Persistent link: https://www.econbiz.de/10010466608
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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
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Paying for market liquidity : competition and incentives
Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; … - 2019
Do competition and incentives offered to designated market makers (DMMs) improve market liquidity? Using data from NYSE … changes in rebates and requirements for DMMs, do not have any tangible effect on market liquidity. Our results are of …
Persistent link: https://www.econbiz.de/10011987269