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COVID-19 intensity across U.S. states and the liquidity of U.S. equity markets
Baig, Ahmed; Berkowitz, Jason; DeLisle, Ronald Jared; … - In: The financial review : the official publication of the … 58 (2023) 2, pp. 235-259
Persistent link: https://www.econbiz.de/10014305792
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Price discovery of a speculative asset : evidence from a Bitcoin exchange
Ghysels, Eric; Nguyen, Giang H. - In: Journal of risk and financial management : JRFM 12 (2019) 4/164, pp. 1-26
We examine price discovery and liquidity provision in the secondary market for bitcoin-an asset with a high level of … volatility environment, aggressive orders seem to be more attractive to informed agents, but market liquidity migrates outward in …
Persistent link: https://www.econbiz.de/10012171450
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Optimal liquidation and adverse selection in dark pools
Kratz, Peter; Schöneborn, Torsten - In: Mathematical finance : an international journal of … 28 (2018) 1, pp. 177-210
Persistent link: https://www.econbiz.de/10011969158
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Optimal execution horizon
Easley, David; López de Prado, Marcos M.; O'Hara, Maureen - In: Mathematical finance : an international journal of … 25 (2015) 3, pp. 640-672
Persistent link: https://www.econbiz.de/10011350553
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Automation, speed, and stock market quality : the NYSE's Hybrid
Hendershott, Terrence; Moulton, Pamela C. - In: Journal of financial markets 14 (2011) 4, pp. 568-604
Persistent link: https://www.econbiz.de/10009260950
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Liquidity externalities and adverse selection : evidence from trading after hours
Barclay, Michael J.; Hendershott, Terrence - In: The journal of finance : the journal of the American … 59 (2004) 2, pp. 681-710
Persistent link: https://www.econbiz.de/10002013821
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Foreign ownership and stock market liquidity
Lee, Jieun; Chung, Kee H. - In: International review of economics & finance : IREF 54 (2018), pp. 311-325
Persistent link: https://www.econbiz.de/10012033418
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Price impact and bursts in liquidity provision
Gençay, Ramazan; Mahmoodzadeh, S.; Rojček, Jakub; … - In: Quantitative finance 18 (2018) 7, pp. 1129-1148
Persistent link: https://www.econbiz.de/10011911529
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Risk sentiment and firms' liquidity in the French market
Zreik, Ousayna; Louhichi, Waël - In: Research in international business and finance 39 (2017), pp. 809-823
Persistent link: https://www.econbiz.de/10011912366
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Corporate disclosures, information asymmetry and stock-market liquidity in France
Ajina, Aymen; Sougné, Danielle; Lakhal, Faten - In: The journal of applied business research 31 (2015) 4, pp. 1223-1237
Persistent link: https://www.econbiz.de/10011350609