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Commonality in liquidity: evid...
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Muttanachai Suttipun
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Patarapong Intarakumnerd
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Schiereck, Dirk
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Tse, Yiuman
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Weaver, Daniel G.
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World Trade Organization / Secretariat
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Journal of banking & finance
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196
Journal of financial economics
162
Pacific-Basin finance journal
148
The review of financial studies
121
The journal of finance : the journal of the American Finance Association
114
International review of financial analysis
105
Finance research letters
102
Journal of empirical finance
94
Journal of international financial markets, institutions & money
88
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86
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78
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75
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65
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63
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ECONIS (ZBW)
10,979
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1
Commonality in returns, order flows, and liquidity in the Greek stock market
Dunne, Peter G.
;
Moore, Michael J.
;
Papavassiliou, …
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 577-587
Persistent link: https://www.econbiz.de/10009509845
Saved in:
2
Liquidity measures and cost of trading in an illiquid market
Armitage, Seth
;
Brzeszczyński, Janusz
;
Serdyuk, Anna
- In:
Journal of emerging market finance
13
(
2014
)
2
,
pp. 155-196
Persistent link: https://www.econbiz.de/10011378280
Saved in:
3
Market fragmentation of securities market : traditional exchanges versus alternate trading venues
Kohli, Rasmeet
- In:
Macroeconomics and finance in emerging market economies
7
(
2014
)
2
,
pp. 303-314
Persistent link: https://www.econbiz.de/10010436252
Saved in:
4
Liquidity in high resolution in limit order markets
Pani, Sudhanshu
- In:
International Journal of Financial Markets and …
8
(
2021
)
1
,
pp. 23-49
Persistent link: https://www.econbiz.de/10012510329
Saved in:
5
Queue imbalance as a one-tick-ahead price predictor in a limit order book
Gould, Martin
;
Bonart, Julius
- In:
Market microstructure and liquidity
2
(
2016
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011588243
Saved in:
6
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
Saved in:
7
Toward a fully continuous exchange
Kyle, Albert S.
;
Lee, Jeongmin
- In:
Oxford review of economic policy
33
(
2017
)
4
,
pp. 650-675
Persistent link: https://www.econbiz.de/10011952562
Saved in:
8
Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul
Tiniç, Murat
;
Altay-Salih, Aslihan
- In:
Applied economics
52
(
2020
)
13
,
pp. 1446-1459
Persistent link: https://www.econbiz.de/10012197543
Saved in:
9
Commonality in liquidity in the context of different trading systems : evidence from an emerging market
Tayeh, Mohammad
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1344-1353
Persistent link: https://www.econbiz.de/10011774856
Saved in:
10
Estimating probability of informed trading on the Bucharest stock exchange
Cepoi, Cosmin Octavian
;
Toma, Filip Mihai
- In:
Finance a úvěr
66
(
2016
)
2
,
pp. 140-160
Persistent link: https://www.econbiz.de/10011618713
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