Similar Search Results

Order-to-trade ratios and market liquidity

Friederich, Sylvain; Payne, Richard - In: Journal of banking & finance 50 (2015), pp. 214-223

Persistent link: https://www.econbiz.de/10010509557

Competing for order flow in OTC markets

Lester, Benjamin; Rocheteau, Guillaume; Weill, … - 2014

Persistent link: https://www.econbiz.de/10010432239

Reflecting on the VPIN dispute

Andersen, Torben; Bondarenko, Oleg - In: Journal of financial markets 17 (2014), pp. 53-64

Persistent link: https://www.econbiz.de/10010436245

A simple approximation of intraday spreads using daily data

Chung, Kee H.; Zhang, Hao - In: Journal of financial markets 17 (2014), pp. 94-120

Persistent link: https://www.econbiz.de/10010437266

Leveling the trading field

Easley, David; Hendershott, Terrence; Ramadorai, Tarun - In: Journal of financial markets 17 (2014), pp. 65-93

Persistent link: https://www.econbiz.de/10010437297

Individual investors' trading activities and price volatility

Huu Nhan Duong; Kalev, Petko S. - In: Market microstructure and nonlinear dynamics : keeping …, (pp. 155-188). 2014

Persistent link: https://www.econbiz.de/10010480468

Do funds make more when they trade more?

Pástor, Ľuboš; Stambaugh, Robert F.; Taylor, Lucian A. - 2014

Persistent link: https://www.econbiz.de/10010484240

Liquidity risk, speculative trade, and the optimal latency of financial markets : conference paper

Fricke, Daniel; Gerig, Austin - 2014

Garbade and Silber (1979) demonstrate that an asset will be liquid if it has (1) low price volatility and (2) a large number of public investors who trade it. Although these results match nicely with common notions of liquidity, one key element is missing: liquidity also depends on (3) an asset...

Persistent link: https://www.econbiz.de/10010484462

Clustering of intraday order-sizes by uninformed versus informed traders

Garvey, Ryan; Wu, Fei - In: Journal of banking & finance 41 (2014), pp. 222-235

Persistent link: https://www.econbiz.de/10010408471

The impact of competition and information on intraday trading

Malinova, Katya; Park, Andreas - In: Journal of banking & finance 44 (2014), pp. 55-71

Persistent link: https://www.econbiz.de/10010409963