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Price discovery in high and low volatility periods : open outcry versus electronic trading

Martens, Martin - In: Journal of international financial markets, … 8 (1998) 3/4, pp. 243-260

Persistent link: https://www.econbiz.de/10001445743

Liquidity withdrawal in the FX spot market : a cross-country study using high-frequency data

Stenfors, Alexis; Susai, Masayuki - In: Journal of international financial markets, … 59 (2019), pp. 36-57

Persistent link: https://www.econbiz.de/10012127871

Market liquidity and depth on two different electronic trading systems : a comparison of Bund futures trading on the APT and DTB

Käppi, Jari; Siivonen, Risto - In: Journal of financial markets 3 (2000) 4, pp. 389-402

Persistent link: https://www.econbiz.de/10001517456

Tick size, competition for liquidity provision, and price discovery : evidence from the u.s. treasury market

Fleming, Michael J.; Nguyen, Giang H.; Ruela, Francisco - In: Management science : journal of the Institute for … 70 (2024) 1, pp. 332-354

Persistent link: https://www.econbiz.de/10014470002

From pit to electronic trading : impact on price volatility of U.S. treasury futures

Orłowski, Lucjan T. - In: Review of financial economics : RFE 25 (2015), pp. 3-9

Persistent link: https://www.econbiz.de/10011498204

How safe was the "safe haven"? : financial market liquidity during the 1998 turbulences

Upper, Christian - 2000

liquidity provision mechanism in many markets under severe strain. As part of the large-scale portfolio rebalancing that took … examines the liquidity of the secondary market for four German benchmark government bonds during this period. The analysis is … bonds in Germany. This feature is particularly attractive for the bond market, where OTC transactions account for most …