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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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Commonality in liquidity : an empirical examination of emerging order-driven equity and derivatives market
Syamala, Sudhakar Reddy; Reddy, V. Nagi; Goyal, Abhinav - In: Journal of international financial markets, … 33 (2014), pp. 317-334
Persistent link: https://www.econbiz.de/10011299821
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Pricing seats as barrier options: implications for the future markets
Paris, Francesco M. - In: Financial modelling : with 74 tables : [a selection of …, (pp. 291-307). 2000
Persistent link: https://www.econbiz.de/10001485017
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Patience vs. impatience of traders : formation of the value-at-price distribution through competition for liquidity
Lerner, Peter - In: International journal of financial engineering 2 (2015) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10011403193
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Adverse selection and liquidity: from theory to practice
Kyle, Albert S.; Obižaeva, Anna - 2020
Persistent link: https://www.econbiz.de/10012494209
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Order flows and stock returns : compensation for market makers with inventory concerns
Kang, Moonsoo; Lee, Bong-soo - In: The financial review : the official publication of the … 49 (2014) 3, pp. 511-538
Persistent link: https://www.econbiz.de/10010401376
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Hot potato dynamics
Westerhoff, Frank H. - 2002
Persistent link: https://www.econbiz.de/10001712376
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Liquidity and impact in fair markets
Jaisson, Thibault - In: Market microstructure and liquidity 1 (2015) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10011588225
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Informed trading in S&P index options? : evidence from the 2008 financial crisis
Li, Wei-Xuan; French, Joseph J.; Chen, Clara Chia-Sheng - In: Journal of empirical finance 42 (2017), pp. 40-65
Persistent link: https://www.econbiz.de/10011808543
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Non-tradability interval for heterogeneous rational players in the option markets
Shvimer, Yossi; Herbon, Avi - In: Computational management science 19 (2022) 1, pp. 133-157
Persistent link: https://www.econbiz.de/10012817300