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Estimating endogenous liquidity using transaction and order book information
Durand, Philippe; Gündüz, Yalın; Thomazeau, Isabelle - 2012
We distinguish exogenous liquidity, which corresponds to the variability of bid-ask spreads for usual-sized transactions, from endogenous liquidity, which we interpret as the impact of liquidity on market prices when liquidating larger positions. Endogenous liquidity measures the risk that the...
Persistent link: https://www.econbiz.de/10009674768
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Kapitalmarktreaktionen auf Nennwertumstellungen
Wulff, Christian - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001550498
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The art of the market : two centuries of American business as seen through its stock certificates
Tamarkin, Bob (contributor); Krantz, Les (contributor);  … - 1999 - 1. print.
Persistent link: https://www.econbiz.de/10004552112
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Chancengemeinschaft : Deutschland braucht die Aktie
Rosen, Rüdiger von - 1997
Persistent link: https://www.econbiz.de/10004342945
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Investing in small-cap stocks
Graja, Christopher; Ungar, Elizabeth - 1997 - 1. ed.
Persistent link: https://www.econbiz.de/10004346086
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Standard & Poor's 100 best growth stocks : [America's fastest growing stocks]
Standard and Poor's Corporation <New York, NY> - 1998
Persistent link: https://www.econbiz.de/10004350714
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Fußballaktionäre in der Abseitsfalle? : Erste Erfahrungen mit dem BVB-Papier
Dahlke, Mirko; Rott, Armin - 2001
Persistent link: https://www.econbiz.de/10004606352
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Stocks and shares
Millard, Brian J. - 1998 - 4. ed.
Persistent link: https://www.econbiz.de/10004372889