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Trade Intensity and Liquidity

Brigida, Matt; Pratt, William - In: Market microstructure and liquidity 4 (2018) 1/2, pp. 1-17

Persistent link: https://www.econbiz.de/10012256399

The dynamics of low-frequency liquidity measures : the developed versus the emerging market

Będowska-Sójka, Barbara - In: Journal of financial stability 42 (2019), pp. 136-142

Persistent link: https://www.econbiz.de/10012259903

The impacts of tick size on performance of stock market : evidences from Taiwan’s 50 index stocks

Huang, Chung-huang; Chen, Li-Ping; Li, Jian-fa; Hong, … - In: The empirical economics letters : a monthly … 15 (2016) 2, pp. 191-204

Persistent link: https://www.econbiz.de/10011580418

Hidden liquidity on the U.S. stock exchanges

Jain, Archana; Jain, Chinmay - In: The journal of trading 12 (2017) 3, pp. 30-36

Persistent link: https://www.econbiz.de/10011699667

Liquidity, resiliency and market quality around predictable trades : theory and evidence

Bessembinder, Hendrik; Carrion, Allen; Tuttle, Laura; … - In: Journal of financial economics 121 (2016) 1, pp. 142-166

Persistent link: https://www.econbiz.de/10011590681

Intraday momentum in FX markets : disentangling informed trading from liquidity provision

Elaut, Gert; Frömmel, Michael; Lampaert, Kevin - In: Journal of financial markets 37 (2018), pp. 35-51

Persistent link: https://www.econbiz.de/10012001010

Stock market liquidity and trading activity : is China different?

Ma, Rui; Anderson, Hamish D.; Marshall, Ben R. - In: International review of financial analysis 56 (2018), pp. 32-51

Persistent link: https://www.econbiz.de/10012006210

Information demand and stock market liquidity : international evidence

Aouadi, Amal; Arouri, Mohamed; Roubaud, David - In: Economic modelling 70 (2018), pp. 194-202

Persistent link: https://www.econbiz.de/10012027899

U.S. Tick Size Pilot

Rindi, Barbara; Werner, Ingrid M. - 2017 - This Draft: September 22, 2017

show that the larger tick size raised the cost for retail-sized liquidity demanding orders by almost fifty percent, and … raised profits to liquidity providers by forty percent. The bulk of the effects occurred for tick-constrained stocks for …

Persistent link: https://www.econbiz.de/10011968847

Effects of lit and dark market fragmentation on liquidity

Gresse, Carole - In: Journal of financial markets 35 (2017), pp. 1-20

Persistent link: https://www.econbiz.de/10011820138

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