Similar Search Results

Garvey, Ryan; Huang, Tao; Wu, Fei - In: The financial review : the official publication of the … 52 (2017) 2, pp. 233-258

Persistent link: https://www.econbiz.de/10011690707

Bechler, Kyle; Ludkovski, Mike - In: Market microstructure and liquidity 3 (2017) 3/4, pp. 1-33

Persistent link: https://www.econbiz.de/10011988892

Said, Emilio; Bel Hadj Ayed, Ahmed; Husson, Alexandre; … - In: Market microstructure and liquidity 3 (2017) 3/4, pp. 1-33

Persistent link: https://www.econbiz.de/10011988894

Schnaubelt, Matthias; Rende, Jonas; Krauss, Christopher - In: Journal of risk and financial management : JRFM 12 (2019) 1/25, pp. 1-30

observed patterns. Also, we find limit order books to be relatively shallow and liquidity costs to be relatively high when …

Persistent link: https://www.econbiz.de/10012022344

Carmona, René; Webster, Kevin - In: Finance and stochastics 23 (2019) 3, pp. 729-759

Persistent link: https://www.econbiz.de/10012023769

Dugast, Jérôme - 2017

Persistent link: https://www.econbiz.de/10011817641

Ju, Geonhwan; Kim, Kyoung-Kuk; Lim, Dong-Young - In: Quantitative finance 19 (2019) 9, pp. 1517-1529

Persistent link: https://www.econbiz.de/10012194803

Mitchell, Daniel; Chen, Jingnan - In: Quantitative finance 20 (2020) 3, pp. 447-461

Persistent link: https://www.econbiz.de/10012194901

Ibikunle, Gbenga - In: Journal of empirical finance 49 (2018), pp. 178-200

Persistent link: https://www.econbiz.de/10012117739

Park, Seongkyu Gilbert; Ryu, Doojin - In: Pacific-Basin finance journal 53 (2019), pp. 145-164

Persistent link: https://www.econbiz.de/10012133316

A service of the