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Liquidity, Durations and Bid-A...
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1
Price dynamics and market
liquidity
: an intraday event study on Euronext
Mazza, Paolo
- In:
The quarterly review of economics and finance : journal …
56
(
2015
),
pp. 139-153
Persistent link: https://www.econbiz.de/10011574367
Saved in:
2
Stock repurchases and
liquidity
Hillert, Alexander
;
Maug, Ernst
;
Obernberger, Stefan
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 186-209
Persistent link: https://www.econbiz.de/10011589751
Saved in:
3
Tick size, trading strategies, and market quality
Werner, Ingrid M.
;
Rindi, Barbara
;
Buti, Sabrina
;
Wen, …
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 3818-3837
Persistent link: https://www.econbiz.de/10014338286
Saved in:
4
Investigating intertrade durations using copulas : an experiment with NASDAQ data
Chakravary, Ranjan R.
;
Pani, Sudhanshu
- In:
Algorithmic finance
9
(
2022
)
3/4
,
pp. 81-102
Persistent link: https://www.econbiz.de/10013459970
Saved in:
5
Liquidity
measures and cost of trading in an illiquid market
Armitage, Seth
;
Brzeszczyński, Janusz
;
Serdyuk, Anna
- In:
Journal of emerging market finance
13
(
2014
)
2
,
pp. 155-196
Persistent link: https://www.econbiz.de/10011378280
Saved in:
6
Local market makers,
liquidity
and market quality
Kedia, Simi
;
Zhou, Xing
- In:
Journal of financial markets
14
(
2011
)
4
,
pp. 540-567
Persistent link: https://www.econbiz.de/10009260961
Saved in:
7
Technology upgrades in emerging equity markets : effects on
liquidity
and trading activity
Yılmaz, Mustafa Kemal
;
Erdem, Orhan
;
Eraslan, Veysel
; …
- In:
Finance research letters
14
(
2015
),
pp. 87-92
Persistent link: https://www.econbiz.de/10011552642
Saved in:
8
Liquidity
commonality in an emerging market : evidence from the Amman stock exchange
Tayeh, Mohammad
;
Bino, Adel
;
Abu Ghunmi, Diana
;
Tayem, Ghada
- In:
International journal of economics and finance
7
(
2015
)
2
,
pp. 203-213
Persistent link: https://www.econbiz.de/10010490196
Saved in:
9
Liquidity
commonality and high frequency trading: evidence from the French stock market
Anagnostidis, Panagiotis
;
Fontaine, Patrice
- In:
International review of financial analysis
69
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012317380
Saved in:
10
Passive investors and concentration of intraday
liquidity
: evidence from the Tokyo Stock Exchange
Kitajima, Kiichi
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013389468
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