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Commonality in liquidity : lessons from an emerging stock market

Tissaoui, Kais; Ftiti, Zied; Aloui, Chaker - In: The journal of applied business research 31 (2015) 5, pp. 1927-1951

Persistent link: https://www.econbiz.de/10011412496

Financial markets performance : theory and empirical evidence

Marquardt, Dirk Steffen - 1998

Persistent link: https://www.econbiz.de/10000671527

Limit order trading and information asymmetry : empirical evidence about the evolution of liquidity on an order driven market

Allen, David E. (contributor); Yang, Joey W. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003760003

Information model inference from asset price dynamics

Owens, John P. - 2003

Persistent link: https://www.econbiz.de/10003385454

Decision rules and their influence on asset prices

Trifan, Emanuela (contributor) - 2004

This paper develops a market microstructure model with asymmetric information in order to quantify the influence which practical decision rules have on asset process. The users of practical decision rules have incomplete information at their disposal and trade in a market with both fully...