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A new risk-adjusted performance approach for measuring the value of securities exchanges
Polato, Maurizio; Floreani, Fosanco - In: Bank stability, sovereign debt and derivatives, (pp. 255-282). 2013
Persistent link: https://www.econbiz.de/10010211988
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Prediction of hidden liquidity in the limit order book of GLOBEX futures
Christensen, Hugh L.; Woodmansey, Robert - In: The journal of trading 8 (2013) 3, pp. 68-95
Persistent link: https://www.econbiz.de/10009781126
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Analysing the effect of trading characteristics on liquidity measures - a combined approach to liquidity : evidences from Tehran Stock Exchange
Fathi, Saeed; Jalali, Somaye; Ajam, Alireza; Sadeghi, … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 10 (2020) 2, pp. 262-277
Persistent link: https://www.econbiz.de/10012222643
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Resiliency of the limit order book
Lo, Danny K.; Hall, Anthony D. - In: Journal of economic dynamics & control 61 (2015), pp. 222-244
Persistent link: https://www.econbiz.de/10011589534
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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
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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
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Trading and ordering patterns of market participants in high frequency trading environment : empirical study in the Japanese stock market
Saito, Taiga; Adachi, Takanori; Nakatsuma, Teruo; … - In: Asia-Pacific financial markets 25 (2018) 3, pp. 179-220
Persistent link: https://www.econbiz.de/10012033008
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MiFID II and equity market liquidity, or there and back again
Carlens, Harald; Higgins, Duncan - In: The journal of trading 13 (2018) 3, pp. 5-12
Persistent link: https://www.econbiz.de/10011905560
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The role of algorithmic trading in stock liquidity and commonality in electronic limit order markets
Moriyasu, Hiroshi; Wee, Marvin; Yu, Jing - In: Pacific-Basin finance journal 49 (2018), pp. 103-128
Persistent link: https://www.econbiz.de/10012117677
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Market resilience
Daníelsson, Jón; Panayi, Efstathios; Peters, Gareth; … - 2018
Persistent link: https://www.econbiz.de/10012213912