Bid- and Ask-Side Liquidity in the NYSE Limit Order Book
Year of publication: |
2019
|
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Authors: | Cenesizoglu, Tolga |
Other Persons: | Grass, Gunnar (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Wertpapierhandel | Securities trading | Börsenhandel | Stock exchange trading | Liquidität | Liquidity | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | Bid-ask spread | Marktliquidität | Market liquidity |
Extent: | 1 Online-Ressource (60 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 28, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2788349 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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