Bid- and ask-side liquidity in the NYSE limit order book
Tolga Cenesizoglu, Gunnar Grass
| Year of publication: |
2018
|
|---|---|
| Authors: | Cenesizoglu, Tolga ; Grass, Gunnar |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 38.2018, p. 14-38
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| Subject: | Asset pricing | Financial crisis | Limit order book | Market liquidity | Market microstructure | Short selling ban | Marktmikrostruktur | Wertpapierhandel | Securities trading | Marktliquidität | Liquidität | Liquidity | Finanzmarktregulierung | Financial market regulation | Leerverkauf | Short selling | Finanzkrise | Börsenkurs | Share price | Geld-Brief-Spanne | Bid-ask spread | Börsenhandel | Stock exchange trading | Finanzmarkt | Financial market | Spekulation | Speculation | Kapitalmarkttheorie | Financial economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2017.10.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012001137