Commonality in FX liquidity : high-frequency evidence
Ahmet Sensoy, Sevcan Uzun, Brian M. Lucey
| Year of publication: |
2021
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|---|---|
| Authors: | Sensoy, Ahmet ; Uzun, Sevcan ; Lucey, Brian M. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 39.2021, p. 1-9
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| Subject: | Commonality in liquidity | Foreign exchange | High-frequency trading | Systematic risk | Transaction cost | Transaktionskosten | Transaction costs | Elektronisches Handelssystem | Electronic trading | Liquidität | Liquidity | Theorie | Theory | Marktliquidität | Market liquidity | Devisenmarkt | Foreign exchange market | Portfolio-Management | Portfolio selection | Marktmikrostruktur | Market microstructure | Volatilität | Volatility | Wertpapierhandel | Securities trading | Handelsvolumen der Börse | Trading volume |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101577 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012805184