Intraday liquidity patterns in limit order books
Azeem Malik and Wing Lon Ng
| Year of publication: |
2014
|
|---|---|
| Authors: | Malik, Azeem ; Wing Lon Ng |
| Published in: |
Studies in economics and finance. - Bradford : Emerald, ISSN 1086-7376, ZDB-ID 2364532-5. - Vol. 31.2014, 1, p. 46-71
|
| Subject: | Liquidity | Limit order book | Algorithmic trading | Market impact | Trade scheduling | High-frequency data | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Marktmikrostruktur | Market microstructure | Liquidität | Marktliquidität | Market liquidity | Theorie | Theory | Börsenkurs | Share price | Geld-Brief-Spanne | Bid-ask spread | Börsenhandel | Stock exchange trading | Spekulation | Speculation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010258798