Large orders in small markets : execution with endogenous liquidity supply
Agostino Capponi, Albert J. Menkveld, Hongzhong Zhang
| Year of publication: |
2025
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| Authors: | Capponi, Agostino ; Menkveld, Albert J. ; Zhang, Hongzhong |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 29.2025, 1, p. 201-239
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| Subject: | large orders | liquidity | market makers | small investors | Liquidität | Liquidity | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | Anlageverhalten | Behavioural finance | Handelsvolumen der Börse | Trading volume | Theorie | Theory | Marktliquidität | Market liquidity | Börsenmakler | Stockbrokers | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfae036 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015357640