Limit order books and liquidity around scheduled and non-scheduled announcements : empirical evidence from NASDAQ Nordic
Milla Siikanen, Juho Kanniainen, Jaakko Valli
| Year of publication: |
May 2017
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| Authors: | Siikanen, Milla ; Kanniainen, Juho ; Valli, Jaakko |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 21.2017, p. 264-271
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| Subject: | Limit order book | Liquidity | Company announcement | High-frequency data | Ankündigungseffekt | Announcement effect | Wertpapierhandel | Securities trading | Liquidität | Börsenkurs | Share price | Geld-Brief-Spanne | Bid-ask spread | Marktmikrostruktur | Market microstructure | Börsenhandel | Stock exchange trading | Nordeuropa | Northern Europe |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.12.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011807803