Liquidity commonality in order-driven trading : evidence from the Athens Stock Exchange
Year of publication: |
May 2016
|
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Authors: | Anagnostidis, Panagiotis ; Papachristou, George ; Thomaidis, Nikos S. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 22/24, p. 2007-2021
|
Subject: | Market microstructure | liquidity commonality | Athens Stock Exchange | intraday | Griechenland | Greece | Börsenhandel | Stock exchange trading | Marktmikrostruktur | Liquidität | Liquidity | Aktienmarkt | Stock market | Wertpapierhandel | Securities trading | Geld-Brief-Spanne | Bid-ask spread |
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