Liquidity dynamics in an electronic open limit order book : an event study approach
Year of publication: |
2015
|
---|---|
Authors: | Gomber, Peter ; Schweickert, Uwe ; Theissen, Erik |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 21.2015, 1, p. 52-78
|
Subject: | liquidity | limit order book | resiliency | Wertpapierhandel | Securities trading | Liquidität | Liquidity | Geld-Brief-Spanne | Bid-ask spread | Theorie | Theory | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure | Elektronisches Handelssystem | Electronic trading | Ereignisstudie | Event study |
-
Deep limit order book events dynamics
Bilodeau, Yann, (2020)
-
Intraday liquidity patterns in limit order books
Malik, Azeem, (2014)
-
Limit order books and trade informativeness
Beltran Lopez, Helena, (2012)
- More ...
-
Liquidity dynamics in an electronic open limit order book: An event study approach
Gomber, Peter, (2011)
-
Liquidity dynamics in an electronic open limit order book : an event study approach
Gomber, Peter, (2011)
-
Gomber, Peter, (2004)
- More ...