Liquidity dynamics in an electronic open limit order book : an event study approach
Peter Gomber; Uwe Schweickert; Erik Theissen
| 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 | Elektronisches Handelssystem | Electronic trading | Marktliquidität | Market liquidity | Ereignisstudie | Event study | Wertpapierhandel | Securities trading | Liquidität | Liquidity | Börsenkurs | Share price | Schock | Shock | Deutschland | Germany | Geld-Brief-Spanne | Bid-ask spread |
| 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://ebvufind01.dmz1.zbw.eu/10010516705