Liquidity withdrawal in the FX spot market : a cross-country study using high-frequency data
Alexis Stenfors, Masayuki Susai
| Year of publication: |
2019
|
|---|---|
| Authors: | Stenfors, Alexis ; Susai, Masayuki |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 59.2019, p. 36-57
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| Subject: | Algorithmic trading | Foreign exchange | High-frequency trading | Limit order book | Liquidity | Market microstructure | Marktmikrostruktur | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Schätzung | Estimation | Devisenmarkt | Foreign exchange market | Liquidität | Marktliquidität | Market liquidity | Volatilität | Volatility | Finanzmarkt | Financial market | Börsenhandel | Stock exchange trading | Deutschland | Germany | Spotmarkt | Spot market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2018.11.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012127871