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Cross-market liquidity and dealer profitability : evidence from the bond and CDS markets
Aramonte, Sirio, (2020)
Liquidity derivatives
Bagnara, Matteo, (2022)
Determinants of commodity market liquidity
Jain, Pankaj K., (2024)
Local trader profitability in futures markets: Liquidity and position taking profits
Frino, Alex, (2010)
An empirical analysis of price and time priority and pro rata trade execution algorithms in screen-traded markets
Frino, Alex, (2000)
An empirical analysis of the supply of liquidity by locals in futures markets : evidence from the Sydney Futures Exchange