Public information arrival : price discovery and liquidity in electronic limit order markets
Year of publication: |
2013
|
---|---|
Authors: | Riordan, Ryan ; Storkenmaier, Andreas ; Wagener, Martin ; Zhang, Sarah S. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 4, p. 1148-1159
|
Subject: | Information | Liquidity | Price discovery | News | Limit order markets | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Liquidität | Marktmikrostruktur | Market microstructure | Elektronisches Handelssystem | Electronic trading | Ankündigungseffekt | Announcement effect | Informationsverbreitung | Information dissemination | Marktliquidität | Market liquidity | Asymmetrische Information | Asymmetric information | Handelsvolumen der Börse | Trading volume | Börse | Bourse |
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