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Order-flow segmentation, liquidity, and price discovery : the role of latency delays
Brolley, Michael; Cimon, David A. - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 8, pp. 2555-2587
Persistent link: https://www.econbiz.de/10012384766
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Trading Volume in Dealer Markets
Malinova, Katya; Park, Andreas - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 6, pp. 1447-1485
Persistent link: https://www.econbiz.de/10008848156
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Trading volume in dealer markets
Malinova, Katya; Park, Andreas - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 6, pp. 1447-1484
Persistent link: https://www.econbiz.de/10008909159