Showing 1 - 10 of 77
Persistent link: https://www.econbiz.de/10009349172
Persistent link: https://www.econbiz.de/10009531011
Liquidity, the ease of trading an asset, strongly varies between different sizes of stock positions. We analyze this aspect using the Xetra Liquidity Measure (XLM), which calculates daily, weighted spread for impatient traders transacting against the limit order book. For this measure, we have...
Persistent link: https://www.econbiz.de/10003783766
Persistent link: https://www.econbiz.de/10001488333
Persistent link: https://www.econbiz.de/10000865441
Persistent link: https://www.econbiz.de/10001237154
Persistent link: https://www.econbiz.de/10001324974
Persistent link: https://www.econbiz.de/10001571747
Persistent link: https://www.econbiz.de/10003994772
Persistent link: https://www.econbiz.de/10003774102