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How should liquidity be measured?

Aitken, Michael J.; Comerton-Forde, Carole - In: Pacific-Basin finance journal 11 (2003) 1, pp. 45-59

Persistent link: https://www.econbiz.de/10001730156

Liquidity supply in electronic markets

Aitken, Michael J.; Almeida, Niall; Harris, Frederick … - In: Journal of financial markets 10 (2007) 2, pp. 144-168

Persistent link: https://www.econbiz.de/10003510372

The impact of fragmentation, exchange fees and liquidity provision on market quality

Aitken, Michael J.; Chen, Haoming; Foley, Sean - In: Journal of empirical finance 41 (2017), pp. 140-160

Persistent link: https://www.econbiz.de/10011746967

The Impact of Fragmentation, Exchange Fees and Liquidity Provision on Market Quality

Aitken, Michael J. - 2016

We analyse the impact of two major financial frictions on market quality in a high-frequency environment: market fragmentation and exchange fees. We find fragmentation significantly improves market quality, with benefits increasing with greater fragmentation. Fragmentation significantly reduces...

Persistent link: https://www.econbiz.de/10013007431

The liquidity of automated exchanges : new evidence from German Bund futures

Frino, Alex; McInish, Thomas H.; Toner, Martin - In: Journal of international financial markets, … 8 (1998) 3/4, pp. 225-241

Persistent link: https://www.econbiz.de/10001445739

Information disclosure and stock liquidity : evidence from Borsa Italiana

Frino, Alex; Palumbo, Riccardo; Capalbo, Francesco; … - In: Abacus : a journal of accounting, finance and business … 49 (2013) 4, pp. 423-440

Persistent link: https://www.econbiz.de/10010236031

The impact of market maker copetition on market quality : evidence from an options exchange

Aspris, Angelo; Frino, Alex; Lepone, Andrew - In: Australasian accounting business and finance journal : AABF 6 (2012) 5, pp. 23-46

Persistent link: https://www.econbiz.de/10010244999

The impact of trading halts on liquidity and price volatility : evidence from the Australian stock exchange

Frino, Alex; Lecce, Steven; Segara, Reuben - In: Pacific-Basin finance journal 19 (2011) 3, pp. 298-307

Persistent link: https://www.econbiz.de/10009271683

Limit order book transparency, execution risk, and market liquidity : evidence from the Sydney futures exchange

Bortoli, Luke; Frino, Alex; Fung, Joseph K. W.; … - In: The journal of futures markets 26 (2006) 12, pp. 1147-1167

Persistent link: https://www.econbiz.de/10003392008

The impact of limit order anonymity on liquidity: evidence from Paris, Tokyo and Korea

Comerton-Forde, Carole; Frino, Alex; Mollica, Vito - In: Journal of economics & business 57 (2005) 6, pp. 528-540

Persistent link: https://www.econbiz.de/10003228100