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Order characteristics and the sources of commonality in prices and liquidity
Corwin, Shane Anthony
;
Lipson, Marc
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 47-81
Persistent link: https://www.econbiz.de/10009267113
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Unrecognized odd lot liquidity supply : a hidden trading cost for high priced stocks
Battalio, Robert H.
;
Corwin, Shane Anthony
;
Jennings, …
- In:
The journal of trading
12
(
2017
)
1
,
pp. 35-41
Persistent link: https://www.econbiz.de/10011699138
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