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Does screen trading weather the weather? : a note on cloudy skies, liquidity, and computerized stock markets
Goodfellow, Christiane; Schiereck, Dirk; Verrier, Tatjana - In: International review of financial analysis 19 (2010) 2, pp. 77-80
Persistent link: https://www.econbiz.de/10008669507
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How do trading costs vary across the day? : a note on the innovative XLM measure for small caps at the Frankfurt Stock Exchange
Goodfellow, Christiane; Schiereck, Dirk; Verrier, Tatjana - In: The journal of trading 5 (2010) 4, pp. 78-87
Persistent link: https://www.econbiz.de/10008689008
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How do trading costs vary across the day? : a note on the innovative XLM measure for small caps at the Frankfurt Stock Exchange
Goodfellow, Christiane; Schiereck, Dirk; Verrier, Tatjana - In: The journal of trading 5 (2010) 4, pp. 78-87
Persistent link: https://www.econbiz.de/10009881831
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Does screen trading weather the weather? A note on cloudy skies, liquidity, and computerized stock markets
Goodfellow, Christiane; Schiereck, Dirk; Verrier, Tatjana - In: International Review of Financial Analysis 19 (2010) 2, pp. 77-80
This paper tests for the presence of a weather effect on liquidity in a screen-based electronic stock market. The Exchange Liquidity Measure XLM enables us to separate the effect of cloudy skies on liquidity provided by market makers from this effect on liquidity naturally in the market. The...
Persistent link: https://www.econbiz.de/10008522858
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Selected Essays in Stock Market Liquidity. Innovative XLM Measure at the Frankfurt Stock Exchange: Cloudy Skies, Time of the Day and the Role of Designated Sponsors for Stock Marke...
Verrier, Tatjana - Deutsche Zentralbibliothek für …
This dissertation is built around three separate papers that research several aspects of stock market liquidity. All three papers use the innovative XLM (Exchange Liquidity Measure) data to measure the liquidity. The first paper entitled Does Screen Trading Weather the Weather? A Note on Cloudy...
Persistent link: https://www.econbiz.de/10008752661