- Language
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Englisch
- Identifier
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1064632068
- Series
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Center for Financial Studies (Frankfurt am Main): CFS working paper series; No. 2008,48
Subject
Wertpapierhandel; Handelsvolumen; Mikrostrukturtheorie; Liquidität
Contributor
- URN
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
26.01.2023, 1:53 PM CET
Object type
- Monografie
Associated
Other Objects (12)
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The impact of liquidity shocks through the limit order book
The impact of hidden liquidity in limit order books
The impact of hidden liquidity in limit order books
Modelling and forecasting liquidity supply using semiparametric factor dynamics
The market impact of a limit order
The impact of iceberg orders in limit order books
The diminishing liquidity premium
Internalisierung und Marktqualität: was bringt Xetra Best?
Endogenous systemic liquidity risk
Assessing the impact of algorithmic trading on markets: a simulation approach
Pro-rata matching and one-tick futures markets
Trade-throughs in European cross-traded equities after transaction costs – empirical evidence for the EURO STOXX 50
The impact of liquidity shocks through the limit order book
The impact of hidden liquidity in limit order books
The impact of hidden liquidity in limit order books
Modelling and forecasting liquidity supply using semiparametric factor dynamics
The market impact of a limit order
The impact of iceberg orders in limit order books
The diminishing liquidity premium
Internalisierung und Marktqualität: was bringt Xetra Best?
Endogenous systemic liquidity risk
Assessing the impact of algorithmic trading on markets: a simulation approach
Pro-rata matching and one-tick futures markets
Trade-throughs in European cross-traded equities after transaction costs – empirical evidence for the EURO STOXX 50