Pages that link to "Item:Q5210916"
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The following pages link to MARKET PRICE OF TRADING LIQUIDITY RISK AND MARKET DEPTH (Q5210916):
Displaying 9 items.
- Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange (Q829126) (← links)
- Instantaneous liquidity rate, its econometric measurement by volatility feedback (Q1600149) (← links)
- Tackling boundary effects in nonparametric estimation of intra-day liquidity measures (Q1855636) (← links)
- The effects of trade size and market depth on immediate price impact in a limit order book market (Q2246738) (← links)
- An analysis of the supply curve for liquidity risk through book data (Q2786341) (← links)
- Resilient price impact of trading and the cost of illiquidity (Q2862513) (← links)
- Predicting Equity Liquidity (Q3114771) (← links)
- Internalisation by electronic FX spot dealers (Q4628034) (← links)
- Pricing Liquidity in the Stock Market (Q5139568) (← links)