✦ LIBER ✦

Common factors in prices, order flows, and liquidity

✍ Scribed by Joel Hasbrouck; Duane J. Seppi

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Order characteristics and the sources of

✍ Shane A. Corwin; Marc L. Lipson 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 625 KB

The implications of liquidity and order

✍ Avanidhar Subrahmanyam 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 154 KB

Common factors in liquidity: Evidence fr

✍ Jie-Haun Lee; Shu-Ying Lin; Wan-Chen Lee; Chueh-Yung Tsao 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 193 KB

Asset prices and liquidity in an exchang

✍ Ricardo Lagos 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 744 KB

A tale of two prices: Liquidity and asse

✍ Justin S.P. Chan; Dong Hong; Marti G. Subrahmanyam 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 212 KB

Common market makers and commonality in

✍ Jay F. Coughenour; Mohsen M. Saad 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 386 KB