✦ LIBER ✦

Order characteristics and the sources of commonality in prices and liquidity

✍ Scribed by Shane A. Corwin; Marc L. Lipson

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Common factors in prices, order flows, a

✍ Joel Hasbrouck; Duane J. Seppi 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 231 KB

Commonality in Liquidity: Evidence from

✍ Paul Brockman; Dennis Y. Chung 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 117 KB

Commonality in liquidity: transmission o

✍ Chitru S. Fernando 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 187 KB

Liquidity Commonality in the London Stoc

✍ Emilios C. Galariotis; Evangelos Giouvris 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 97 KB

Commonality in liquidity: Evidence from

✍ Joel Fabre; Alex Frino 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 81 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