Common Determinants of Liquidity and Trading

Main
Business & Economics
Common Determinants of Liquidity and...

Common Determinants of Liquidity and Trading

Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam

0 / 0

0 comments

How much do you like this book?

What’s the quality of the file?

Download the book for quality assessment

What’s the quality of the downloaded files?

Categories:

Business & Economics

Content Type:

Books

Year:

2001

Publisher:

The Research Foundation of AIMR (CFA Institute)

Language:

english

Pages:

56

ISBN 10:

0943205549

ISBN 13:

9780943205540

File:

PDF, 439 KB

IPFS:

,

english, 2001

pdf, 439 KB

Conversion to is in progress

Conversion to is failed

You may be interested in

Hans R. Stoll — Stock market structure, volatility, and

Edwin Burmeister; Richard Roll; Stephen A. Ross; Edwin J. Elton; Martin J. Gruber; Richard Grinold and Ronald N. Kahn — A Practitioner's Guide to Factor Models

Pamela P. Peterson, David Peterson — Company Performance and Measures of Value Added

Gerald W. Buetow Jr, James Sochacki — Term-structure models using binomial trees

Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam — Common determinants of liquidity and trading

Don M. Chance, Pamela P. Peterson — Real Options and Investment Valuation

Roberto Rigobon — International Financial Contagion: Theory and Evidence in Evolution

Edmund A. Mennis, Chester D. Clark — Understanding Corporate Pension Plans

Elroy Dimson, Carolina Minio-Paluello — The Closed-End Fund Discount

Jens Carsten Jackwerth — Option-Implied Risk-Neutral Distributions and Risk Aversion

Jarrod Wilcox, Jeffrey E. Horvitz, Dan diBartolomeo — Investment Management for Taxable Private Investors

CFA Institute — Standards of Practice Handbook

PALANI-RAJAN KADAPAKKAM; UMESH KUMAR — Impact of Liquidity on the Futures-Cash Basis: Evidence from the Indian Market<span></span>

Hong Chol; Avanidhar Subrahmanyam — Using intraday data to test for effects of index futures on the underlying stock markets

Shafiqur Rahman; Chandrasekhar Krishnamurti; Alice C. Lee — The Dynamics of Security Trades, Quote Revisions, and Market Depths for Actively Traded Stocks

Johann, Thomas; Scharnowski, Stefan; Theissen, Erik; Westheide, Christian; Zimmermann, Lukas — Liquidity in the German Stock Market

Amber Anand; Daniel G. Weaver — Can order exposure be mandated

Guo, Jia-Hau; Chang, Lung-Fu; Hung, Mao-Wei — Limit hits and informationally-related stocks

Hu, Conghui; Liu, Yu-Jane; Zhu, Ning — Deleveraging commonality

Sensoy, Ahmet — Commonality in ask-side vs. bid-side liquidity

Scharnowski, Stefan — Understanding Bitcoin Liquidity

Minh T. Vo — Limit orders and the intraday behavior of market liquidity: Evidence from the Toronto stock exchange

Jie-Haun Lee; Shu-Ying Lin; Wan-Chen Lee; Chueh-Yung Tsao — Common factors in liquidity: Evidence from Taiwan's OTC stock market

Tarun Chordia; Richard Roll; Avanidhar Subrahmanyam — Recent trends in trading activity and market quality

Chung, Kee H.; Lee, Albert J.; Rösch, Dominik — Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program

Bogousslavsky, Vincent; Collin-Dufresne, Pierre; SaÄlam, Mehmet — Slow-moving capital and execution costs: Evidence from a major trading glitch

Arango, Ignacio; Agudelo, Diego A. — How Does Information Disclosure Affect Liquidity? Evidence from an Emerging Market

Kuntara Pukthuanthong-Le; Nuttawat Visaltanachoti — Commonality in liquidity: Evidence from the Stock Exchange of Thailand

Avanidhar Subrahmanyam — Lagged order flows and returns: A longer-term perspective

Ben Ammar, Imen; Hellara, Slaheddine; Ghadhab, Imen — High-frequency trading and stock liquidity: An intraday analysis

Hruška, Juraj — Dynamics of Liquidity on German Stock Market Under the Influence of HFT

Tarun Chordia; Richard Roll; Avanidhar Subrahmanyam — Order imbalance, liquidity, and market returns

Tarun Chordia; Avanidhar Subrahmanyam — Order imbalance and individual stock returns: Theory and evidence

Saad, Mohsen M.; Darrat, Ali F — Intraday pattern in liquidity covariation: evidence from NYSE listed firms

Khang, Kenneth; King, Tao-Hsien Dolly — Short horizon liquidity and trading activity in the US Treasury market: do inventory holding costs matter

Ciner, Cetin; Sackley, William H. — Transactions, volume and volatility: evidence from an emerging market

Tarun Chordia; Richard Roll; Avanidhar Subrahmanyam — Market Liquidity and Trading Activity

Paul Brockman; Dennis Y. Chung — Commonality in Liquidity: Evidence from an Order-Driven Market Structure

Frino, Alex; Palumbo, Riccardo; Capalbo, Francesco; Gerace, Dionigi; Mollica, Vito — Information Disclosure and Stock Liquidity: Evidence from Borsa Italiana

Tarun Chordia; Lakshmanan Shivakumar; Avanidhar Subrahmanyam — Liquidity Dynamics Across Small and Large Firms

Joel Fabre; Alex Frino — Commonality in liquidity: Evidence from the Australian Stock Exchange

Load more

Most frequently terms