1

Ultra-fast activity and intraday market quality

Year:
2019
Language:
english
File:
PDF, 2.83 MB
english, 2019
2

Modelling the shape of the limit order book

Year:
2018
Language:
english
File:
PDF, 770 KB
english, 2018
6

On the bi-dimensionality of liquidity

Year:
2004
Language:
english
File:
PDF, 236 KB
english, 2004
7

Fragmentation vs. consolidation in Spanish Stock Exchange. A note

Year:
2017
Language:
english
File:
PDF, 479 KB
english, 2017
12

Revisiting Tick Size: Implications from the SEC Tick Size Pilot

Year:
2017
Language:
english
File:
PDF, 351 KB
english, 2017
14

The liquidity premium in equity pricing under a continuous auction system

Year:
1998
Language:
english
File:
PDF, 1.91 MB
english, 1998
18

On the Bi-dimensionality of Liquidity

Year:
2003
Language:
english
File:
PDF, 265 KB
english, 2003