Trader Positions and Marketwide Liquidity Demand
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DOI: 10.17016/FEDS.2017.103
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References listed on IDEAS
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More about this item
Keywords
Liquidity; Passive Trading; Price Impact;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MST-2017-10-15 (Market Microstructure)
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