Bid- and ask-side liquidity in the NYSE limit order book
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DOI: 10.1016/j.finmar.2017.10.002
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More about this item
Keywords
Market liquidity; Limit order book; Financial crisis; Short selling ban; Market microstructure; Asset pricing;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
Statistics
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