Liquidity and market makers: a pseudo-experimental analysis with ultrahigh frequency data
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DOI: 10.1080/1351847021000025795
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Cited by:
- Orly Sade & Roy Stein & Zvi Wiener, 2018.
"Israeli Treasury Auction Reform,"
Israel Economic Review, Bank of Israel, vol. 16(1), pages 41-61.
- Orly Sade & Roy Stein & Zvi Wiener, 2013. "Israeli Treasury Auction Reform," Bank of Israel Working Papers 2013.09, Bank of Israel.
- Murphy Jun Jie Lee, 2013. "The Microstructure of Trading Processes on the Singapore Exchange," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 4, July-Dece.
- Murphy Jun Jie Lee, 2013. "The Microstructure of Trading Processes on the Singapore Exchange," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2013, January-A.
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Keywords
market makers; change in regulations; ordered probit model; liquidity;All these keywords.
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