Cycles of Declines and Reversals Following Overnight Market Declines
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More about this item
Keywords
Market Liquidity; Funding Liquidity; Reversals; Effective Spread; TAQ;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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