haku: @author Chordia, T. / yhteensä: 9
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| Tekijä: | Chordia, T. Roll, R. Subrahmanyam, A. |
| Otsikko: | Co-movements in bid-ask spreads and market depth |
| Lehti: | Financial Analysts' Journal
2000 : SEP/OCT, VOL. 56:5, p. 23-27 |
| Asiasana: | Liquidity Market conditions |
| Kieli: | eng |
| Tiivistelmä: | Quoted spreads, quoted depth, and effective spreads move together with market- and industrywide liquidity. After controlling for well-known individual liquidity determinants, such as volatility, volume and price, the authors found that common influences remain significant and material. |
SCIMA