Liquidity, volume and price efficiency: The impact of order vs. quote driven trading
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- repec:eee:corfin:v:47:y:2017:i:c:p:72-87 is not listed on IDEAS
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More about this item
KeywordsOrder and quote driven trading; Hybrid markets; Execution costs; Price efficiency; Liquidity;
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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