On the bi-dimensionality of liquidity
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Iordanis Kalaitzoglou & Boulis Maher Ibrahim, 2010. "Does Order Flow in the European Carbon Allowances Market Reveal Information?," CFI Discussion Papers 1003, Centre for Finance and Investment, Heriot Watt University.
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- Kalaitzoglou, Iordanis & Ibrahim, Boulis M., 2013. "Does order flow in the European Carbon Futures Market reveal information?," Journal of Financial Markets, Elsevier, vol. 16(3), pages 604-635.
More about this item
Keywordsliquidity; measurement; immediacy; depth; elasticity; ambiguity; bi-dimensional;
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