Liquidity measures, liquidity drivers and expected returns on an early call auction market
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KeywordsTransaction Costs; Liquidity Premium; Informed Trading;
- N23 - Economic History - - Financial Markets and Institutions - - - Europe: Pre-1913
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-01-25 (All new papers)
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