Measuring Market Liquidity: An Introductory Survey
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- Gabrielsen, Alexandros & Marzo, Massimiliano & Zagaglia, Paolo, 2011. "Measuring market liquidity: an introductory survey," MPRA Paper 35829, University Library of Munich, Germany.
- A. Gabrielsen & M. Marzo & P. Zagaglia, 2011. "Measuring market liquidity: An introductory survey," Working Papers wp802, Dipartimento Scienze Economiche, Universita' di Bologna.
- Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2011. "Measuring market liquidity: An introductory survey," Papers 1112.6169, arXiv.org.
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- repec:eee:riibaf:v:42:y:2017:i:c:p:1383-1393 is not listed on IDEAS
- repec:eee:finana:v:52:y:2017:i:c:p:228-239 is not listed on IDEAS
- OUATTARA, Aboudou, 2016. "Impact of the transition to continous trading on emerging financial market's liquidity : Case study of the West Africa Regional Exchange Market (BRVM)," MPRA Paper 75391, University Library of Munich, Germany.
- Luis Opazo & Claudio Raddatz & Sergio L. Schmukler, 2015.
"Institutional Investors and Long-Term Investment: Evidence from Chile,"
World Bank Economic Review,
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- Opazo, Luis & Raddatz, Claudio & Schmukler, Sergio L., 2014. "Institutional investors and long-term investment : evidence from Chile," Policy Research Working Paper Series 6922, The World Bank.
- Massimiliano Caporin & Angelo Ranaldo & Gabriel G. Velo, 2015.
"Precious metals under the microscope: a high-frequency analysis,"
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"The impact of the French securities transaction tax on market liquidity and volatility,"
International Review of Financial Analysis,
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- Gunther CAPELLE-BLANCARD & HAVRYLCHYK, Olena, 2014. "The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility," Discussion papers 14007, Research Institute of Economy, Trade and Industry (RIETI).
- Gunther Capelle-Blancard & Olena Havrylchyk, 2013. "The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility," Documents de travail du Centre d'Economie de la Sorbonne 13085, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Gunther Capelle-Blancard & Olena Havrylchyk, 2016. "The impact of the French securities transaction tax on market liquidity and volatility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01441775, HAL.
- Gunther Capelle-Blancard & Olena Havrylchyk, 2014. "The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility," EconomiX Working Papers 2014-27, University of Paris Nanterre, EconomiX.
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- Capelle-Blancard, Gunther, 2017.
"Curbing the growth of stock trading? Order-to-trade ratios and financial transaction taxes,"
Journal of International Financial Markets, Institutions and Money,
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- Gunther Capelle-Blancard, 2014. "Curbing the Growth of Stock Trading? Order-to-Trade Ratios and Financial Transaction Taxes," BAFFI CAREFIN Working Papers 1506, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Gunther Capelle-Blancard, 2017. "Curbing the Growth of Stock Trading? Order-to-Trade Ratios and Financial Transaction Taxes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01441828, HAL.
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- repec:ebl:ecbull:eb-17-00648 is not listed on IDEAS
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More about this item
Keywords
market microstructure; liquidity risk; frictions; transaction costs;JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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