Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading
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More about this item
Keywords
liquidity; quote and order driven markets; price efficiency; hybrid markets; trading volume;All these keywords.
JEL classification:
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- 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 fields
This paper has been announced in the following NEP Reports:- NEP-MST-2009-05-23 (Market Microstructure)
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