Liquidity commonality beyond best prices: Indian evidence
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Link
https://link.springer.com/content/pdf/10.1057/s41260-020-00164-3.pdf
Reference50 articles.
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2. Amihud, Yakov, and Haim Mendelson. 1980. Dealership Market: Market-Making with Inventory. Journal of Financial Economics 8(1): 31–53.
3. Amihud, Yakov, and Haim Mendelson. 1986. Asset Pricing and the Bid-Ask Spread. Journal of Financial Economics 17(2): 223–249.
4. Anagnostidis, Panagiotis, and Patrice Fontaine. 2019. Liquidity Commonality and High Frequency Trading: Evidence from the French Stock Market. International Review of Financial Analysis 69: 101428. https://doi.org/10.1016/j.irfa.2019.101428.
5. Anagnostidis, Panagiotis, George Papachristou, and Nikos S. Thomaidis. 2016. Liquidity Commonality in Order-Driven Trading: Evidence from the Athens Stock Exchange. Applied Economics 48(22): 2007–2021. https://doi.org/10.1080/00036846.2015.1111991.
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