Market Liquidity
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Published By Oxford University Press

9780199936243
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Limit Order Book Markets

2013 ◽  
pp. 191-235
Author(s):  
Thierry Foucault ◽  
Marco Pagano ◽  
Ailsa Röell
Keyword(s):  
Limit Order Book ◽  
Order Book ◽  
Limit Order ◽  
Book Markets

Order Flow, Liquidity, and Securities Price Dynamics

2013 ◽  
pp. 77-131
Author(s):  
Thierry Foucault ◽  
Marco Pagano ◽  
Ailsa Röell
Keyword(s):  
Price Dynamics ◽  
Order Flow

Trading Mechanics and Market Structure

2013 ◽  
pp. 15-45
Author(s):  
Thierry Foucault ◽  
Marco Pagano ◽  
Ailsa Röell
Keyword(s):  
Market Structure

Measuring Liquidity

2013 ◽  
pp. 46-76
Author(s):  
Thierry Foucault ◽  
Marco Pagano ◽  
Ailsa Röell

Liquidity and Asset Prices

2013 ◽  
pp. 307-349
Author(s):  
Thierry Foucault ◽  
Marco Pagano ◽  
Ailsa Röell
Keyword(s):  
Asset Prices

Market Transparency

2013 ◽  
pp. 278-304
Author(s):  
Thierry Foucault ◽  
Marco Pagano ◽  
Ailsa Röell
Keyword(s):  
Market Transparency

Market Fragmentation

2013 ◽  
pp. 236-277
Author(s):  
Thierry Foucault ◽  
Marco Pagano ◽  
Ailsa Röell
Keyword(s):  
Market Fragmentation

Trade Size and Market Depth

2013 ◽  
pp. 132-162
Author(s):  
Thierry Foucault ◽  
Marco Pagano ◽  
Ailsa Röell
Keyword(s):  
Market Depth ◽  
Trade Size

Liquidity, Price Discovery, and Corporate Policies

2013 ◽  
pp. 350-388
Author(s):  
Thierry Foucault ◽  
Marco Pagano ◽  
Ailsa Röell
Keyword(s):  
Price Discovery ◽  
Corporate Policies

Estimating the Determinants of Market Illiquidity

2013 ◽  
pp. 163-188
Author(s):  
Thierry Foucault ◽  
Marco Pagano ◽  
Ailsa Röell
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