Mai Shibata

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

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121

CITATIONS

2

Scholarly Papers (1)

1.

Speed of Trade and Liquidity

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 42 Posted: 17 Aug 2011 Last Revised: 02 Jan 2012
Jun Uno and Mai Shibata
Waseda University and affiliation not provided to SSRN
Downloads 121 (230,219)
Citation 4

Abstract:

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Liquidity provision, high-frequency trading, persistency of runs, order imbalance, bid–ask spread