Sida Li

University of Illinois at Urbana-Champaign

601 E John St

Champaign, IL 61820

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Who Provides Liquidity and When?

Finance Down Under 2018 Building on the Best from the Cellars of Finance Paper
Number of pages: 64 Posted: 21 Jan 2017 Last Revised: 03 Feb 2019
Sida Li, Xin Wang and Mao Ye
University of Illinois at Urbana-Champaign, Nanyang Technological University (NTU) - Division of Banking & Finance and University of Illinois at Urbana-Champaign
Downloads 277 (107,844)

Abstract:

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Algorithmic trading, High-frequency trading, Liquidity, Tick Size

2.

Who Supplies Liquidity, and When?

Number of pages: 63 Posted: 15 Aug 2018
Sida Li, Xin Wang and Mao Ye
University of Illinois at Urbana-Champaign, Nanyang Technological University (NTU) - Division of Banking & Finance and University of Illinois at Urbana-Champaign
Downloads 26 (478,559)

Abstract:

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