Daniel L. Mayston

University of Cologne - Department of Finance

University of Cologne

Albertus-Magnus-Platz

Cologne, 50923

Germany

http://www.wiso.uni-koeln.de/finanzierung

  • University of Cologne - Department of Finance

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Commonalities in Liquidity in Pure Order-Driven Markets

Number of pages: 39 Posted: 09 Mar 2005
Daniel L. Mayston and Alexander Kempf
University of Cologne - Department of Finance and University of Cologne - Department of Finance & Centre for Financial Research (CFR)
Downloads 214 (285,037)

Abstract:

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Market Microstructure, Order-Driven Markets, Liquidity Commonalities