Multi-Scale Representation of High Frequency Market Liquidity

Algorithmic Finance - Netherlands
doi 10.3233/af-160054
Full Text
Abstract

Available in full text

Date
Authors
Publisher

IOS Press

Related search

A Multi-Factor Measure for Cross-Market Liquidity Commonality

SSRN Electronic Journal
2010English

Market Liquidity and Funding Liquidity＊

English

Grey Level Image Components for Multi-Scale Representation

Lecture Notes in Computer Science
Computer ScienceTheoretical Computer Science
2004English

Liquidity and Market Participation

Journal of Economic Dynamics and Control
ControlApplied MathematicsOptimizationEconometricsEconomics
1994English

Hidden and Fast Liquidity - Hidden Orders and High-Frequency Trading

e-Finanse
2020English

Liquidity and Market Structure

Journal of Finance
AccountingEconomicsEconometricsFinance
1988English

Market Liquidity Risk - An Overview

SSRN Electronic Journal
2009English

Liquidity in the Repo Market

Journal of International Money and Finance
EconomicsEconometricsFinance
2018English

OrderImbalance, Liquidity and Market Returns

SSRN Electronic Journal
2001English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy