Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues around the Global Financial Crisis
Tommi A. Vuorenmaa
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Tommi A. Vuorenmaa: VALO Research and Trading
in Palgrave Macmillan Books from Palgrave Macmillan
Date: 2014
ISBN: 978-1-137-39685-3
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Chapters in this book:
- Ch 1 Institutional and Regulatory Developments
- Tommi A. Vuorenmaa
- Ch 2 Preliminary Analysis
- Tommi A. Vuorenmaa
- Ch 3 Liquidity Estimation
- Tommi A. Vuorenmaa
- Ch 4 Empirical Analysis
- Tommi A. Vuorenmaa
- Ch 5 Conclusions
- Tommi A. Vuorenmaa
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palbok:978-1-137-39685-3
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DOI: 10.1057/9781137396853
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