Market Liquidity

Preface

Introduction

Part One: Institutions

1. Trading Mechanics and Market Structure

2. Measuring Liquidity

3. Order Flow, Liquidity, and Security Price Dynamics

4. Trade Size and Market Depth

5. Estimating the Determinants of Market Illiquidity

Part Two: Market Design and Regulation

6. Limit Order Book Markets

7. Market Fragmentation

8. Market Transparency

9. Algorithmic and High Frequency Trading

Part Three: Implications for Asset Prices, Financial Instability, and Corporate Policies

10. Liquidity and Asset Prices

11. Financial Stability and Market Liquidity

12. Liquidity, Price Discovery, and Corporate Policies

References

Index

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• Economia, negócios, finanças e gestão
• Finanças