Liquidity: Systematic Liquidity, Commonality, and High-Frequency Trading

Richard G. Anderson, Jane M. Binner, Björn Hagströmer, Birger Nilsson

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

Original language	English
Title of host publication	Handbook of High Frequency Trading
Editors	Greg N. Gregoriou
Place of Publication	Amsterdam
Publisher	Elsevier
Pages	197-214
Number of pages	18
Edition	1
ISBN (Electronic)	978-0-12-802362-4
ISBN (Print)	978-0-12-802205-4
Publication status	Published - 2015 Feb 4

Subject classification (UKÄ)

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title = "Liquidity: Systematic Liquidity, Commonality, and High-Frequency Trading",

author = "Anderson, {Richard G.} and Binner, {Jane M.} and Bj{\"o}rn Hagstr{\"o}mer and Birger Nilsson",

year = "2015",

month = feb,

day = "4",

language = "English",

isbn = "978-0-12-802205-4",

pages = "197--214",

editor = "Gregoriou, {Greg N.}",

booktitle = "Handbook of High Frequency Trading",

publisher = "Elsevier",

address = "United States",

edition = "1",

}

TY - CHAP

T1 - Liquidity

T2 - Systematic Liquidity, Commonality, and High-Frequency Trading

AU - Anderson, Richard G.

AU - Binner, Jane M.

AU - Hagströmer, Björn

AU - Nilsson, Birger

PY - 2015/2/4

Y1 - 2015/2/4

M3 - Book chapter

SN - 978-0-12-802205-4

SP - 197

EP - 214

BT - Handbook of High Frequency Trading

A2 - Gregoriou, Greg N.

PB - Elsevier

CY - Amsterdam

ER -