Vuorenmaa, Tommi A.
Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues around the Global Financial Crisis
Table of contents
1. Institutional and Regulatory Developments
Tommi A. Vuorenmaa
2. Preliminary Analysis
Tommi A. Vuorenmaa
3. Liquidity Estimation
Tommi A. Vuorenmaa
4. Empirical Analysis
Tommi A. Vuorenmaa
5. Conclusions
Tommi A. Vuorenmaa
Keywords: Economics, Econometrics, Risk Management, Investments and Securities, Economic Systems
- Author(s)
- Vuorenmaa, Tommi A.
- Publisher
- Springer
- Publication year
- 2014
- Language
- en
- Edition
- 1
- Page amount
- 89 pages
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9781137396853
- Printed ISBN
- 978-1-349-49247-3