Open AccessYou can’t always get what you want: Trade-size clustering and quantity choice in liquidity
Author(s) -
Pamela C. Moulton
Publication year - 2005
Publication title -
journal of financial economics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 11.673
H-Index - 256
eISSN - 1879-2774
pISSN - 0304-405X
DOI - 10.1016/j.jfineco.2004.10.007
Subject(s) - market liquidity , order (exchange) , cluster analysis , set (abstract data type) , work (physics) , quarter (canadian coin) , foreign exchange , economics , business , econometrics , monetary economics , computer science , statistics , finance , mathematics , geography , mechanical engineering , archaeology , programming language , engineering
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom