Open AccessDETERMINANTS OF DAILY FLUCTUATIONS IN LIQUIDITY AND TRADING ACTIVITY
Author(s) -
Tarun Chordia,
Richard Roll,
Avanidhar Subrahmanyam
Publication year - 2003
Publication title -
cuadernos de economía
Language(s) - English
Resource type - Journals
eISSN - 0717-6821
pISSN - 0716-0046
DOI - 10.4067/s0717-68212003012100046
Subject(s) - market liquidity , business , flash trading , third market , monetary economics , transaction cost , dark liquidity , high frequency trading , financial economics , economics , finance