مرکز منطقه ای اطلاع رساني علوم و فناوري - Order imbalance and liquidity supply: Evidence from the bubble burst of Nasdaq stocks

Title of article :

Order imbalance and liquidity supply: Evidence from the bubble burst of Nasdaq stocks

Author/Authors :

Mingsheng Li، نويسنده , , Timothy McCormick، نويسنده , , Xin Zhao، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2005

Pages :

From page :

533

To page :

555

Keywords :

Order imbalance , spreads , Depths , Market makers , Liquidity

Journal title :

Journal of Empirical Finance

Serial Year :

2005

Journal title :

Journal of Empirical Finance

Record number :

130811

Link To Document :