Reference
Hanke, M., & Weigerding, M. (2015). Order flow imbalance effects on the German stock market. Business Research (BuR), 8(2), 213-238. (VHB_3: B)
Publication type
Article in Scientific Journal
Research
- Market liquidity dynamics
- PhD-Thesis, September 2016 until August 2020 (finished)
In several segments of financial markets, trading books shrink, passive investment strategies become more important and the execution risk shifts from dealers to investors. As a result, liquidity has ... more ...
Persons
Organizational Units
- Chair in Finance
- Institute for Finance