Order flow imbalance effects on the German stock market

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Reference

Hanke, M., & Weigerding, M. (2015). Order flow imbalance effects on the German stock market. Business Research, 8(2), 213-238. (VHB: B)

Publication type

Refereed Journal Article

Research

Market liquidity dynamics
PhD-Thesis, since September 2016

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

  • Institute for Financial Services
  • Chair in Finance

DOI

http://dx.doi.org/10.1007/s40685-015-0025-0