Public information arrival: Price discovery and liquidity in electronic limit order markets

Journal of Banking and Finance

Volumn 37, Issue 4, 2013, Pages 1148-1159

  Riordan, Ryan ^a   Storkenmaier, Andreas ^b   Wagener, Martin ^b   Sarah Zhang, S ^b  

^a UNIVERSITY OF ONTARIO INSTITUTE OF TECHNOLOGY   (Canada)

^b KARLSRUHE INSTITUTE OF TECHNOLOGY   (Germany)

Author keywords

G10; G14; Information; Limit order markets; Liquidity; News; Price discovery

Indexed keywords

EID: 84873525708     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2012.11.008     Document Type: Article

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