Order-to-Trade Ratios and Market Liquidity

Sylvain J Friederich; Richard Payne

doi:10.1016/j.jbankfin.2014.10.005

Order-to-Trade Ratios and Market Liquidity

Sylvain J Friederich, Richard Payne

School of Accounting and Finance - Business School

Research output: Contribution to journal › Article (Academic Journal) › peer-review

36 Citations (Scopus)

Original language	English
Pages (from-to)	214–223
Number of pages	10
Journal	Journal of Banking and Finance
Volume	50
Early online date	22 Oct 2014
DOIs	https://doi.org/10.1016/j.jbankfin.2014.10.005
Publication status	Published - 1 Jan 2015

Keywords

Order-to-trade ratios
High-Frequency Trading
Computerized trading
Italian Stock Exchange
Limit order trading

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10.1016/j.jbankfin.2014.10.005

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Dr Sylvain J Friederich
- S.Friederichbristol.acuk
- School of Accounting and Finance - Business School - Senior Lecturer in Finance
Person: Academic

Cite this

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title = "Order-to-Trade Ratios and Market Liquidity",

keywords = "Order-to-trade ratios, High-Frequency Trading, Computerized trading, Italian Stock Exchange, Limit order trading",

author = "Friederich, {Sylvain J} and Richard Payne",

year = "2015",

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doi = "10.1016/j.jbankfin.2014.10.005",

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pages = "214–223",

journal = "Journal of Banking and Finance",

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publisher = "Elsevier",

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TY - JOUR

T1 - Order-to-Trade Ratios and Market Liquidity

AU - Friederich, Sylvain J

AU - Payne, Richard

PY - 2015/1/1

Y1 - 2015/1/1

KW - Order-to-trade ratios

KW - High-Frequency Trading

KW - Computerized trading

KW - Italian Stock Exchange

KW - Limit order trading

U2 - 10.1016/j.jbankfin.2014.10.005

DO - 10.1016/j.jbankfin.2014.10.005

M3 - Article (Academic Journal)

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VL - 50

SP - 214

EP - 223

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

ER -

Order-to-Trade Ratios and Market Liquidity

Keywords

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Profiles

Dr Sylvain J Friederich

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