Order-to-Trade Ratios and Market Liquidity

Sylvain J Friederich, Richard Payne

Research output: Contribution to journalArticle (Academic Journal)

21 Citations (Scopus)
Original languageEnglish
Pages (from-to)214–223
Number of pages31
JournalJournal of Banking and Finance
Volume50
Early online date22 Oct 2014
DOIs
Publication statusPublished - Jan 2015

Keywords

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

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