Liquidity and market efficiency☆

• 1 February 2008
• journal article
• Published by Elsevier in Journal of Financial Economics
• Vol. 87  (2) , 249-268
• https://doi.org/10.1016/j.jfineco.2007.03.005

Abstract

Keywords

• G12
• G14
• LIQUIDITY
• MARKET EFFICIENCY
• ORDER FLOW