Interaction Between Market Depth and Market Tightness on the Warsaw Stock Exchange: A Preliminary Study

Olbryś, Joanna

doi:10.1007/978-3-319-54885-2_10

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Interaction Between Market Depth and Market Tightness on the Warsaw Stock Exchange: A Preliminary Study

Cited by 3 publications

References 19 publications

Liquidity Proxies Based on Intraday Data: The Case of the Polish Order-Driven Stock Market

Liquidity Proxies Based on Intraday Data: The Case of the Polish Order-Driven Stock Market

Testing Stability of Correlations Between Liquidity Proxies Derived from Intraday Data on the Warsaw Stock Exchange

Measurement of stock market liquidity supported by an algorithm inferring the initiator of a trade

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