Lit and dark liquidity with lost time data: interlinked trading venues around the global financial crisis
Auteur :
Vuorenmaa, T.
Éditeur :
Palgrave Macmillan
ISBN :
9781137432605
Date de publication :
12 mars 2014
Dimensions :
21,6 x 14,0 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Since the 2008 financial crisis, researchers and policy makers have been looking to empirical data to distil both what happened and how a similar event can be avoided in the future. In Lit and Dark Liquidity with Lost Time Data, Vuorenmaa analyses liquidity to better understand the crux of the financial crisis.