Project Details
Description
How does liquidity react to stress periods in a limit order market ?
| Status | Finished |
|---|---|
| Effective start/end date | 1/03/03 → 31/12/09 |
Keywords
- Euronext
- volatility
- Market liquidity
- order book markets
How does liquidity react to stress periods in a limit order market ?
- GIOT, Pierre (CoI)
Project: Research