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A Budapest Likviditási Mérték bevezetéséről. A magyar részvények likviditásának összehasonlító elemzése a budapesti, a varsói és a londoni értéktőzsdéken. (2005). Kutas, Gabor ; Vegh, Richard .
In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
RePEc:ksa:szemle:777.

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  1. A limitáras ajánlatok szerkezete és dinamikája a Budapesti Értéktőzsdén. Az OTP- és a Mol-részvények esete. (2016). Váradi, Kata ; Havran, Dániel.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1651.

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  2. Mit veszítünk a piaci súrlódásokkal?. A pénzügyi piacok mikrostruktúrája. (2015). Havran, Dániel ; Erb, Tamas .
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1537.

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  3. The Budapest liquidity measure and the price impact function. (2012). Váradi, Kata ; Lublóy, Ágnes ; Lubloy, agnes ; Varadi, Kata ; Gyarmati, akos .
    In: MPRA Paper.
    RePEc:pra:mprapa:40339.

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References

References cited by this document

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Cocites

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  1. Liquidity and volatility in the U.S. treasury market. (2018). Ghysels, Eric ; Fleming, Michael ; Engle, Robert ; Nguyen, Giang.
    In: Staff Reports.
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  2. A Semiparametric Intraday GARCH Model. (2016). Malec, Peter.
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  3. Price informativeness and institutional ownership: evidence from Japan. (2014). Chen, Tao ; Luo, Miao ; Yan, Isabel.
    In: Review of Quantitative Finance and Accounting.
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  4. Relative Liquidity and Future Volatility. (2014). Zer, Ilknur ; Rheinlander, Thorsten ; Fryzlewicz, Piotr ; Valenzuela, Marcela.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-45.

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  5. Speed, algorithmic trading, and market quality around macroeconomic news announcements. (2014). van Dijk, Dick ; Frijns, Bart ; Scholtus, Martin .
    In: Journal of Banking & Finance.
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  6. Stock Exchange Markets in Hong Kong: Structure and Main Problems. (2013). Pauluzzo, Rubens ; Geretto, Enrico.
    In: Transition Studies Review.
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  7. Investors information advantage and order choices in an order-driven market. (2013). Tsai, Shih-Chuan.
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  8. Competition, signaling and non-walking through the book: Effects on order choice. (2013). Zer, Ilknur ; Valenzuela, Marcela.
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  9. The determinants of liquidity with G-RJMCMC-VS model: Evidence from China. (2013). Liu, Hao ; Chen, Langnan ; Luo, Jiawen.
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  10. An Empirical Analysis of Liquidity and its Determinants in The German Intraday Market for Electricity. (2013). Weber, Christoph ; Hagemann, Simon .
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  11. On the hidden side of liquidity. (2012). PASCUAL, ROBERTO ; Pardo, Angel .
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  12. Funding liquidity and equity liquidity in the subprime crisis period: Evidence from the ETF market. (2012). Chung, Huimin ; Wang, George H. K., ; Ho, Keng-Yu ; Chiu, Junmao.
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  13. Limit order books and trade informativeness. (2011). Menkveld, Albert ; Grammig, Joachim G. ; BELTRAN-LOPEZ, Helena .
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  14. How to Compute the Liquidity Cost in the Orders-Driven Market?. (2011). Negrea, Bogdan.
    In: The Review of Finance and Banking.
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  15. Risk aversion, order strategy and price formation. (2010). Kuo, Chau-Jung ; Wang, Ming-Chang ; Zu, Lon-Ping .
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  16. Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment. (2010). Switzer, Lorne ; Fan, Haibo .
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  17. Trader see, trader do: How do (small) FX traders react to large counterparties trades?. (2010). Schmeling, Maik ; Menkhoff, Lukas.
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  18. Limit order revisions. (2010). Fong, Kingsley Y. L., ; Liu, Wai-Man.
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  19. Limit-order submission strategies under asymmetric information. (2010). Schmeling, Maik ; Osler, Carol ; Menkhoff, Lukas.
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  21. Hidden liquidity: An analysis of order exposure strategies in electronic stock markets. (2009). Bessembinder, Hendrik ; Panayides, Marios ; Venkataraman, Kumar.
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  22. Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext. (2009). Giot, Pierre ; Durré, Alain ; Durre, Alain ; BELTRAN, Helena .
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  23. Technology and liquidity provision: The blurring of traditional definitions. (2009). Saar, Gideon ; Hasbrouck, Joel .
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  24. Herding and information based trading. (2009). Zhou, Rhea Tingyu ; Lai, Rose Neng.
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  25. Functional modelling of volatility in the Swedish limit order book. (2009). Elezovic, Suad .
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  36. Does the open limit order book matter in explaining long run volatility ?. (2006). Veredas, David ; PASCUAL, ROBERTO.
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  37. A Budapest Likviditási Mérték bevezetéséről. A magyar részvények likviditásának összehasonlító elemzése a budapesti, a varsói és a londoni értéktőzsdéken. (2005). Kutas, Gabor ; Vegh, Richard .
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  40. Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong. (2005). Ahn, Hee-Joon ; Cheung, YanLeung ; Cai, Jun.
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  43. Commonalities in the order book. (2005). Grammig, Joachim ; Giot, Pierre ; BELTRAN, Helena .
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  45. Does Anonymity Matter in Electronic Limit Order Markets?. (2004). Theissen, Erik ; Moinas, Sophie ; Foucault, Thierry.
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  49. Liquidity Supply and Demand in Limit Order Markets. (2002). Slive, Joshua ; Hollifield, Burton ; Miller, Robert A. ; Sands, Patrik .
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  50. Managerial timing and corporate liquidity: *1: evidence from actual share repurchases. (2001). Paul, Brockman ; Chung Dennis Y., .
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