liquidity

The Value of ETF Liquidity
The Review of Financial Studies, 2024, 37(10): 3092-3148
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Speed and learning in high-frequency auctions
Journal of Financial Markets, 2021, 54 (June), 100583 (Lead Article).
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Need for Speed? Exchange Latency and Liquidity
The Review of Financial Studies, 2017, 30(4), 1188-1228.
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