Measuring and explaining the asymmetry of liquidity
Most measures of liquidity assume that the cost of buying and selling is symmetric. This
paper analyses liquidity in an open electronic limit order book exchange without market …
paper analyses liquidity in an open electronic limit order book exchange without market …
Regulatory Trading Restrictions, Overvaluation, and Insider Selling
R Yerkes - The Journal of Trading, 2012 - pm-research.com
In 2008, trading restrictions prohibited short selling in nearly 800 US financial stocks with a
market value of $1.5 trillion. These measures were quickly adopted abroad and were still …
market value of $1.5 trillion. These measures were quickly adopted abroad and were still …