Common factors in prices, order flows, and liquidity

This article is hosted on another website.

You may be required to register, activate a subscription or purchase the article before you can obtain the full text.


Download / Buy Article:

Keywords: Common factors; Equities; Liquidity; Microstructure; [JEL classification codes] G14

Document Type: Research Article


Affiliations: aStern School of Business, New York University, 10012-1126, New York, NY, USA

Publication date: March 1, 2001

Related content



Share Content

Access Key

Free Content
Free content
New Content
New content
Open Access Content
Open access content
Subscribed Content
Subscribed content
Free Trial Content
Free trial content
Cookie Policy
Cookie Policy
ingentaconnect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more