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Order flow imbalance effects on the German stock market

Reference

Hanke, M., & Weigerding, M. (2015). Order flow imbalance effects on the German stock market. Business Research (BuR), 8(2), 213-238.

Publication Type

Article in Scientific Journal

Staff Members

Prof. Dr. Michael Hanke Dr. rer. oec. Michael Weigerding

Participating Institutions

Chair in Finance Institute for Finance

Research

Market liquidity dynamics
Preproposal PhD-Thesis
September 2016 (finished)
In several segments of financial markets, trading books shrink, passive investment strategies become more important and the execution risk shifts from dealers to investors. As a result, liquidity has ... More
Market liquidity dynamics
PhD-Thesis
September 2016 until August 2020 (finished)
In several segments of financial markets, trading books shrink, passive investment strategies become more important and the execution risk shifts from dealers to investors. As a result, liquidity has ... More

DOI

https://dx.doi.org/10.1007/s40685-015-0025-0