LAUSR

Liquidity skewness in the London Stock Exchange

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1 Published in 2018 at "International Review of Financial Analysis"

DOI: 10.1016/j.irfa.2017.12.006

Abstract: Abstract We study liquidity on the London Stock Exchange. We find that the average bid-ask spread declines, but that the skewness of the spread increases. These results are robust to firm size, trading volume and… read more here.

Keywords: london stock; liquidity; liquidity skewness; stock exchange ... See more keywords