SSRNTrading, Microstructure & Execution
Market Liquidity Determinants
The study applies machine learning to identify factors affecting equity market liquidity, uncovering complex relationships between market liquidity and placement characteristics.
Featured in No. 57 on 17 Jul 2024 · 2 days after release
- Released
- 15 Jul 2024
- First featured
- No. 57 · 17 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4895176
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).