Dual-market quantitative trading: The dynamics of liquidity and turnover in financial markets
Financial market liquidity is a popular research topic. Investor-driven research uses the turnover rate to measure liquidity and generally finds that the higher the stock turnover rate, the lower the returns. However, the traditional financial liquidity theory has been impacted by new machine-driven...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
KeAi Communications Co. Ltd.
2025-03-01
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| Series: | Data Science and Management |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2666764924000365 |
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