Concepedia

Liquidity Analytics

Liquidity Analytics is a methodological framework within Algorithmic Trading Analytics that quantifies and models the ease, speed, and cost with which financial assets can be traded in the market without significantly affecting their prices, distinguishing it from related analytic approaches by its specific focus on market liquidity dynamics and their impact on trading strategies.

55

Publications

6K

Citations

109

Authors

71

Institutions

Publications per year

2017–2026

18

Parents

Publications

55

Liquidity, Information, and Infrequently Traded Stocks

David Easley, Nicholas M. Kiefer, Maureen O’Hara et al. · The Journal of Finance · 1996 · 1.5K citations

, , +17

Computational Intelligence and Financial Markets: A Survey and Future Directions

Rodolfo C. Cavalcante, Rodrigo C. Brasileiro, Victor L. F. Souza et al. · Expert Systems with Applications · 2016 · 589 citations

, , +16

What Are the Best Liquidity Proxies for Global Research?

Kingsley Y. L. Fong, Craig W. Holden, Charles Trzcinka · European Finance Review · 2017 · 462 citations · Full text

, , +16

Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions

Craig W. Holden, Stacey E. Jacobsen · The Journal of Finance · 2013 · 431 citations

, , +14

Liquidity, Information, and Infrequently Traded Stocks

David Easley, Nicholas M. Kiefer, Maureen O’Hara et al. · The Journal of Finance · 1996 · 412 citations

, , +17

1–5 of 55

Authors

109

  1. CW
    Craig W. Holden

    Indiana University, United States

    5 publications · 1.3K citations

    5

    h-index

  2. AS
    Abdourahmane Sarr

    International Monetary Fund, United States

    3 publications · 337 citations

    3

    h-index

  3. TL
    Tonny Lybek

    International Monetary Fund, United States

    3 publications · 337 citations

    3

    h-index

  4. CT
    Charles Trzcinka

    Indiana University, United States

    3 publications · 702 citations

    3

    h-index

  5. JS
    Jawad Saleemi

    Universitat Politècnica de València, Spain

    3 publications · 64 citations

    3

    h-index

1–5 of 109

Institutions

71

  1. Indiana University

    Bloomington, United States

    5 h-index

    8 publications

    1.6K citations

  2. Indiana University Bloomington

    Bloomington, United States

    4 h-index

    6 publications

    686 citations

  3. Universitat Politècnica de València

    Valencia, Spain

    3 h-index

    7 publications

    172 citations

  4. UNSW Sydney

    Sydney, Australia

    3 h-index

    4 publications

    562 citations

  5. International Monetary Fund

    Washington D.C., United States

    2 h-index

    3 publications

    323 citations

  6. Grand Valley State University

    Allendale, United States

    2 h-index

    2 publications

    26 citations

  7. Stockholm University

    Stockholm, Sweden

    2 h-index

    3 publications

    180 citations

  8. Massey University

    Palmerston North, New Zealand

    2 h-index

    4 publications

    528 citations

1–8 of 71

Venues

  1. SSRN Electronic Journal

    Repository · 15 publications · 752 citations

    12

    h-index

  2. The Journal of Finance

    4 publications · 2.4K citations

    4

    h-index

  3. Journal of Financial Markets

    2 publications · 75 citations

    2

    h-index

  4. Financial Management

    FM · 1 publications · 16 citations

    1

    h-index

  5. Finance Markets and Valuation

    1 publications · 10 citations

    1

    h-index

1–5