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how to measure liquidity?

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stonexu1984
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Joined: March 18th, 2007, 6:20 am

how to measure liquidity?

May 5th, 2009, 2:32 pm

for equity, currency, futures... I know turnover ratio, but what value should be considered as "good"? and any else measures?
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lehalle
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Joined: April 19th, 2006, 7:13 am

how to measure liquidity?

May 6th, 2009, 4:23 am

read papers on market impct (authors: Bouchaud or Almgren to begin)
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lehalle
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Joined: April 19th, 2006, 7:13 am

how to measure liquidity?

May 6th, 2009, 4:24 am

read papers on market impact (authors: Bouchaud or Almgren to begin)
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stonexu1984
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Joined: March 18th, 2007, 6:20 am

how to measure liquidity?

May 6th, 2009, 5:10 pm

could u give a link to the paper? thx!
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acastaldo
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Joined: October 11th, 2002, 11:24 pm

how to measure liquidity?

May 6th, 2009, 8:29 pm

Kyle's Lambda
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