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The Liquidity Provision in Order-Driven Markets and the Information Content of Trades

Program

Fulbright Visiting Scholar Program

Program Country

Grant Activity Type

Research

Discipline

Academic Year

Dates

March 2003 - February 2004

Flex

No

Scholar type

Non-U.S. (Visiting) Scholar

Project Title

The Liquidity Provision in Order-Driven Markets and the Information Content of Trades

Scholar Information

Grantee

Roberto Gasco

Title

Associate Professor

Institution

University of the Balearic Islands

Department

Department of Economics and Business

Host Institutions

Institution

New York University

Faculty

Dr. Joel Hasbrouck

Host Department

Department of Finance