Presidential Address

O'Hara, M. (2003). Presidential Address: Liquidity and Price Discovery. Journal of Finance, 58(4), 1335-1354.

Type

Journal article

Intellectual base

Primary research

Year

2003

DOI

10.1111/1540-6261.00569

Link

https://doi.org/10.1111/1540-6261.00569

Cited from

computer_science

Cited by

1 citation across 1 artifact.

Each citation links to the sentence it supports in the citing article.

Primes

• Observable Surface Becomes Contract
  • In financial markets, observed market microstructure — latencies, quote conventions, order-book idioms — becomes binding because trading infrastructure encodes dependence on it.

    This sourceMarket-microstructure account of how observed quote, liquidity, and price-discovery conventions become relied-upon structure in trading.

Verification

This reference passed the adversarial substantiation pipeline: it was checked to exist and to support the claim it is attached to. See how references were verified.

Registry ID ref:ed3c32cb607c · see in the full table