Mann, venkataraman and waisburd stock liquidity and the value of a designated liquidity provider evidence from paris euronext

... for example, Hasbrouck and Sofianos (1993), Madhavan and Smidt (1993), Madhavan and Sofianos (1998), Kavajecz (1999), and Madhavan and Panchapegesan (2000) for evidence at the NYSE, Kehr et al (2001)...Stock Liquidity and the Value of a Designated Liquidity Provider: Evidence from Euronext Paris Abstract This paper studies the value of a designated liquidity provider (DLP) in an electronic... Kehr Carl-Heinrich, Jan P Krahnen, and Erik Theissen, 2001, The anatomy of a call market: evidence from Germany, Journal of Financial Intermediation 10, 249-270 20 Madhavan, Ananth, and Venkatesh