Liquidity smile
id:
liquidity-smile-300-12342116
title:
Liquidity smile
text:
The liquidity smile is an observed feature of many financial markets, particularly equity markets, whereby the volume is concentrated at the start and particularly the end of the trading day, with relatively thin trading in the middle. If you plot trade volume against time across one trading day, you therefore get a 'smile' shape. This has increased in recent years as the rise in passive investment causes more and more funds to try to execute at, or close to, the closing price of the day. To do
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Liquidity_smile
date created:
date modified:
2022-11-27T06:13:12Z
main entity:
{"identifier":"Q30687275","url":"https://www.wikidata.org/entity/Q30687275"}
image:
fields total:
13
integrity:
13