I was convinced that the trading frequency measured a fundamental heartbeat of financial markets. Clearly it reflected the flow of information. It turns out also to be closely related to measures of liquidity. (Robert F. Engle)

I was convinced that the trading frequency measured a fundamental heartbeat of financial markets. Clearly it reflected the flow of information. It turns out also to be closely related to measures of liquidity.

Robert F. Engle

Related topics

flow frequency fundamental information liquidity trading heartbeat

Related quotes