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Cross-Asset Speculation in Stock Markets∗ - Econometrics at Illinois ...

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Figure 7: Trad<strong>in</strong>g <strong>in</strong>tensity for asymmetrically distributed liquidity tradeDirect btrad<strong>in</strong>g <strong>in</strong>tensity200.1 0.9<strong>Asset</strong> 1 share of liquidity tradeIndirect btrad<strong>in</strong>g <strong>in</strong>tensity200.1 0.9<strong>Asset</strong> 1 share of liquidity trade49

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