Limit order books, uninformed traders and commodity derivatives : insights from the European carbon futures
Year of publication: |
2019
|
---|---|
Authors: | Rannou, Yves |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 81.2019, p. 387-410
|
Subject: | Bid-ask spread | European carbon futures | Limit order book | Market microstructure | Uninformed traders | EU-Staaten | EU countries | Geld-Brief-Spanne | Marktmikrostruktur | Wertpapierhandel | Securities trading | Treibhausgas-Emissionen | Greenhouse gas emissions | Derivat | Derivative | Rohstoffderivat | Commodity derivative | Emissionshandel | Emissions trading | Spekulation | Speculation |
-
Information and optimal trading strategies with dark pools
Bayona, Anna, (2023)
-
Heavy-tailed features and dependence in limit order book volume profiles in futures markets
Richards, Kylie-Anne, (2015)
-
Order book price impact in the Chinese soybean futures market
Jin, Muzhao, (2023)
- More ...
-
Rannou, Yves, (2011)
-
Rannou, Yves, (2016)
-
Rannou, Yves, (2017)
- More ...