Topics in empirical market microstructure : measuring the informational content of order flow
Year of publication: |
2010
|
---|---|
Authors: | Wünsche, Oliver |
Subject: | Finanzmarkt | Financial market | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | Zeit | Time | Börsenkurs | Share price | Geld-Brief-Spanne | Bid-ask spread | Statistische Verteilung | Statistical distribution | Elektronisches Handelssystem | Electronic trading | Schätzung | Estimation | Deutschland | Germany | Poisson-Verteilung | Mikrostrukturtheorie <Kapitalmarkttheorie> | Xetra-Handelssystem | Handelsspanne |
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