A continuous-time measurement of the buy-sell pressure in a limit order book market
Anthony D. Hall and Nikolaus Hautsch
| Year of publication: |
25 Mar. 2004
|
|---|---|
| Other Persons: | Hall, Anthony D. (contributor) ; Hautsch, Nikolaus (contributor) |
| Institutions: | Københavns Universitet / Økonomisk Institut (contributor) |
| Publisher: |
Copenhagen : Univ., Inst. of Economics |
| Subject: | Wertpapierhandel | Securities trading | Theorie | Theory | Australien | Australia |
| Extent: | Online-Ressource, 38 p. = 850 Kb, text ill |
|---|---|
| Series: | Discussion papers / Department of Economics, University of Copenhagen. - Copenhagen : [Verlag nicht ermittelbar], ZDB-ID 2595081-2. - Vol. 04.07 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | nBibliography Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001984297