Depth characteristics for the electronic futures limit order book
Alexandre Aidov and Robert T. Daigler
| Year of publication: |
2015
|
|---|---|
| Authors: | Aidov, Alexandre ; Daigler, Robert T. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 6, p. 542-560
|
| Subject: | Terminbörse | Futures exchange | Elektronisches Handelssystem | Electronic trading | Geld-Brief-Spanne | Bid-ask spread | Spekulation | Speculation | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011405409