Estimating endogenous liquidity using transaction and order book information
Philippe Durand, Yalin Gündüz and Isabelle Thomazeau
| Year of publication: |
2013
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|---|---|
| Authors: | Durand, Philippe ; Gündüz, Yalın ; Thomazeau, Isabelle |
| Published in: |
Advances in financial risk management : corporates, intermediaries and portfolios. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 1-137-02508-5. - 2013, p. 181-200
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| Subject: | Finanzmarkt | Financial market | Marktliquidität | Market liquidity | Wertpapierhandel | Securities trading | Handelsvolumen der Börse | Trading volume | Aktie | Share | Geld-Brief-Spanne | Bid-ask spread | Kreditderivat | Credit derivative | Schätzung | Estimation | EU-Staaten | EU countries |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010213086